NYMEX Natural Gas Future May 2010
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 21-Oct-2009 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    20-Oct-2009 | 
                    21-Oct-2009 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        6.103 | 
                        6.177 | 
                        0.074 | 
                        1.2% | 
                        5.935 | 
                     
                    
                        | High | 
                        6.192 | 
                        6.200 | 
                        0.008 | 
                        0.1% | 
                        6.070 | 
                     
                    
                        | Low | 
                        6.103 | 
                        6.066 | 
                        -0.037 | 
                        -0.6% | 
                        5.661 | 
                     
                    
                        | Close | 
                        6.177 | 
                        6.073 | 
                        -0.104 | 
                        -1.7% | 
                        6.000 | 
                     
                    
                        | Range | 
                        0.089 | 
                        0.134 | 
                        0.045 | 
                        50.6% | 
                        0.409 | 
                     
                    
                        | ATR | 
                        0.178 | 
                        0.174 | 
                        -0.003 | 
                        -1.8% | 
                        0.000 | 
                     
                    
                        | Volume | 
                        2,187 | 
                        3,272 | 
                        1,085 | 
                        49.6% | 
                        8,992 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 21-Oct-2009 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                6.515 | 
                6.428 | 
                6.147 | 
                 | 
             
            
                | R3 | 
                6.381 | 
                6.294 | 
                6.110 | 
                 | 
             
            
                | R2 | 
                6.247 | 
                6.247 | 
                6.098 | 
                 | 
             
            
                | R1 | 
                6.160 | 
                6.160 | 
                6.085 | 
                6.137 | 
             
            
                | PP | 
                6.113 | 
                6.113 | 
                6.113 | 
                6.101 | 
             
            
                | S1 | 
                6.026 | 
                6.026 | 
                6.061 | 
                6.003 | 
             
            
                | S2 | 
                5.979 | 
                5.979 | 
                6.048 | 
                 | 
             
            
                | S3 | 
                5.845 | 
                5.892 | 
                6.036 | 
                 | 
             
            
                | S4 | 
                5.711 | 
                5.758 | 
                5.999 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 16-Oct-2009 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                7.137 | 
                6.978 | 
                6.225 | 
                 | 
             
            
                | R3 | 
                6.728 | 
                6.569 | 
                6.112 | 
                 | 
             
            
                | R2 | 
                6.319 | 
                6.319 | 
                6.075 | 
                 | 
             
            
                | R1 | 
                6.160 | 
                6.160 | 
                6.037 | 
                6.240 | 
             
            
                | PP | 
                5.910 | 
                5.910 | 
                5.910 | 
                5.950 | 
             
            
                | S1 | 
                5.751 | 
                5.751 | 
                5.963 | 
                5.831 | 
             
            
                | S2 | 
                5.501 | 
                5.501 | 
                5.925 | 
                 | 
             
            
                | S3 | 
                5.092 | 
                5.342 | 
                5.888 | 
                 | 
             
            
                | S4 | 
                4.683 | 
                4.933 | 
                5.775 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                6.200 | 
                5.661 | 
                0.539 | 
                8.9% | 
                0.155 | 
                2.5% | 
                76% | 
                True | 
                False | 
                2,333 | 
                 
                
                | 10 | 
                6.200 | 
                5.661 | 
                0.539 | 
                8.9% | 
                0.152 | 
                2.5% | 
                76% | 
                True | 
                False | 
                2,023 | 
                 
                
                | 20 | 
                6.200 | 
                5.598 | 
                0.602 | 
                9.9% | 
                0.157 | 
                2.6% | 
                79% | 
                True | 
                False | 
                2,229 | 
                 
                
                | 40 | 
                6.200 | 
                4.869 | 
                1.331 | 
                21.9% | 
                0.155 | 
                2.5% | 
                90% | 
                True | 
                False | 
                1,735 | 
                 
                
                | 60 | 
                6.200 | 
                4.869 | 
                1.331 | 
                21.9% | 
                0.136 | 
                2.2% | 
                90% | 
                True | 
                False | 
                1,321 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            6.770 | 
         
        
            | 
2.618             | 
            6.551 | 
         
        
            | 
1.618             | 
            6.417 | 
         
        
            | 
1.000             | 
            6.334 | 
         
        
            | 
0.618             | 
            6.283 | 
         
        
            | 
HIGH             | 
            6.200 | 
         
        
            | 
0.618             | 
            6.149 | 
         
        
            | 
0.500             | 
            6.133 | 
         
        
            | 
0.382             | 
            6.117 | 
         
        
            | 
LOW             | 
            6.066 | 
         
        
            | 
0.618             | 
            5.983 | 
         
        
            | 
1.000             | 
            5.932 | 
         
        
            | 
1.618             | 
            5.849 | 
         
        
            | 
2.618             | 
            5.715 | 
         
        
            | 
4.250             | 
            5.497 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 21-Oct-2009 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                6.133 | 
                                6.070 | 
                             
                            
                                | PP | 
                                6.113 | 
                                6.066 | 
                             
                            
                                | S1 | 
                                6.093 | 
                                6.063 | 
                             
             
         |