NYMEX Natural Gas Future May 2010
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 29-Oct-2009 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    28-Oct-2009 | 
                    29-Oct-2009 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        5.639 | 
                        5.460 | 
                        -0.179 | 
                        -3.2% | 
                        5.930 | 
                     
                    
                        | High | 
                        5.702 | 
                        5.560 | 
                        -0.142 | 
                        -2.5% | 
                        6.200 | 
                     
                    
                        | Low | 
                        5.485 | 
                        5.432 | 
                        -0.053 | 
                        -1.0% | 
                        5.797 | 
                     
                    
                        | Close | 
                        5.494 | 
                        5.520 | 
                        0.026 | 
                        0.5% | 
                        5.814 | 
                     
                    
                        | Range | 
                        0.217 | 
                        0.128 | 
                        -0.089 | 
                        -41.0% | 
                        0.403 | 
                     
                    
                        | ATR | 
                        0.179 | 
                        0.175 | 
                        -0.004 | 
                        -2.0% | 
                        0.000 | 
                     
                    
                        | Volume | 
                        2,827 | 
                        4,773 | 
                        1,946 | 
                        68.8% | 
                        13,356 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 29-Oct-2009 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                5.888 | 
                5.832 | 
                5.590 | 
                 | 
             
            
                | R3 | 
                5.760 | 
                5.704 | 
                5.555 | 
                 | 
             
            
                | R2 | 
                5.632 | 
                5.632 | 
                5.543 | 
                 | 
             
            
                | R1 | 
                5.576 | 
                5.576 | 
                5.532 | 
                5.604 | 
             
            
                | PP | 
                5.504 | 
                5.504 | 
                5.504 | 
                5.518 | 
             
            
                | S1 | 
                5.448 | 
                5.448 | 
                5.508 | 
                5.476 | 
             
            
                | S2 | 
                5.376 | 
                5.376 | 
                5.497 | 
                 | 
             
            
                | S3 | 
                5.248 | 
                5.320 | 
                5.485 | 
                 | 
             
            
                | S4 | 
                5.120 | 
                5.192 | 
                5.450 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 23-Oct-2009 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                7.146 | 
                6.883 | 
                6.036 | 
                 | 
             
            
                | R3 | 
                6.743 | 
                6.480 | 
                5.925 | 
                 | 
             
            
                | R2 | 
                6.340 | 
                6.340 | 
                5.888 | 
                 | 
             
            
                | R1 | 
                6.077 | 
                6.077 | 
                5.851 | 
                6.007 | 
             
            
                | PP | 
                5.937 | 
                5.937 | 
                5.937 | 
                5.902 | 
             
            
                | S1 | 
                5.674 | 
                5.674 | 
                5.777 | 
                5.604 | 
             
            
                | S2 | 
                5.534 | 
                5.534 | 
                5.740 | 
                 | 
             
            
                | S3 | 
                5.131 | 
                5.271 | 
                5.703 | 
                 | 
             
            
                | S4 | 
                4.728 | 
                4.868 | 
                5.592 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                6.003 | 
                5.432 | 
                0.571 | 
                10.3% | 
                0.169 | 
                3.1% | 
                15% | 
                False | 
                True | 
                3,421 | 
                 
                
                | 10 | 
                6.200 | 
                5.432 | 
                0.768 | 
                13.9% | 
                0.167 | 
                3.0% | 
                11% | 
                False | 
                True | 
                2,923 | 
                 
                
                | 20 | 
                6.200 | 
                5.432 | 
                0.768 | 
                13.9% | 
                0.165 | 
                3.0% | 
                11% | 
                False | 
                True | 
                2,471 | 
                 
                
                | 40 | 
                6.200 | 
                4.869 | 
                1.331 | 
                24.1% | 
                0.168 | 
                3.0% | 
                49% | 
                False | 
                False | 
                2,046 | 
                 
                
                | 60 | 
                6.200 | 
                4.869 | 
                1.331 | 
                24.1% | 
                0.141 | 
                2.5% | 
                49% | 
                False | 
                False | 
                1,608 | 
                 
                
                | 80 | 
                6.200 | 
                4.869 | 
                1.331 | 
                24.1% | 
                0.135 | 
                2.4% | 
                49% | 
                False | 
                False | 
                1,370 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            6.104 | 
         
        
            | 
2.618             | 
            5.895 | 
         
        
            | 
1.618             | 
            5.767 | 
         
        
            | 
1.000             | 
            5.688 | 
         
        
            | 
0.618             | 
            5.639 | 
         
        
            | 
HIGH             | 
            5.560 | 
         
        
            | 
0.618             | 
            5.511 | 
         
        
            | 
0.500             | 
            5.496 | 
         
        
            | 
0.382             | 
            5.481 | 
         
        
            | 
LOW             | 
            5.432 | 
         
        
            | 
0.618             | 
            5.353 | 
         
        
            | 
1.000             | 
            5.304 | 
         
        
            | 
1.618             | 
            5.225 | 
         
        
            | 
2.618             | 
            5.097 | 
         
        
            | 
4.250             | 
            4.888 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 29-Oct-2009 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                5.512 | 
                                5.567 | 
                             
                            
                                | PP | 
                                5.504 | 
                                5.551 | 
                             
                            
                                | S1 | 
                                5.496 | 
                                5.536 | 
                             
             
         |