NYMEX Natural Gas Future May 2010
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 06-Nov-2009 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    05-Nov-2009 | 
                    06-Nov-2009 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        5.151 | 
                        5.162 | 
                        0.011 | 
                        0.2% | 
                        5.440 | 
                     
                    
                        | High | 
                        5.313 | 
                        5.163 | 
                        -0.150 | 
                        -2.8% | 
                        5.440 | 
                     
                    
                        | Low | 
                        5.151 | 
                        5.071 | 
                        -0.080 | 
                        -1.6% | 
                        5.071 | 
                     
                    
                        | Close | 
                        5.246 | 
                        5.106 | 
                        -0.140 | 
                        -2.7% | 
                        5.106 | 
                     
                    
                        | Range | 
                        0.162 | 
                        0.092 | 
                        -0.070 | 
                        -43.2% | 
                        0.369 | 
                     
                    
                        | ATR | 
                        0.180 | 
                        0.179 | 
                        0.000 | 
                        -0.2% | 
                        0.000 | 
                     
                    
                        | Volume | 
                        4,346 | 
                        2,385 | 
                        -1,961 | 
                        -45.1% | 
                        20,624 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 06-Nov-2009 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                5.389 | 
                5.340 | 
                5.157 | 
                 | 
             
            
                | R3 | 
                5.297 | 
                5.248 | 
                5.131 | 
                 | 
             
            
                | R2 | 
                5.205 | 
                5.205 | 
                5.123 | 
                 | 
             
            
                | R1 | 
                5.156 | 
                5.156 | 
                5.114 | 
                5.135 | 
             
            
                | PP | 
                5.113 | 
                5.113 | 
                5.113 | 
                5.103 | 
             
            
                | S1 | 
                5.064 | 
                5.064 | 
                5.098 | 
                5.043 | 
             
            
                | S2 | 
                5.021 | 
                5.021 | 
                5.089 | 
                 | 
             
            
                | S3 | 
                4.929 | 
                4.972 | 
                5.081 | 
                 | 
             
            
                | S4 | 
                4.837 | 
                4.880 | 
                5.055 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 06-Nov-2009 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                6.313 | 
                6.078 | 
                5.309 | 
                 | 
             
            
                | R3 | 
                5.944 | 
                5.709 | 
                5.207 | 
                 | 
             
            
                | R2 | 
                5.575 | 
                5.575 | 
                5.174 | 
                 | 
             
            
                | R1 | 
                5.340 | 
                5.340 | 
                5.140 | 
                5.273 | 
             
            
                | PP | 
                5.206 | 
                5.206 | 
                5.206 | 
                5.172 | 
             
            
                | S1 | 
                4.971 | 
                4.971 | 
                5.072 | 
                4.904 | 
             
            
                | S2 | 
                4.837 | 
                4.837 | 
                5.038 | 
                 | 
             
            
                | S3 | 
                4.468 | 
                4.602 | 
                5.005 | 
                 | 
             
            
                | S4 | 
                4.099 | 
                4.233 | 
                4.903 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                5.440 | 
                5.071 | 
                0.369 | 
                7.2% | 
                0.149 | 
                2.9% | 
                9% | 
                False | 
                True | 
                4,124 | 
                 
                
                | 10 | 
                5.785 | 
                5.071 | 
                0.714 | 
                14.0% | 
                0.166 | 
                3.3% | 
                5% | 
                False | 
                True | 
                3,877 | 
                 
                
                | 20 | 
                6.200 | 
                5.071 | 
                1.129 | 
                22.1% | 
                0.166 | 
                3.3% | 
                3% | 
                False | 
                True | 
                3,055 | 
                 
                
                | 40 | 
                6.200 | 
                5.071 | 
                1.129 | 
                22.1% | 
                0.165 | 
                3.2% | 
                3% | 
                False | 
                True | 
                2,550 | 
                 
                
                | 60 | 
                6.200 | 
                4.869 | 
                1.331 | 
                26.1% | 
                0.146 | 
                2.9% | 
                18% | 
                False | 
                False | 
                1,971 | 
                 
                
                | 80 | 
                6.200 | 
                4.869 | 
                1.331 | 
                26.1% | 
                0.139 | 
                2.7% | 
                18% | 
                False | 
                False | 
                1,608 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            5.554 | 
         
        
            | 
2.618             | 
            5.404 | 
         
        
            | 
1.618             | 
            5.312 | 
         
        
            | 
1.000             | 
            5.255 | 
         
        
            | 
0.618             | 
            5.220 | 
         
        
            | 
HIGH             | 
            5.163 | 
         
        
            | 
0.618             | 
            5.128 | 
         
        
            | 
0.500             | 
            5.117 | 
         
        
            | 
0.382             | 
            5.106 | 
         
        
            | 
LOW             | 
            5.071 | 
         
        
            | 
0.618             | 
            5.014 | 
         
        
            | 
1.000             | 
            4.979 | 
         
        
            | 
1.618             | 
            4.922 | 
         
        
            | 
2.618             | 
            4.830 | 
         
        
            | 
4.250             | 
            4.680 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 06-Nov-2009 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                5.117 | 
                                5.221 | 
                             
                            
                                | PP | 
                                5.113 | 
                                5.182 | 
                             
                            
                                | S1 | 
                                5.110 | 
                                5.144 | 
                             
             
         |