Despite Docker’s Interactive tutorial and faq I lose my data when the container exits.

I have installed Docker as described here: http://docs.docker.io/en/latest/installation/ubuntulinux
without any problem on ubuntu 13.04.

But it loses all data when exits.

iman@test:~$ sudo docker version
Client version: 0.6.4 
Go version (client): go1.1.2 
Git commit (client): 2f74b1c 
Server version: 0.6.4 
Git commit (server): 2f74b1c 
Go version (server): go1.1.2 
Last stable version: 0.6.4 


iman@test:~$ sudo docker run ubuntu ping
2013/10/25 08:05:47 Unable to locate ping 
iman@test:~$ sudo docker run ubuntu apt-get install ping
Reading package lists... 
Building dependency tree... 
The following NEW packages will be installed: 
  iputils-ping 
0 upgraded, 1 newly installed, 0 to remove and 0 not upgraded. 
Need to get 56.1 kB of archives. 
After this operation, 143 kB of additional disk space will be used. 
Get:1 http://archive.ubuntu.com/ubuntu/ precise/main iputils-ping amd64 3:20101006-1ubuntu1 [56.1 kB] 
debconf: delaying package configuration, since apt-utils is not installed 
Fetched 56.1 kB in 0s (195 kB/s) 
Selecting previously unselected package iputils-ping. 
(Reading database ... 7545 files and directories currently installed.) 
Unpacking iputils-ping (from .../iputils-ping_3%3a20101006-1ubuntu1_amd64.deb) ... 
Setting up iputils-ping (3:20101006-1ubuntu1) ... 
iman@test:~$ sudo docker run ubuntu ping
2013/10/25 08:06:11 Unable to locate ping 
iman@test:~$ sudo docker run ubuntu touch /home/test
iman@test:~$ sudo docker run ubuntu ls /home/test
ls: cannot access /home/test: No such file or directory 

I also tested it with interactive sessions with the same result. Did I forget something?

EDIT: IMPORTANT FOR NEW DOCKER USERS

As @mohammed-noureldin and others said, actually this is NOT a container exiting. Every time it just creates a new container.

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