THE ACFT DESCENDED INTO THE WATER SIX & 1/2 MILES SW OF BRIDGEPORT, CT. THE ACFT WAS ON AN ILS APCH TO RWY 06. THE ACFT WAS IN COMMUNICATION WITH NY TRACON ARRVL RADAR AND ON HIS INITIAL CALL HAD INDICATED A DESIRE FOR A CLEARANCE DIRECT TOBRIDGEPORT. A BRIEF RADIO EXCHANGE RESULTED IN THE DESIRED CLEARANCE. THERE WAS NO INDICATION OF ANY PROBLEMS OR LOW FUEL STATE IN THE COMMUNICATION. APRX 15 MINUTES AFTER INITIAL CALL, THE CONTROLLER WAS GIVING THE FINAL APCH INSTRUCTIONS TO N100CT, AFTER HAVING USED SOME TURNS AND CHANGES IN AIRSPEED TO SPACE THE FLT BEHIND LANDING TRAFFIC, WHEN RADAR & RADIO CONTACT WAS LOST. POST ACCIDENT FUEL CALCULATIONS BASED ON FUEL ABOARD VS FLT TIME EN ROUTE AND NORMAL FUEL CONSUMPTION SHOWED APRX 6 GALLONS OF FUEL REMAINING. THE NORMAL UNUSABLE FUEL FOR THIS ACFT IS 13 GALLONS WHICH INCREASES DURING MANEUVERING. IDENTIFIABLE PARTS OF THE ACFT AND SOME PAPER DOCUMENTS WERE RECOVERED BY THE COAST GUARD. THE PLT'S BODY WAS NOT RECOVERED.