That's pretty cool... and there are more cool pictures at the website. This isn't exactly wireless related so I moved it to The Roaming Zone.
Not really, the principle is that it's not the "Voltage" that gets you but the Amperage, something like that anyways. Either way the guy is perfectly safe.
I am not daring. But I have a very good idea of safety. To say that I am safe because the amperage is low indicates a lack of knowledge. The weak and faint 2 inch sparks below hurt. Not badly if you wet your hand before and let it spark on a less sensitive area (rather than your fingertips). This coil puts out less that 5 watts I suspect. Compare that to the intense 5000 watt sparks from the coil above. My chain mail glove is protective but it heats up a metal bolt and nut due to the radio frequency energy sufficient to give me a small burn. This will cause major injury if it strikes you. 3 people are known to have died from Tesla coil shocks. Not perfectly safe. The cage keeps me safe but there are do's and don'ts even in the cage.
Those pics on your website are amazingly cool. I wouldn't go in that cage for anything* *Disclaimer: I would only go in that cage for a very large amount of money