NYMEX Natural Gas Future May 2010

Trading Metrics calculated at close of trading on 30-Jul-2009

Day Change Summary
	Previous	Current
	29-Jul-2009	30-Jul-2009	Change	Change %	Previous Week
Open	5.530	5.452	-0.078	-1.4%	5.510
High	5.530	5.649	0.119	2.2%	5.666
Low	5.383	5.450	0.067	1.2%	5.434
Close	5.441	5.645	0.204	3.7%	5.623
Range	0.147	0.199	0.052	35.4%	0.232
ATR	0.125	0.131	0.006	4.7%	0.000
Volume	381	255	-126	-33.1%	2,614

Daily Pivots for day following 30-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	6.178	6.111	5.754
R3	5.979	5.912	5.700
R2	5.780	5.780	5.681
R1	5.713	5.713	5.663	5.747
PP	5.581	5.581	5.581	5.598
S1	5.514	5.514	5.627	5.548
S2	5.382	5.382	5.609
S3	5.183	5.315	5.590
S4	4.984	5.116	5.536

Weekly Pivots for week ending 24-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	6.270	6.179	5.751
R3	6.038	5.947	5.687
R2	5.806	5.806	5.666
R1	5.715	5.715	5.644	5.761
PP	5.574	5.574	5.574	5.597
S1	5.483	5.483	5.602	5.529
S2	5.342	5.342	5.580
S3	5.110	5.251	5.559
S4	4.878	5.019	5.495

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5.649	5.383	0.266	4.7%	0.126	2.2%	98%	True	False	542
10	5.666	5.383	0.283	5.0%	0.128	2.3%	93%	False	False	486
20	5.715	5.240	0.475	8.4%	0.115	2.0%	85%	False	False	659

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.019
Widest range in 22 trading days

Fibonacci Retracements and Extensions
4.250	6.495
2.618	6.170
1.618	5.971
1.000	5.848
0.618	5.772
HIGH	5.649
0.618	5.573
0.500	5.550
0.382	5.526
LOW	5.450
0.618	5.327
1.000	5.251
1.618	5.128
2.618	4.929
4.250	4.604

Fisher Pivots for day following 30-Jul-2009
Pivot	1 day	3 day
R1	5.613	5.602
PP	5.581	5.559
S1	5.550	5.516

Download as Excel Spreadsheet

These figures are updated between 7pm and 10pm EST after a trading day.

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