NYMEX Natural Gas Future July 2009

Trading Metrics calculated at close of trading on 22-Jan-2009

Day Change Summary
	Previous	Current
	21-Jan-2009	22-Jan-2009	Change	Change %	Previous Week
Open	5.030	5.000	-0.030	-0.6%	5.767
High	5.168	5.099	-0.069	-1.3%	5.925
Low	5.026	4.860	-0.166	-3.3%	5.150
Close	5.099	5.017	-0.082	-1.6%	5.200
Range	0.142	0.239	0.097	68.3%	0.775
ATR	0.227	0.228	0.001	0.4%	0.000
Volume	1,009	2,239	1,230	121.9%	10,180

Daily Pivots for day following 22-Jan-2009
	Classic	Woodie	Camarilla	DeMark
R4	5.709	5.602	5.148
R3	5.470	5.363	5.083
R2	5.231	5.231	5.061
R1	5.124	5.124	5.039	5.178
PP	4.992	4.992	4.992	5.019
S1	4.885	4.885	4.995	4.939
S2	4.753	4.753	4.973
S3	4.514	4.646	4.951
S4	4.275	4.407	4.886

Weekly Pivots for week ending 16-Jan-2009
	Classic	Woodie	Camarilla	DeMark
R4	7.750	7.250	5.626
R3	6.975	6.475	5.413
R2	6.200	6.200	5.342
R1	5.700	5.700	5.271	5.563
PP	5.425	5.425	5.425	5.356
S1	4.925	4.925	5.129	4.788
S2	4.650	4.650	5.058
S3	3.875	4.150	4.987
S4	3.100	3.375	4.774

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5.366	4.860	0.506	10.1%	0.152	3.0%	31%	False	True	1,438
10	6.295	4.860	1.435	28.6%	0.215	4.3%	11%	False	True	1,854
20	6.521	4.860	1.661	33.1%	0.223	4.4%	9%	False	True	1,509
40	7.106	4.860	2.246	44.8%	0.210	4.2%	7%	False	True	1,438
60	7.708	4.860	2.848	56.8%	0.216	4.3%	6%	False	True	1,324
80	8.373	4.860	3.513	70.0%	0.207	4.1%	4%	False	True	1,212
100	8.975	4.860	4.115	82.0%	0.212	4.2%	4%	False	True	1,085
120	9.739	4.860	4.879	97.2%	0.212	4.2%	3%	False	True	978

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.026
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	6.115
2.618	5.725
1.618	5.486
1.000	5.338
0.618	5.247
HIGH	5.099
0.618	5.008
0.500	4.980
0.382	4.951
LOW	4.860
0.618	4.712
1.000	4.621
1.618	4.473
2.618	4.234
4.250	3.844

Fisher Pivots for day following 22-Jan-2009
Pivot	1 day	3 day
R1	5.005	5.016
PP	4.992	5.015
S1	4.980	5.014

Download as Excel Spreadsheet

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

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