NYMEX Natural Gas Future August 2009

Trading Metrics calculated at close of trading on 19-Dec-2008

Day Change Summary
	Previous	Current
	18-Dec-2008	19-Dec-2008	Change	Change %	Previous Week
Open	6.110	6.106	-0.004	-0.1%	6.190
High	6.212	6.166	-0.046	-0.7%	6.277
Low	6.070	5.910	-0.160	-2.6%	5.910
Close	6.095	5.940	-0.155	-2.5%	5.940
Range	0.142	0.256	0.114	80.3%	0.367
ATR	0.211	0.215	0.003	1.5%	0.000
Volume	762	1,122	360	47.2%	3,376

Daily Pivots for day following 19-Dec-2008
	Classic	Woodie	Camarilla	DeMark
R4	6.773	6.613	6.081
R3	6.517	6.357	6.010
R2	6.261	6.261	5.987
R1	6.101	6.101	5.963	6.053
PP	6.005	6.005	6.005	5.982
S1	5.845	5.845	5.917	5.797
S2	5.749	5.749	5.893
S3	5.493	5.589	5.870
S4	5.237	5.333	5.799

Weekly Pivots for week ending 19-Dec-2008
	Classic	Woodie	Camarilla	DeMark
R4	7.143	6.909	6.142
R3	6.776	6.542	6.041
R2	6.409	6.409	6.007
R1	6.175	6.175	5.974	6.109
PP	6.042	6.042	6.042	6.009
S1	5.808	5.808	5.906	5.742
S2	5.675	5.675	5.873
S3	5.308	5.441	5.839
S4	4.941	5.074	5.738

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	6.277	5.910	0.367	6.2%	0.152	2.6%	8%	False	True	675
10	6.320	5.910	0.410	6.9%	0.157	2.6%	7%	False	True	797
20	7.153	5.910	1.243	20.9%	0.173	2.9%	2%	False	True	826

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	0.042
Widest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	7.254
2.618	6.836
1.618	6.580
1.000	6.422
0.618	6.324
HIGH	6.166
0.618	6.068
0.500	6.038
0.382	6.008
LOW	5.910
0.618	5.752
1.000	5.654
1.618	5.496
2.618	5.240
4.250	4.822

Fisher Pivots for day following 19-Dec-2008
Pivot	1 day	3 day
R1	6.038	6.094
PP	6.005	6.042
S1	5.973	5.991

Download as Excel Spreadsheet

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

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