NYMEX Natural Gas Future August 2009

Trading Metrics calculated at close of trading on 02-Jan-2009

Day Change Summary
	Previous	Current
	31-Dec-2008	02-Jan-2009	Change	Change %	Previous Week
Open	6.250	6.055	-0.195	-3.1%	6.399
High	6.250	6.465	0.215	3.4%	6.465
Low	6.030	6.055	0.025	0.4%	6.030
Close	6.126	6.400	0.274	4.5%	6.400
Range	0.220	0.410	0.190	86.4%	0.435
ATR	0.219	0.233	0.014	6.2%	0.000
Volume	243	662	419	172.4%	3,860

Daily Pivots for day following 02-Jan-2009
	Classic	Woodie	Camarilla	DeMark
R4	7.537	7.378	6.626
R3	7.127	6.968	6.513
R2	6.717	6.717	6.475
R1	6.558	6.558	6.438	6.638
PP	6.307	6.307	6.307	6.346
S1	6.148	6.148	6.362	6.228
S2	5.897	5.897	6.325
S3	5.487	5.738	6.287
S4	5.077	5.328	6.175

Weekly Pivots for week ending 02-Jan-2009
	Classic	Woodie	Camarilla	DeMark
R4	7.603	7.437	6.639
R3	7.168	7.002	6.520
R2	6.733	6.733	6.480
R1	6.567	6.567	6.440	6.650
PP	6.298	6.298	6.298	6.340
S1	6.132	6.132	6.360	6.215
S2	5.863	5.863	6.320
S3	5.428	5.697	6.280
S4	4.993	5.262	6.161

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	6.465	6.030	0.435	6.8%	0.165	2.6%	85%	True	False	850
10	6.465	5.800	0.665	10.4%	0.202	3.2%	90%	True	False	827
20	6.760	5.800	0.960	15.0%	0.183	2.9%	63%	False	False	883

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	0.031
Widest range in 36 trading days

Fibonacci Retracements and Extensions
4.250	8.208
2.618	7.538
1.618	7.128
1.000	6.875
0.618	6.718
HIGH	6.465
0.618	6.308
0.500	6.260
0.382	6.212
LOW	6.055
0.618	5.802
1.000	5.645
1.618	5.392
2.618	4.982
4.250	4.313

Fisher Pivots for day following 02-Jan-2009
Pivot	1 day	3 day
R1	6.353	6.349
PP	6.307	6.298
S1	6.260	6.248

Download as Excel Spreadsheet

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

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