NYMEX Natural Gas Future August 2009

Trading Metrics calculated at close of trading on 15-Jan-2009

Day Change Summary
	Previous	Current
	14-Jan-2009	15-Jan-2009	Change	Change %	Previous Week
Open	5.648	5.468	-0.180	-3.2%	6.340
High	5.648	5.470	-0.178	-3.2%	6.619
Low	5.449	5.250	-0.199	-3.7%	5.854
Close	5.470	5.331	-0.139	-2.5%	5.944
Range	0.199	0.220	0.021	10.6%	0.765
ATR	0.241	0.239	-0.001	-0.6%	0.000
Volume	924	2,016	1,092	118.2%	3,981

Daily Pivots for day following 15-Jan-2009
	Classic	Woodie	Camarilla	DeMark
R4	6.010	5.891	5.452
R3	5.790	5.671	5.392
R2	5.570	5.570	5.371
R1	5.451	5.451	5.351	5.401
PP	5.350	5.350	5.350	5.325
S1	5.231	5.231	5.311	5.181
S2	5.130	5.130	5.291
S3	4.910	5.011	5.271
S4	4.690	4.791	5.210

Weekly Pivots for week ending 09-Jan-2009
	Classic	Woodie	Camarilla	DeMark
R4	8.434	7.954	6.365
R3	7.669	7.189	6.154
R2	6.904	6.904	6.084
R1	6.424	6.424	6.014	6.282
PP	6.139	6.139	6.139	6.068
S1	5.659	5.659	5.874	5.517
S2	5.374	5.374	5.804
S3	4.609	4.894	5.734
S4	3.844	4.129	5.523

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	6.077	5.250	0.827	15.5%	0.221	4.2%	10%	False	True	1,167
10	6.619	5.250	1.369	25.7%	0.255	4.8%	6%	False	True	929
20	6.619	5.250	1.369	25.7%	0.215	4.0%	6%	False	True	870
40	7.211	5.250	1.961	36.8%	0.193	3.6%	4%	False	True	870

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.009
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	6.405
2.618	6.046
1.618	5.826
1.000	5.690
0.618	5.606
HIGH	5.470
0.618	5.386
0.500	5.360
0.382	5.334
LOW	5.250
0.618	5.114
1.000	5.030
1.618	4.894
2.618	4.674
4.250	4.315

Fisher Pivots for day following 15-Jan-2009
Pivot	1 day	3 day
R1	5.360	5.573
PP	5.350	5.492
S1	5.341	5.412

Download as Excel Spreadsheet

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

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