NYMEX Natural Gas Future August 2009

Trading Metrics calculated at close of trading on 20-Jan-2009

Day Change Summary
	Previous	Current
	16-Jan-2009	20-Jan-2009	Change	Change %	Previous Week
Open	5.370	5.285	-0.085	-1.6%	5.830
High	5.420	5.285	-0.135	-2.5%	6.030
Low	5.270	5.108	-0.162	-3.1%	5.250
Close	5.305	5.114	-0.191	-3.6%	5.305
Range	0.150	0.177	0.027	18.0%	0.780
ATR	0.233	0.230	-0.003	-1.1%	0.000
Volume	760	726	-34	-4.5%	5,411

Daily Pivots for day following 20-Jan-2009
	Classic	Woodie	Camarilla	DeMark
R4	5.700	5.584	5.211
R3	5.523	5.407	5.163
R2	5.346	5.346	5.146
R1	5.230	5.230	5.130	5.200
PP	5.169	5.169	5.169	5.154
S1	5.053	5.053	5.098	5.023
S2	4.992	4.992	5.082
S3	4.815	4.876	5.065
S4	4.638	4.699	5.017

Weekly Pivots for week ending 16-Jan-2009
	Classic	Woodie	Camarilla	DeMark
R4	7.868	7.367	5.734
R3	7.088	6.587	5.520
R2	6.308	6.308	5.448
R1	5.807	5.807	5.377	5.668
PP	5.528	5.528	5.528	5.459
S1	5.027	5.027	5.234	4.888
S2	4.748	4.748	5.162
S3	3.968	4.247	5.091
S4	3.188	3.467	4.876

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5.895	5.108	0.787	15.4%	0.202	4.0%	1%	False	True	1,021
10	6.619	5.108	1.511	29.5%	0.224	4.4%	0%	False	True	950
20	6.619	5.108	1.511	29.5%	0.218	4.3%	0%	False	True	881
40	7.153	5.108	2.045	40.0%	0.193	3.8%	0%	False	True	848

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	0.011
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	6.037
2.618	5.748
1.618	5.571
1.000	5.462
0.618	5.394
HIGH	5.285
0.618	5.217
0.500	5.197
0.382	5.176
LOW	5.108
0.618	4.999
1.000	4.931
1.618	4.822
2.618	4.645
4.250	4.356

Fisher Pivots for day following 20-Jan-2009
Pivot	1 day	3 day
R1	5.197	5.289
PP	5.169	5.231
S1	5.142	5.172

Download as Excel Spreadsheet

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

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