NYMEX Natural Gas Future August 2009

Trading Metrics calculated at close of trading on 29-Jan-2009

Day Change Summary
	Previous	Current
	28-Jan-2009	29-Jan-2009	Change	Change %	Previous Week
Open	4.987	4.924	-0.063	-1.3%	5.285
High	5.031	5.098	0.067	1.3%	5.285
Low	4.829	4.874	0.045	0.9%	4.900
Close	4.891	5.046	0.155	3.2%	4.973
Range	0.202	0.224	0.022	10.9%	0.385
ATR	0.213	0.214	0.001	0.4%	0.000
Volume	1,430	1,747	317	22.2%	2,842

Daily Pivots for day following 29-Jan-2009
	Classic	Woodie	Camarilla	DeMark
R4	5.678	5.586	5.169
R3	5.454	5.362	5.108
R2	5.230	5.230	5.087
R1	5.138	5.138	5.067	5.184
PP	5.006	5.006	5.006	5.029
S1	4.914	4.914	5.025	4.960
S2	4.782	4.782	5.005
S3	4.558	4.690	4.984
S4	4.334	4.466	4.923

Weekly Pivots for week ending 23-Jan-2009
	Classic	Woodie	Camarilla	DeMark
R4	6.208	5.975	5.185
R3	5.823	5.590	5.079
R2	5.438	5.438	5.044
R1	5.205	5.205	5.008	5.129
PP	5.053	5.053	5.053	5.015
S1	4.820	4.820	4.938	4.744
S2	4.668	4.668	4.902
S3	4.283	4.435	4.867
S4	3.898	4.050	4.761

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5.109	4.829	0.280	5.5%	0.183	3.6%	78%	False	False	1,098
10	5.470	4.829	0.641	12.7%	0.183	3.6%	34%	False	False	1,029
20	6.619	4.829	1.790	35.5%	0.219	4.3%	12%	False	False	890
40	6.987	4.829	2.158	42.8%	0.194	3.8%	10%	False	False	888

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	0.035
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	6.050
2.618	5.684
1.618	5.460
1.000	5.322
0.618	5.236
HIGH	5.098
0.618	5.012
0.500	4.986
0.382	4.960
LOW	4.874
0.618	4.736
1.000	4.650
1.618	4.512
2.618	4.288
4.250	3.922

Fisher Pivots for day following 29-Jan-2009
Pivot	1 day	3 day
R1	5.026	5.019
PP	5.006	4.991
S1	4.986	4.964

Download as Excel Spreadsheet

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

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