NYMEX Natural Gas Future September 2009

Trading Metrics calculated at close of trading on 22-Jan-2009

Day Change Summary
	Previous	Current
	21-Jan-2009	22-Jan-2009	Change	Change %	Previous Week
Open	5.250	5.155	-0.095	-1.8%	5.911
High	5.329	5.211	-0.118	-2.2%	6.091
Low	5.189	5.030	-0.159	-3.1%	5.314
Close	5.264	5.182	-0.082	-1.6%	5.365
Range	0.140	0.181	0.041	29.3%	0.777
ATR	0.000	0.237	0.237		0.000
Volume	603	1,131	528	87.6%	5,560

Daily Pivots for day following 22-Jan-2009
	Classic	Woodie	Camarilla	DeMark
R4	5.684	5.614	5.282
R3	5.503	5.433	5.232
R2	5.322	5.322	5.215
R1	5.252	5.252	5.199	5.287
PP	5.141	5.141	5.141	5.159
S1	5.071	5.071	5.165	5.106
S2	4.960	4.960	5.149
S3	4.779	4.890	5.132
S4	4.598	4.709	5.082

Weekly Pivots for week ending 16-Jan-2009
	Classic	Woodie	Camarilla	DeMark
R4	7.921	7.420	5.792
R3	7.144	6.643	5.579
R2	6.367	6.367	5.507
R1	5.866	5.866	5.436	5.728
PP	5.590	5.590	5.590	5.521
S1	5.089	5.089	5.294	4.951
S2	4.813	4.813	5.223
S3	4.036	4.312	5.151
S4	3.259	3.535	4.938

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5.530	5.030	0.500	9.6%	0.173	3.3%	30%	False	True	936
10	6.401	5.030	1.371	26.5%	0.205	4.0%	11%	False	True	945

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0.020
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	5.980
2.618	5.685
1.618	5.504
1.000	5.392
0.618	5.323
HIGH	5.211
0.618	5.142
0.500	5.121
0.382	5.099
LOW	5.030
0.618	4.918
1.000	4.849
1.618	4.737
2.618	4.556
4.250	4.261

Fisher Pivots for day following 22-Jan-2009
Pivot	1 day	3 day
R1	5.162	5.189
PP	5.141	5.186
S1	5.121	5.184

Download as Excel Spreadsheet

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

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