NYMEX Natural Gas Future October 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	5.360	5.380	0.020	0.4%	6.120
High	5.450	5.380	-0.070	-1.3%	6.200
Low	5.310	5.150	-0.160	-3.0%	5.430
Close	5.386	5.312	-0.074	-1.4%	5.483
Range	0.140	0.230	0.090	64.3%	0.770
ATR	0.000	0.236	0.236		0.000
Volume	2,264	4,816	2,552	112.7%	17,775

Daily Pivots for day following 22-Jan-2009
	Classic	Woodie	Camarilla	DeMark
R4	5.971	5.871	5.439
R3	5.741	5.641	5.375
R2	5.511	5.511	5.354
R1	5.411	5.411	5.333	5.346
PP	5.281	5.281	5.281	5.248
S1	5.181	5.181	5.291	5.116
S2	5.051	5.051	5.270
S3	4.821	4.951	5.249
S4	4.591	4.721	5.186

Weekly Pivots for week ending 16-Jan-2009
	Classic	Woodie	Camarilla	DeMark
R4	8.014	7.519	5.907
R3	7.244	6.749	5.695
R2	6.474	6.474	5.624
R1	5.979	5.979	5.554	5.842
PP	5.704	5.704	5.704	5.636
S1	5.209	5.209	5.412	5.072
S2	4.934	4.934	5.342
S3	4.164	4.439	5.271
S4	3.394	3.669	5.060

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5.650	5.150	0.500	9.4%	0.184	3.5%	32%	False	True	3,510
10	6.555	5.150	1.405	26.4%	0.213	4.0%	12%	False	True	3,551

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	0.030
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	6.358
2.618	5.982
1.618	5.752
1.000	5.610
0.618	5.522
HIGH	5.380
0.618	5.292
0.500	5.265
0.382	5.238
LOW	5.150
0.618	5.008
1.000	4.920
1.618	4.778
2.618	4.548
4.250	4.173

Fisher Pivots for day following 22-Jan-2009
Pivot	1 day	3 day
R1	5.296	5.310
PP	5.281	5.307
S1	5.265	5.305

Download as Excel Spreadsheet

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

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