NYMEX Natural Gas Future October 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	5.080	5.102	0.022	0.4%	5.439
High	5.220	5.278	0.058	1.1%	5.460
Low	5.020	5.066	0.046	0.9%	5.089
Close	5.076	5.229	0.153	3.0%	5.161
Range	0.200	0.212	0.012	6.0%	0.371
ATR	0.220	0.220	-0.001	-0.3%	0.000
Volume	4,824	2,475	-2,349	-48.7%	13,419

Daily Pivots for day following 29-Jan-2009
	Classic	Woodie	Camarilla	DeMark
R4	5.827	5.740	5.346
R3	5.615	5.528	5.287
R2	5.403	5.403	5.268
R1	5.316	5.316	5.248	5.360
PP	5.191	5.191	5.191	5.213
S1	5.104	5.104	5.210	5.148
S2	4.979	4.979	5.190
S3	4.767	4.892	5.171
S4	4.555	4.680	5.112

Weekly Pivots for week ending 23-Jan-2009
	Classic	Woodie	Camarilla	DeMark
R4	6.350	6.126	5.365
R3	5.979	5.755	5.263
R2	5.608	5.608	5.229
R1	5.384	5.384	5.195	5.311
PP	5.237	5.237	5.237	5.200
S1	5.013	5.013	5.127	4.940
S2	4.866	4.866	5.093
S3	4.495	4.642	5.059
S4	4.124	4.271	4.957

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5.292	5.020	0.272	5.2%	0.180	3.4%	77%	False	False	3,662
10	5.650	5.020	0.630	12.0%	0.182	3.5%	33%	False	False	3,586

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	0.039
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	6.179
2.618	5.833
1.618	5.621
1.000	5.490
0.618	5.409
HIGH	5.278
0.618	5.197
0.500	5.172
0.382	5.147
LOW	5.066
0.618	4.935
1.000	4.854
1.618	4.723
2.618	4.511
4.250	4.165

Fisher Pivots for day following 29-Jan-2009
Pivot	1 day	3 day
R1	5.210	5.202
PP	5.191	5.176
S1	5.172	5.149

Download as Excel Spreadsheet

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

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