NYMEX Natural Gas Future October 2009

Trading Metrics calculated at close of trading on 30-Jan-2009

Day Change Summary
	Previous	Current
	29-Jan-2009	30-Jan-2009	Change	Change %	Previous Week
Open	5.102	5.221	0.119	2.3%	5.110
High	5.278	5.264	-0.014	-0.3%	5.278
Low	5.066	5.054	-0.012	-0.2%	5.020
Close	5.229	5.097	-0.132	-2.5%	5.097
Range	0.212	0.210	-0.002	-0.9%	0.258
ATR	0.220	0.219	-0.001	-0.3%	0.000
Volume	2,475	4,072	1,597	64.5%	18,788

Daily Pivots for day following 30-Jan-2009
	Classic	Woodie	Camarilla	DeMark
R4	5.768	5.643	5.213
R3	5.558	5.433	5.155
R2	5.348	5.348	5.136
R1	5.223	5.223	5.116	5.181
PP	5.138	5.138	5.138	5.117
S1	5.013	5.013	5.078	4.971
S2	4.928	4.928	5.059
S3	4.718	4.803	5.039
S4	4.508	4.593	4.982

Weekly Pivots for week ending 30-Jan-2009
	Classic	Woodie	Camarilla	DeMark
R4	5.906	5.759	5.239
R3	5.648	5.501	5.168
R2	5.390	5.390	5.144
R1	5.243	5.243	5.121	5.188
PP	5.132	5.132	5.132	5.104
S1	4.985	4.985	5.073	4.930
S2	4.874	4.874	5.050
S3	4.616	4.727	5.026
S4	4.358	4.469	4.955

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5.278	5.020	0.258	5.1%	0.181	3.6%	30%	False	False	3,757
10	5.608	5.020	0.588	11.5%	0.181	3.5%	13%	False	False	3,645

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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	0.041
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	6.157
2.618	5.814
1.618	5.604
1.000	5.474
0.618	5.394
HIGH	5.264
0.618	5.184
0.500	5.159
0.382	5.134
LOW	5.054
0.618	4.924
1.000	4.844
1.618	4.714
2.618	4.504
4.250	4.162

Fisher Pivots for day following 30-Jan-2009
Pivot	1 day	3 day
R1	5.159	5.149
PP	5.138	5.132
S1	5.118	5.114

Download as Excel Spreadsheet

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

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