NYMEX Natural Gas Future November 2009

Trading Metrics calculated at close of trading on 20-Jan-2009

Day Change Summary
	Previous	Current
	16-Jan-2009	20-Jan-2009	Change	Change %	Previous Week
Open	6.015	5.961	-0.054	-0.9%	6.470
High	6.066	5.985	-0.081	-1.3%	6.647
Low	5.989	5.811	-0.178	-3.0%	5.942
Close	6.003	5.824	-0.179	-3.0%	6.003
Range	0.077	0.174	0.097	126.0%	0.705
ATR
Volume	1,037	674	-363	-35.0%	3,603

Daily Pivots for day following 20-Jan-2009
	Classic	Woodie	Camarilla	DeMark
R4	6.395	6.284	5.920
R3	6.221	6.110	5.872
R2	6.047	6.047	5.856
R1	5.936	5.936	5.840	5.905
PP	5.873	5.873	5.873	5.858
S1	5.762	5.762	5.808	5.731
S2	5.699	5.699	5.792
S3	5.525	5.588	5.776
S4	5.351	5.414	5.728

Weekly Pivots for week ending 16-Jan-2009
	Classic	Woodie	Camarilla	DeMark
R4	8.312	7.863	6.391
R3	7.607	7.158	6.197
R2	6.902	6.902	6.132
R1	6.453	6.453	6.068	6.325
PP	6.197	6.197	6.197	6.134
S1	5.748	5.748	5.938	5.620
S2	5.492	5.492	5.874
S3	4.787	5.043	5.809
S4	4.082	4.338	5.615

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	6.501	5.811	0.690	11.8%	0.172	2.9%	2%	False	True	769
10	7.150	5.811	1.339	23.0%	0.184	3.2%	1%	False	True	848

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.019
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	6.725
2.618	6.441
1.618	6.267
1.000	6.159
0.618	6.093
HIGH	5.985
0.618	5.919
0.500	5.898
0.382	5.877
LOW	5.811
0.618	5.703
1.000	5.637
1.618	5.529
2.618	5.355
4.250	5.072

Fisher Pivots for day following 20-Jan-2009
Pivot	1 day	3 day
R1	5.898	5.987
PP	5.873	5.932
S1	5.849	5.878

Download as Excel Spreadsheet

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

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