NYMEX Natural Gas Future November 2009

Trading Metrics calculated at close of trading on 21-Jan-2009

Day Change Summary
	Previous	Current
	20-Jan-2009	21-Jan-2009	Change	Change %	Previous Week
Open	5.961	5.900	-0.061	-1.0%	6.470
High	5.985	5.976	-0.009	-0.2%	6.647
Low	5.811	5.840	0.029	0.5%	5.942
Close	5.824	5.911	0.087	1.5%	6.003
Range	0.174	0.136	-0.038	-21.8%	0.705
ATR
Volume	674	563	-111	-16.5%	3,603

Daily Pivots for day following 21-Jan-2009
	Classic	Woodie	Camarilla	DeMark
R4	6.317	6.250	5.986
R3	6.181	6.114	5.948
R2	6.045	6.045	5.936
R1	5.978	5.978	5.923	6.012
PP	5.909	5.909	5.909	5.926
S1	5.842	5.842	5.899	5.876
S2	5.773	5.773	5.886
S3	5.637	5.706	5.874
S4	5.501	5.570	5.836

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	6.340	5.811	0.529	8.9%	0.161	2.7%	19%	False	False	803
10	7.040	5.811	1.229	20.8%	0.176	3.0%	8%	False	False	775

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.020
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	6.554
2.618	6.332
1.618	6.196
1.000	6.112
0.618	6.060
HIGH	5.976
0.618	5.924
0.500	5.908
0.382	5.892
LOW	5.840
0.618	5.756
1.000	5.704
1.618	5.620
2.618	5.484
4.250	5.262

Fisher Pivots for day following 21-Jan-2009
Pivot	1 day	3 day
R1	5.910	5.939
PP	5.909	5.929
S1	5.908	5.920

Download as Excel Spreadsheet

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

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