NYMEX Natural Gas Future November 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	5.900	5.849	-0.051	-0.9%	6.470
High	5.976	5.875	-0.101	-1.7%	6.647
Low	5.840	5.692	-0.148	-2.5%	5.942
Close	5.911	5.854	-0.057	-1.0%	6.003
Range	0.136	0.183	0.047	34.6%	0.705
ATR	0.000	0.205	0.205		0.000
Volume	563	695	132	23.4%	3,603

Daily Pivots for day following 22-Jan-2009
	Classic	Woodie	Camarilla	DeMark
R4	6.356	6.288	5.955
R3	6.173	6.105	5.904
R2	5.990	5.990	5.888
R1	5.922	5.922	5.871	5.956
PP	5.807	5.807	5.807	5.824
S1	5.739	5.739	5.837	5.773
S2	5.624	5.624	5.820
S3	5.441	5.556	5.804
S4	5.258	5.373	5.753

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	6.162	5.692	0.470	8.0%	0.158	2.7%	34%	False	True	727
10	6.902	5.692	1.210	20.7%	0.177	3.0%	13%	False	True	727

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0.023
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	6.653
2.618	6.354
1.618	6.171
1.000	6.058
0.618	5.988
HIGH	5.875
0.618	5.805
0.500	5.784
0.382	5.762
LOW	5.692
0.618	5.579
1.000	5.509
1.618	5.396
2.618	5.213
4.250	4.914

Fisher Pivots for day following 22-Jan-2009
Pivot	1 day	3 day
R1	5.831	5.849
PP	5.807	5.844
S1	5.784	5.839

Download as Excel Spreadsheet

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

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