NYMEX Natural Gas Future December 2009

Trading Metrics calculated at close of trading on 16-Jan-2009

Day Change Summary
	Previous	Current
	15-Jan-2009	16-Jan-2009	Change	Change %	Previous Week
Open	6.750	6.601	-0.149	-2.2%	7.100
High	6.750	6.613	-0.137	-2.0%	7.143
Low	6.492	6.526	0.034	0.5%	6.492
Close	6.550	6.553	0.003	0.0%	6.553
Range	0.258	0.087	-0.171	-66.3%	0.651
ATR
Volume	646	860	214	33.1%	3,384

Daily Pivots for day following 16-Jan-2009
	Classic	Woodie	Camarilla	DeMark
R4	6.825	6.776	6.601
R3	6.738	6.689	6.577
R2	6.651	6.651	6.569
R1	6.602	6.602	6.561	6.583
PP	6.564	6.564	6.564	6.555
S1	6.515	6.515	6.545	6.496
S2	6.477	6.477	6.537
S3	6.390	6.428	6.529
S4	6.303	6.341	6.505

Weekly Pivots for week ending 16-Jan-2009
	Classic	Woodie	Camarilla	DeMark
R4	8.682	8.269	6.911
R3	8.031	7.618	6.732
R2	7.380	7.380	6.672
R1	6.967	6.967	6.613	6.848
PP	6.729	6.729	6.729	6.670
S1	6.316	6.316	6.493	6.197
S2	6.078	6.078	6.434
S3	5.427	5.665	6.374
S4	4.776	5.014	6.195

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	7.143	6.492	0.651	9.9%	0.185	2.8%	9%	False	False	676
10	7.621	6.492	1.129	17.2%	0.203	3.1%	5%	False	False	781

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.028
Narrowest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	6.983
2.618	6.841
1.618	6.754
1.000	6.700
0.618	6.667
HIGH	6.613
0.618	6.580
0.500	6.570
0.382	6.559
LOW	6.526
0.618	6.472
1.000	6.439
1.618	6.385
2.618	6.298
4.250	6.156

Fisher Pivots for day following 16-Jan-2009
Pivot	1 day	3 day
R1	6.570	6.688
PP	6.564	6.643
S1	6.559	6.598

Download as Excel Spreadsheet

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

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