NYMEX Natural Gas Future December 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	6.601	6.519	-0.082	-1.2%	7.100
High	6.613	6.560	-0.053	-0.8%	7.143
Low	6.526	6.370	-0.156	-2.4%	6.492
Close	6.553	6.384	-0.169	-2.6%	6.553
Range	0.087	0.190	0.103	118.4%	0.651
ATR
Volume	860	700	-160	-18.6%	3,384

Daily Pivots for day following 20-Jan-2009
	Classic	Woodie	Camarilla	DeMark
R4	7.008	6.886	6.489
R3	6.818	6.696	6.436
R2	6.628	6.628	6.419
R1	6.506	6.506	6.401	6.472
PP	6.438	6.438	6.438	6.421
S1	6.316	6.316	6.367	6.282
S2	6.248	6.248	6.349
S3	6.058	6.126	6.332
S4	5.868	5.936	6.280

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	7.063	6.370	0.693	10.9%	0.188	2.9%	2%	False	True	716
10	7.621	6.370	1.251	19.6%	0.200	3.1%	1%	False	True	741

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	0.024
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	7.368
2.618	7.057
1.618	6.867
1.000	6.750
0.618	6.677
HIGH	6.560
0.618	6.487
0.500	6.465
0.382	6.443
LOW	6.370
0.618	6.253
1.000	6.180
1.618	6.063
2.618	5.873
4.250	5.563

Fisher Pivots for day following 20-Jan-2009
Pivot	1 day	3 day
R1	6.465	6.560
PP	6.438	6.501
S1	6.411	6.443

Download as Excel Spreadsheet

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

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