NYMEX Natural Gas Future December 2009

Trading Metrics calculated at close of trading on 26-Jan-2009

Day Change Summary
	Previous	Current
	23-Jan-2009	26-Jan-2009	Change	Change %	Previous Week
Open	6.370	6.225	-0.145	-2.3%	6.519
High	6.396	6.385	-0.011	-0.2%	6.560
Low	6.252	6.225	-0.027	-0.4%	6.252
Close	6.313	6.338	0.025	0.4%	6.313
Range	0.144	0.160	0.016	11.1%	0.308
ATR	0.208	0.204	-0.003	-1.6%	0.000
Volume	1,428	1,244	-184	-12.9%	6,025

Daily Pivots for day following 26-Jan-2009
	Classic	Woodie	Camarilla	DeMark
R4	6.796	6.727	6.426
R3	6.636	6.567	6.382
R2	6.476	6.476	6.367
R1	6.407	6.407	6.353	6.442
PP	6.316	6.316	6.316	6.333
S1	6.247	6.247	6.323	6.282
S2	6.156	6.156	6.309
S3	5.996	6.087	6.294
S4	5.836	5.927	6.250

Weekly Pivots for week ending 23-Jan-2009
	Classic	Woodie	Camarilla	DeMark
R4	7.299	7.114	6.482
R3	6.991	6.806	6.398
R2	6.683	6.683	6.369
R1	6.498	6.498	6.341	6.437
PP	6.375	6.375	6.375	6.344
S1	6.190	6.190	6.285	6.129
S2	6.067	6.067	6.257
S3	5.759	5.882	6.228
S4	5.451	5.574	6.144

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	6.560	6.225	0.335	5.3%	0.172	2.7%	34%	False	True	1,453
10	7.143	6.225	0.918	14.5%	0.178	2.8%	12%	False	True	1,065

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	0.017
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	7.065
2.618	6.804
1.618	6.644
1.000	6.545
0.618	6.484
HIGH	6.385
0.618	6.324
0.500	6.305
0.382	6.286
LOW	6.225
0.618	6.126
1.000	6.065
1.618	5.966
2.618	5.806
4.250	5.545

Fisher Pivots for day following 26-Jan-2009
Pivot	1 day	3 day
R1	6.327	6.345
PP	6.316	6.342
S1	6.305	6.340

Download as Excel Spreadsheet

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

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