NYMEX Natural Gas Future December 2009

Trading Metrics calculated at close of trading on 28-Jan-2009

Day Change Summary
	Previous	Current
	27-Jan-2009	28-Jan-2009	Change	Change %	Previous Week
Open	6.370	6.340	-0.030	-0.5%	6.519
High	6.401	6.429	0.028	0.4%	6.560
Low	6.290	6.225	-0.065	-1.0%	6.252
Close	6.316	6.291	-0.025	-0.4%	6.313
Range	0.111	0.204	0.093	83.8%	0.308
ATR	0.197	0.198	0.000	0.2%	0.000
Volume	1,142	987	-155	-13.6%	6,025

Daily Pivots for day following 28-Jan-2009
	Classic	Woodie	Camarilla	DeMark
R4	6.927	6.813	6.403
R3	6.723	6.609	6.347
R2	6.519	6.519	6.328
R1	6.405	6.405	6.310	6.360
PP	6.315	6.315	6.315	6.293
S1	6.201	6.201	6.272	6.156
S2	6.111	6.111	6.254
S3	5.907	5.997	6.235
S4	5.703	5.793	6.179

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	6.464	6.225	0.239	3.8%	0.163	2.6%	28%	False	True	1,615
10	6.883	6.225	0.658	10.5%	0.171	2.7%	10%	False	True	1,175

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

Fibonacci Retracements and Extensions
4.250	7.296
2.618	6.963
1.618	6.759
1.000	6.633
0.618	6.555
HIGH	6.429
0.618	6.351
0.500	6.327
0.382	6.303
LOW	6.225
0.618	6.099
1.000	6.021
1.618	5.895
2.618	5.691
4.250	5.358

Fisher Pivots for day following 28-Jan-2009
Pivot	1 day	3 day
R1	6.327	6.327
PP	6.315	6.315
S1	6.303	6.303

Download as Excel Spreadsheet

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

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