NYMEX Natural Gas Future December 2009

Trading Metrics calculated at close of trading on 29-Jan-2009

Day Change Summary
	Previous	Current
	28-Jan-2009	29-Jan-2009	Change	Change %	Previous Week
Open	6.340	6.315	-0.025	-0.4%	6.519
High	6.429	6.417	-0.012	-0.2%	6.560
Low	6.225	6.275	0.050	0.8%	6.252
Close	6.291	6.394	0.103	1.6%	6.313
Range	0.204	0.142	-0.062	-30.4%	0.308
ATR	0.198	0.194	-0.004	-2.0%	0.000
Volume	987	1,460	473	47.9%	6,025

Daily Pivots for day following 29-Jan-2009
	Classic	Woodie	Camarilla	DeMark
R4	6.788	6.733	6.472
R3	6.646	6.591	6.433
R2	6.504	6.504	6.420
R1	6.449	6.449	6.407	6.477
PP	6.362	6.362	6.362	6.376
S1	6.307	6.307	6.381	6.335
S2	6.220	6.220	6.368
S3	6.078	6.165	6.355
S4	5.936	6.023	6.316

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	6.429	6.225	0.204	3.2%	0.152	2.4%	83%	False	False	1,252
10	6.750	6.225	0.525	8.2%	0.166	2.6%	32%	False	False	1,236

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.024
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	7.021
2.618	6.789
1.618	6.647
1.000	6.559
0.618	6.505
HIGH	6.417
0.618	6.363
0.500	6.346
0.382	6.329
LOW	6.275
0.618	6.187
1.000	6.133
1.618	6.045
2.618	5.903
4.250	5.672

Fisher Pivots for day following 29-Jan-2009
Pivot	1 day	3 day
R1	6.378	6.372
PP	6.362	6.349
S1	6.346	6.327

Download as Excel Spreadsheet

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

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