NYMEX Natural Gas Future December 2009

Trading Metrics calculated at close of trading on 30-Jun-2009

Day Change Summary
	Previous	Current
	29-Jun-2009	30-Jun-2009	Change	Change %	Previous Week
Open	5.690	5.665	-0.025	-0.4%	5.815
High	5.730	5.708	-0.022	-0.4%	5.815
Low	5.629	5.520	-0.109	-1.9%	5.493
Close	5.648	5.533	-0.115	-2.0%	5.748
Range	0.101	0.188	0.087	86.1%	0.322
ATR	0.191	0.191	0.000	-0.1%	0.000
Volume	2,277	2,339	62	2.7%	21,582

Daily Pivots for day following 30-Jun-2009
	Classic	Woodie	Camarilla	DeMark
R4	6.151	6.030	5.636
R3	5.963	5.842	5.585
R2	5.775	5.775	5.567
R1	5.654	5.654	5.550	5.621
PP	5.587	5.587	5.587	5.570
S1	5.466	5.466	5.516	5.433
S2	5.399	5.399	5.499
S3	5.211	5.278	5.481
S4	5.023	5.090	5.430

Weekly Pivots for week ending 26-Jun-2009
	Classic	Woodie	Camarilla	DeMark
R4	6.651	6.522	5.925
R3	6.329	6.200	5.837
R2	6.007	6.007	5.807
R1	5.878	5.878	5.778	5.782
PP	5.685	5.685	5.685	5.637
S1	5.556	5.556	5.718	5.460
S2	5.363	5.363	5.689
S3	5.041	5.234	5.659
S4	4.719	4.912	5.571

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5.764	5.493	0.271	4.9%	0.146	2.6%	15%	False	False	3,936
10	6.085	5.493	0.592	10.7%	0.172	3.1%	7%	False	False	3,880
20	6.170	5.468	0.702	12.7%	0.201	3.6%	9%	False	False	3,907
40	6.170	5.365	0.805	14.5%	0.201	3.6%	21%	False	False	3,605
60	6.170	5.170	1.000	18.1%	0.173	3.1%	36%	False	False	3,143
80	6.170	5.170	1.000	18.1%	0.172	3.1%	36%	False	False	2,918
100	6.550	5.170	1.380	24.9%	0.170	3.1%	26%	False	False	2,694
120	7.450	5.170	2.280	41.2%	0.170	3.1%	16%	False	False	2,451

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	0.034
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	6.507
2.618	6.200
1.618	6.012
1.000	5.896
0.618	5.824
HIGH	5.708
0.618	5.636
0.500	5.614
0.382	5.592
LOW	5.520
0.618	5.404
1.000	5.332
1.618	5.216
2.618	5.028
4.250	4.721

Fisher Pivots for day following 30-Jun-2009
Pivot	1 day	3 day
R1	5.614	5.642
PP	5.587	5.606
S1	5.560	5.569

Download as Excel Spreadsheet

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

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