NYMEX Natural Gas Future December 2009

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

Day Change Summary
	Previous	Current
	27-Jul-2009	28-Jul-2009	Change	Change %	Previous Week
Open	5.332	5.420	0.088	1.7%	5.290
High	5.382	5.425	0.043	0.8%	5.510
Low	5.319	5.225	-0.094	-1.8%	5.223
Close	5.369	5.295	-0.074	-1.4%	5.415
Range	0.063	0.200	0.137	217.5%	0.287
ATR	0.175	0.177	0.002	1.0%	0.000
Volume	3,040	2,897	-143	-4.7%	22,327

Daily Pivots for day following 28-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	5.915	5.805	5.405
R3	5.715	5.605	5.350
R2	5.515	5.515	5.332
R1	5.405	5.405	5.313	5.360
PP	5.315	5.315	5.315	5.293
S1	5.205	5.205	5.277	5.160
S2	5.115	5.115	5.258
S3	4.915	5.005	5.240
S4	4.715	4.805	5.185

Weekly Pivots for week ending 24-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	6.244	6.116	5.573
R3	5.957	5.829	5.494
R2	5.670	5.670	5.468
R1	5.542	5.542	5.441	5.606
PP	5.383	5.383	5.383	5.415
S1	5.255	5.255	5.389	5.319
S2	5.096	5.096	5.362
S3	4.809	4.968	5.336
S4	4.522	4.681	5.257

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5.510	5.225	0.285	5.4%	0.178	3.4%	25%	False	True	4,083
10	5.510	4.995	0.515	9.7%	0.192	3.6%	58%	False	False	4,285
20	5.590	4.942	0.648	12.2%	0.156	3.0%	54%	False	False	4,168
40	6.170	4.942	1.228	23.2%	0.178	3.4%	29%	False	False	4,037
60	6.170	4.942	1.228	23.2%	0.186	3.5%	29%	False	False	3,793
80	6.170	4.942	1.228	23.2%	0.169	3.2%	29%	False	False	3,399
100	6.170	4.942	1.228	23.2%	0.169	3.2%	29%	False	False	3,168
120	6.550	4.942	1.608	30.4%	0.168	3.2%	22%	False	False	2,939

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.041
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	6.275
2.618	5.949
1.618	5.749
1.000	5.625
0.618	5.549
HIGH	5.425
0.618	5.349
0.500	5.325
0.382	5.301
LOW	5.225
0.618	5.101
1.000	5.025
1.618	4.901
2.618	4.701
4.250	4.375

Fisher Pivots for day following 28-Jul-2009
Pivot	1 day	3 day
R1	5.325	5.325
PP	5.315	5.315
S1	5.305	5.305

Download as Excel Spreadsheet

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

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