NYMEX Natural Gas Future January 2010

Trading Metrics calculated at close of trading on 20-Apr-2009

Day Change Summary
	Previous	Current
	17-Apr-2009	20-Apr-2009	Change	Change %	Previous Week
Open	5.815	5.889	0.074	1.3%	5.680
High	6.004	5.889	-0.115	-1.9%	6.004
Low	5.801	5.817	0.016	0.3%	5.642
Close	5.946	5.825	-0.121	-2.0%	5.946
Range	0.203	0.072	-0.131	-64.5%	0.362
ATR
Volume	3,419	5,432	2,013	58.9%	20,167

Daily Pivots for day following 20-Apr-2009
	Classic	Woodie	Camarilla	DeMark
R4	6.060	6.014	5.865
R3	5.988	5.942	5.845
R2	5.916	5.916	5.838
R1	5.870	5.870	5.832	5.857
PP	5.844	5.844	5.844	5.837
S1	5.798	5.798	5.818	5.785
S2	5.772	5.772	5.812
S3	5.700	5.726	5.805
S4	5.628	5.654	5.785

Weekly Pivots for week ending 17-Apr-2009
	Classic	Woodie	Camarilla	DeMark
R4	6.950	6.810	6.145
R3	6.588	6.448	6.046
R2	6.226	6.226	6.012
R1	6.086	6.086	5.979	6.156
PP	5.864	5.864	5.864	5.899
S1	5.724	5.724	5.913	5.794
S2	5.502	5.502	5.880
S3	5.140	5.362	5.846
S4	4.778	5.000	5.747

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	6.004	5.729	0.275	4.7%	0.115	2.0%	35%	False	False	4,393
10	6.004	5.641	0.363	6.2%	0.118	2.0%	51%	False	False	3,803

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.029
Narrowest range in 13 trading days

Fibonacci Retracements and Extensions
4.250	6.195
2.618	6.077
1.618	6.005
1.000	5.961
0.618	5.933
HIGH	5.889
0.618	5.861
0.500	5.853
0.382	5.845
LOW	5.817
0.618	5.773
1.000	5.745
1.618	5.701
2.618	5.629
4.250	5.511

Fisher Pivots for day following 20-Apr-2009
Pivot	1 day	3 day
R1	5.853	5.882
PP	5.844	5.863
S1	5.834	5.844

Download as Excel Spreadsheet

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

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