NYMEX Natural Gas Future January 2010

Trading Metrics calculated at close of trading on 18-Jun-2009

Day Change Summary
	Previous	Current
	17-Jun-2009	18-Jun-2009	Change	Change %	Previous Week
Open	6.221	6.345	0.124	2.0%	6.197
High	6.332	6.379	0.047	0.7%	6.270
Low	6.188	6.177	-0.011	-0.2%	6.020
Close	6.325	6.242	-0.083	-1.3%	6.165
Range	0.144	0.202	0.058	40.3%	0.250
ATR	0.192	0.193	0.001	0.4%	0.000
Volume	8,209	4,493	-3,716	-45.3%	27,537

Daily Pivots for day following 18-Jun-2009
	Classic	Woodie	Camarilla	DeMark
R4	6.872	6.759	6.353
R3	6.670	6.557	6.298
R2	6.468	6.468	6.279
R1	6.355	6.355	6.261	6.311
PP	6.266	6.266	6.266	6.244
S1	6.153	6.153	6.223	6.109
S2	6.064	6.064	6.205
S3	5.862	5.951	6.186
S4	5.660	5.749	6.131

Weekly Pivots for week ending 12-Jun-2009
	Classic	Woodie	Camarilla	DeMark
R4	6.902	6.783	6.303
R3	6.652	6.533	6.234
R2	6.402	6.402	6.211
R1	6.283	6.283	6.188	6.218
PP	6.152	6.152	6.152	6.119
S1	6.033	6.033	6.142	5.968
S2	5.902	5.902	6.119
S3	5.652	5.783	6.096
S4	5.402	5.533	6.028

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	6.462	6.096	0.366	5.9%	0.194	3.1%	40%	False	False	6,498
10	6.462	6.020	0.442	7.1%	0.184	2.9%	50%	False	False	6,050
20	6.462	5.693	0.769	12.3%	0.199	3.2%	71%	False	False	5,431
40	6.462	5.460	1.002	16.1%	0.179	2.9%	78%	False	False	5,372

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	False
Bear Hook	False
Bull Hook	False
Stretch	0.032
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	7.238
2.618	6.908
1.618	6.706
1.000	6.581
0.618	6.504
HIGH	6.379
0.618	6.302
0.500	6.278
0.382	6.254
LOW	6.177
0.618	6.052
1.000	5.975
1.618	5.850
2.618	5.648
4.250	5.319

Fisher Pivots for day following 18-Jun-2009
Pivot	1 day	3 day
R1	6.278	6.320
PP	6.266	6.294
S1	6.254	6.268

Download as Excel Spreadsheet

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

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