NYMEX Natural Gas Future January 2010

Trading Metrics calculated at close of trading on 16-Oct-2009

Day Change Summary
	Previous	Current
	15-Oct-2009	16-Oct-2009	Change	Change %	Previous Week
Open	5.713	5.778	0.065	1.1%	5.960
High	5.817	6.086	0.269	4.6%	6.157
Low	5.606	5.698	0.092	1.6%	5.606
Close	5.731	6.019	0.288	5.0%	6.019
Range	0.211	0.388	0.177	83.9%	0.551
ATR	0.234	0.245	0.011	4.7%	0.000
Volume	27,389	20,967	-6,422	-23.4%	176,413

Daily Pivots for day following 16-Oct-2009
	Classic	Woodie	Camarilla	DeMark
R4	7.098	6.947	6.232
R3	6.710	6.559	6.126
R2	6.322	6.322	6.090
R1	6.171	6.171	6.055	6.247
PP	5.934	5.934	5.934	5.972
S1	5.783	5.783	5.983	5.859
S2	5.546	5.546	5.948
S3	5.158	5.395	5.912
S4	4.770	5.007	5.806

Weekly Pivots for week ending 16-Oct-2009
	Classic	Woodie	Camarilla	DeMark
R4	7.580	7.351	6.322
R3	7.029	6.800	6.171
R2	6.478	6.478	6.120
R1	6.249	6.249	6.070	6.364
PP	5.927	5.927	5.927	5.985
S1	5.698	5.698	5.968	5.813
S2	5.376	5.376	5.918
S3	4.825	5.147	5.867
S4	4.274	4.596	5.716

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	6.157	5.606	0.551	9.2%	0.290	4.8%	75%	False	False	35,282
10	6.157	5.606	0.551	9.2%	0.249	4.1%	75%	False	False	32,103
20	6.157	5.369	0.788	13.1%	0.237	3.9%	82%	False	False	24,415
40	6.157	4.677	1.480	24.6%	0.221	3.7%	91%	False	False	19,426
60	6.157	4.677	1.480	24.6%	0.201	3.3%	91%	False	False	15,624
80	6.157	4.677	1.480	24.6%	0.187	3.1%	91%	False	False	13,264
100	6.462	4.677	1.785	29.7%	0.188	3.1%	75%	False	False	11,754
120	6.462	4.677	1.785	29.7%	0.186	3.1%	75%	False	False	10,635

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	0.061
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	7.735
2.618	7.102
1.618	6.714
1.000	6.474
0.618	6.326
HIGH	6.086
0.618	5.938
0.500	5.892
0.382	5.846
LOW	5.698
0.618	5.458
1.000	5.310
1.618	5.070
2.618	4.682
4.250	4.049

Fisher Pivots for day following 16-Oct-2009
Pivot	1 day	3 day
R1	5.977	5.961
PP	5.934	5.904
S1	5.892	5.846

Download as Excel Spreadsheet

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

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