NYMEX Natural Gas Future January 2010

Trading Metrics calculated at close of trading on 23-Oct-2009

Day Change Summary
	Previous	Current
	22-Oct-2009	23-Oct-2009	Change	Change %	Previous Week
Open	6.080	6.000	-0.080	-1.3%	6.059
High	6.140	6.050	-0.090	-1.5%	6.266
Low	5.884	5.793	-0.091	-1.5%	5.793
Close	5.921	5.808	-0.113	-1.9%	5.808
Range	0.256	0.257	0.001	0.4%	0.473
ATR	0.238	0.239	0.001	0.6%	0.000
Volume	24,017	23,914	-103	-0.4%	118,366

Daily Pivots for day following 23-Oct-2009
	Classic	Woodie	Camarilla	DeMark
R4	6.655	6.488	5.949
R3	6.398	6.231	5.879
R2	6.141	6.141	5.855
R1	5.974	5.974	5.832	5.929
PP	5.884	5.884	5.884	5.861
S1	5.717	5.717	5.784	5.672
S2	5.627	5.627	5.761
S3	5.370	5.460	5.737
S4	5.113	5.203	5.667

Weekly Pivots for week ending 23-Oct-2009
	Classic	Woodie	Camarilla	DeMark
R4	7.375	7.064	6.068
R3	6.902	6.591	5.938
R2	6.429	6.429	5.895
R1	6.118	6.118	5.851	6.037
PP	5.956	5.956	5.956	5.915
S1	5.645	5.645	5.765	5.564
S2	5.483	5.483	5.721
S3	5.010	5.172	5.678
S4	4.537	4.699	5.548

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	6.266	5.793	0.473	8.1%	0.221	3.8%	3%	False	True	23,673
10	6.266	5.606	0.660	11.4%	0.256	4.4%	31%	False	False	29,477
20	6.266	5.512	0.754	13.0%	0.242	4.2%	39%	False	False	26,599
40	6.266	4.677	1.589	27.4%	0.234	4.0%	71%	False	False	21,332
60	6.266	4.677	1.589	27.4%	0.206	3.5%	71%	False	False	17,105
80	6.266	4.677	1.589	27.4%	0.192	3.3%	71%	False	False	14,505
100	6.462	4.677	1.785	30.7%	0.187	3.2%	63%	False	False	12,647
120	6.462	4.677	1.785	30.7%	0.189	3.3%	63%	False	False	11,441

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.055
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	7.142
2.618	6.723
1.618	6.466
1.000	6.307
0.618	6.209
HIGH	6.050
0.618	5.952
0.500	5.922
0.382	5.891
LOW	5.793
0.618	5.634
1.000	5.536
1.618	5.377
2.618	5.120
4.250	4.701

Fisher Pivots for day following 23-Oct-2009
Pivot	1 day	3 day
R1	5.922	6.030
PP	5.884	5.956
S1	5.846	5.882

Download as Excel Spreadsheet

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

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