NYMEX Natural Gas Future January 2010

Trading Metrics calculated at close of trading on 09-Dec-2009

Day Change Summary
	Previous	Current
	08-Dec-2009	09-Dec-2009	Change	Change %	Previous Week
Open	4.969	5.095	0.126	2.5%	5.184
High	5.152	5.230	0.078	1.5%	5.192
Low	4.969	4.867	-0.102	-2.1%	4.432
Close	5.114	4.898	-0.216	-4.2%	4.586
Range	0.183	0.363	0.180	98.4%	0.760
ATR	0.258	0.266	0.007	2.9%	0.000
Volume	171,970	179,037	7,067	4.1%	545,743

Daily Pivots for day following 09-Dec-2009
	Classic	Woodie	Camarilla	DeMark
R4	6.087	5.856	5.098
R3	5.724	5.493	4.998
R2	5.361	5.361	4.965
R1	5.130	5.130	4.931	5.064
PP	4.998	4.998	4.998	4.966
S1	4.767	4.767	4.865	4.701
S2	4.635	4.635	4.831
S3	4.272	4.404	4.798
S4	3.909	4.041	4.698

Weekly Pivots for week ending 04-Dec-2009
	Classic	Woodie	Camarilla	DeMark
R4	7.017	6.561	5.004
R3	6.257	5.801	4.795
R2	5.497	5.497	4.725
R1	5.041	5.041	4.656	4.889
PP	4.737	4.737	4.737	4.661
S1	4.281	4.281	4.516	4.129
S2	3.977	3.977	4.447
S3	3.217	3.521	4.377
S4	2.457	2.761	4.168

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5.230	4.432	0.798	16.3%	0.263	5.4%	58%	True	False	130,756
10	5.290	4.432	0.858	17.5%	0.309	6.3%	54%	False	False	121,791
20	5.290	4.432	0.858	17.5%	0.257	5.2%	54%	False	False	97,422
40	6.266	4.432	1.834	37.4%	0.246	5.0%	25%	False	False	63,768
60	6.266	4.432	1.834	37.4%	0.244	5.0%	25%	False	False	50,033
80	6.266	4.432	1.834	37.4%	0.227	4.6%	25%	False	False	40,648
100	6.266	4.432	1.834	37.4%	0.216	4.4%	25%	False	False	34,113
120	6.266	4.432	1.834	37.4%	0.203	4.1%	25%	False	False	29,407

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	0.054
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	6.773
2.618	6.180
1.618	5.817
1.000	5.593
0.618	5.454
HIGH	5.230
0.618	5.091
0.500	5.049
0.382	5.006
LOW	4.867
0.618	4.643
1.000	4.504
1.618	4.280
2.618	3.917
4.250	3.324

Fisher Pivots for day following 09-Dec-2009
Pivot	1 day	3 day
R1	5.049	4.937
PP	4.998	4.924
S1	4.948	4.911

Download as Excel Spreadsheet

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

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