NYMEX Natural Gas Future February 2010

Trading Metrics calculated at close of trading on 15-Jul-2009

Day Change Summary
	Previous	Current
	14-Jul-2009	15-Jul-2009	Change	Change %	Previous Week
Open	5.380	5.503	0.123	2.3%	5.700
High	5.450	5.503	0.053	1.0%	5.700
Low	5.370	5.312	-0.058	-1.1%	5.395
Close	5.439	5.343	-0.096	-1.8%	5.415
Range	0.080	0.191	0.111	138.8%	0.305
ATR	0.141	0.145	0.004	2.5%	0.000
Volume	618	940	322	52.1%	4,742

Daily Pivots for day following 15-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	5.959	5.842	5.448
R3	5.768	5.651	5.396
R2	5.577	5.577	5.378
R1	5.460	5.460	5.361	5.423
PP	5.386	5.386	5.386	5.368
S1	5.269	5.269	5.325	5.232
S2	5.195	5.195	5.308
S3	5.004	5.078	5.290
S4	4.813	4.887	5.238

Weekly Pivots for week ending 10-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	6.418	6.222	5.583
R3	6.113	5.917	5.499
R2	5.808	5.808	5.471
R1	5.612	5.612	5.443	5.558
PP	5.503	5.503	5.503	5.476
S1	5.307	5.307	5.387	5.253
S2	5.198	5.198	5.359
S3	4.893	5.002	5.331
S4	4.588	4.697	5.247

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5.540	5.280	0.260	4.9%	0.100	1.9%	24%	False	False	680
10	5.855	5.280	0.575	10.8%	0.106	2.0%	11%	False	False	1,030
20	6.400	5.280	1.120	21.0%	0.111	2.1%	6%	False	False	880

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.008
Widest range in 19 trading days

Fibonacci Retracements and Extensions
4.250	6.315
2.618	6.003
1.618	5.812
1.000	5.694
0.618	5.621
HIGH	5.503
0.618	5.430
0.500	5.408
0.382	5.385
LOW	5.312
0.618	5.194
1.000	5.121
1.618	5.003
2.618	4.812
4.250	4.500

Fisher Pivots for day following 15-Jul-2009
Pivot	1 day	3 day
R1	5.408	5.392
PP	5.386	5.375
S1	5.365	5.359

Download as Excel Spreadsheet

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

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