NYMEX Natural Gas Future February 2010

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

Day Change Summary
	Previous	Current
	15-Jul-2009	16-Jul-2009	Change	Change %	Previous Week
Open	5.503	5.384	-0.119	-2.2%	5.700
High	5.503	5.631	0.128	2.3%	5.700
Low	5.312	5.384	0.072	1.4%	5.395
Close	5.343	5.625	0.282	5.3%	5.415
Range	0.191	0.247	0.056	29.3%	0.305
ATR	0.145	0.155	0.010	7.1%	0.000
Volume	940	661	-279	-29.7%	4,742

Daily Pivots for day following 16-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	6.288	6.203	5.761
R3	6.041	5.956	5.693
R2	5.794	5.794	5.670
R1	5.709	5.709	5.648	5.752
PP	5.547	5.547	5.547	5.568
S1	5.462	5.462	5.602	5.505
S2	5.300	5.300	5.580
S3	5.053	5.215	5.557
S4	4.806	4.968	5.489

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	5.631	5.280	0.351	6.2%	0.132	2.3%	98%	True	False	645
10	5.855	5.280	0.575	10.2%	0.119	2.1%	60%	False	False	923
20	6.295	5.280	1.015	18.0%	0.113	2.0%	34%	False	False	887

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.007
Widest range in 22 trading days

Fibonacci Retracements and Extensions
4.250	6.681
2.618	6.278
1.618	6.031
1.000	5.878
0.618	5.784
HIGH	5.631
0.618	5.537
0.500	5.508
0.382	5.478
LOW	5.384
0.618	5.231
1.000	5.137
1.618	4.984
2.618	4.737
4.250	4.334

Fisher Pivots for day following 16-Jul-2009
Pivot	1 day	3 day
R1	5.586	5.574
PP	5.547	5.523
S1	5.508	5.472

Download as Excel Spreadsheet

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

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