NYMEX Natural Gas Future February 2010

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

Day Change Summary
	Previous	Current
	22-Jul-2009	23-Jul-2009	Change	Change %	Previous Week
Open	5.613	5.760	0.147	2.6%	5.365
High	5.802	5.803	0.001	0.0%	5.712
Low	5.599	5.567	-0.032	-0.6%	5.280
Close	5.725	5.577	-0.148	-2.6%	5.626
Range	0.203	0.236	0.033	16.3%	0.432
ATR	0.153	0.159	0.006	3.8%	0.000
Volume	801	1,582	781	97.5%	4,010

Daily Pivots for day following 23-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	6.357	6.203	5.707
R3	6.121	5.967	5.642
R2	5.885	5.885	5.620
R1	5.731	5.731	5.599	5.690
PP	5.649	5.649	5.649	5.629
S1	5.495	5.495	5.555	5.454
S2	5.413	5.413	5.534
S3	5.177	5.259	5.512
S4	4.941	5.023	5.447

Weekly Pivots for week ending 17-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	6.835	6.663	5.864
R3	6.403	6.231	5.745
R2	5.971	5.971	5.705
R1	5.799	5.799	5.666	5.885
PP	5.539	5.539	5.539	5.583
S1	5.367	5.367	5.586	5.453
S2	5.107	5.107	5.547
S3	4.675	4.935	5.507
S4	4.243	4.503	5.388

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5.803	5.526	0.277	5.0%	0.166	3.0%	18%	True	False	1,107
10	5.803	5.280	0.523	9.4%	0.149	2.7%	57%	True	False	876
20	6.090	5.280	0.810	14.5%	0.124	2.2%	37%	False	False	956

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.012
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	6.806
2.618	6.421
1.618	6.185
1.000	6.039
0.618	5.949
HIGH	5.803
0.618	5.713
0.500	5.685
0.382	5.657
LOW	5.567
0.618	5.421
1.000	5.331
1.618	5.185
2.618	4.949
4.250	4.564

Fisher Pivots for day following 23-Jul-2009
Pivot	1 day	3 day
R1	5.685	5.685
PP	5.649	5.649
S1	5.613	5.613

Download as Excel Spreadsheet

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

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