NYMEX Natural Gas Future February 2010

Trading Metrics calculated at close of trading on 30-Jul-2009

Day Change Summary
	Previous	Current
	29-Jul-2009	30-Jul-2009	Change	Change %	Previous Week
Open	5.565	5.545	-0.020	-0.4%	5.663
High	5.590	5.710	0.120	2.1%	5.803
Low	5.411	5.492	0.081	1.5%	5.533
Close	5.494	5.708	0.214	3.9%	5.720
Range	0.179	0.218	0.039	21.8%	0.270
ATR	0.156	0.160	0.004	2.8%	0.000
Volume	1,653	1,976	323	19.5%	5,698

Daily Pivots for day following 30-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	6.291	6.217	5.828
R3	6.073	5.999	5.768
R2	5.855	5.855	5.748
R1	5.781	5.781	5.728	5.818
PP	5.637	5.637	5.637	5.655
S1	5.563	5.563	5.688	5.600
S2	5.419	5.419	5.668
S3	5.201	5.345	5.648
S4	4.983	5.127	5.588

Weekly Pivots for week ending 24-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	6.495	6.378	5.869
R3	6.225	6.108	5.794
R2	5.955	5.955	5.770
R1	5.838	5.838	5.745	5.897
PP	5.685	5.685	5.685	5.715
S1	5.568	5.568	5.695	5.627
S2	5.415	5.415	5.671
S3	5.145	5.298	5.646
S4	4.875	5.028	5.572

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5.720	5.411	0.309	5.4%	0.142	2.5%	96%	False	False	1,269
10	5.803	5.411	0.392	6.9%	0.154	2.7%	76%	False	False	1,188
20	5.855	5.280	0.575	10.1%	0.136	2.4%	74%	False	False	1,055
40	6.487	5.280	1.207	21.1%	0.137	2.4%	35%	False	False	1,018

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	0.020
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	6.637
2.618	6.281
1.618	6.063
1.000	5.928
0.618	5.845
HIGH	5.710
0.618	5.627
0.500	5.601
0.382	5.575
LOW	5.492
0.618	5.357
1.000	5.274
1.618	5.139
2.618	4.921
4.250	4.566

Fisher Pivots for day following 30-Jul-2009
Pivot	1 day	3 day
R1	5.672	5.659
PP	5.637	5.610
S1	5.601	5.561

Download as Excel Spreadsheet

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

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