NYMEX Natural Gas Future February 2010

Trading Metrics calculated at close of trading on 18-Aug-2009

Day Change Summary
	Previous	Current
	17-Aug-2009	18-Aug-2009	Change	Change %	Previous Week
Open	5.550	5.507	-0.043	-0.8%	5.748
High	5.571	5.507	-0.064	-1.1%	5.815
Low	5.503	5.431	-0.072	-1.3%	5.615
Close	5.522	5.441	-0.081	-1.5%	5.623
Range	0.068	0.076	0.008	11.8%	0.200
ATR	0.150	0.146	-0.004	-2.8%	0.000
Volume	1,526	1,463	-63	-4.1%	6,283

Daily Pivots for day following 18-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	5.688	5.640	5.483
R3	5.612	5.564	5.462
R2	5.536	5.536	5.455
R1	5.488	5.488	5.448	5.474
PP	5.460	5.460	5.460	5.453
S1	5.412	5.412	5.434	5.398
S2	5.384	5.384	5.427
S3	5.308	5.336	5.420
S4	5.232	5.260	5.399

Weekly Pivots for week ending 14-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	6.284	6.154	5.733
R3	6.084	5.954	5.678
R2	5.884	5.884	5.660
R1	5.754	5.754	5.641	5.719
PP	5.684	5.684	5.684	5.667
S1	5.554	5.554	5.605	5.519
S2	5.484	5.484	5.586
S3	5.284	5.354	5.568
S4	5.084	5.154	5.513

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5.747	5.431	0.316	5.8%	0.081	1.5%	3%	False	True	1,534
10	6.041	5.431	0.610	11.2%	0.117	2.2%	2%	False	True	1,548
20	6.124	5.411	0.713	13.1%	0.145	2.7%	4%	False	False	1,587
40	6.124	5.280	0.844	15.5%	0.127	2.3%	19%	False	False	1,246

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.015
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	5.830
2.618	5.706
1.618	5.630
1.000	5.583
0.618	5.554
HIGH	5.507
0.618	5.478
0.500	5.469
0.382	5.460
LOW	5.431
0.618	5.384
1.000	5.355
1.618	5.308
2.618	5.232
4.250	5.108

Fisher Pivots for day following 18-Aug-2009
Pivot	1 day	3 day
R1	5.469	5.553
PP	5.460	5.516
S1	5.450	5.478

Download as Excel Spreadsheet

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

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