NYMEX Natural Gas Future February 2010

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

Day Change Summary
	Previous	Current
	29-Dec-2009	30-Dec-2009	Change	Change %	Previous Week
Open	5.980	5.840	-0.140	-2.3%	5.882
High	6.038	5.929	-0.109	-1.8%	5.984
Low	5.823	5.695	-0.128	-2.2%	5.588
Close	5.840	5.709	-0.131	-2.2%	5.698
Range	0.215	0.234	0.019	8.8%	0.396
ATR	0.263	0.261	-0.002	-0.8%	0.000
Volume	46,637	54,854	8,217	17.6%	202,918

Daily Pivots for day following 30-Dec-2009
	Classic	Woodie	Camarilla	DeMark
R4	6.480	6.328	5.838
R3	6.246	6.094	5.773
R2	6.012	6.012	5.752
R1	5.860	5.860	5.730	5.819
PP	5.778	5.778	5.778	5.757
S1	5.626	5.626	5.688	5.585
S2	5.544	5.544	5.666
S3	5.310	5.392	5.645
S4	5.076	5.158	5.580

Weekly Pivots for week ending 25-Dec-2009
	Classic	Woodie	Camarilla	DeMark
R4	6.945	6.717	5.916
R3	6.549	6.321	5.807
R2	6.153	6.153	5.771
R1	5.925	5.925	5.734	5.841
PP	5.757	5.757	5.757	5.715
S1	5.529	5.529	5.662	5.445
S2	5.361	5.361	5.625
S3	4.965	5.133	5.589
S4	4.569	4.737	5.480

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	6.038	5.659	0.379	6.6%	0.244	4.3%	13%	False	False	45,914
10	6.038	5.463	0.575	10.1%	0.251	4.4%	43%	False	False	59,270
20	6.038	4.520	1.518	26.6%	0.258	4.5%	78%	False	False	51,998
40	6.038	4.520	1.518	26.6%	0.243	4.2%	78%	False	False	34,394
60	6.300	4.520	1.780	31.2%	0.234	4.1%	67%	False	False	25,366
80	6.300	4.520	1.780	31.2%	0.234	4.1%	67%	False	False	19,886
100	6.300	4.520	1.780	31.2%	0.209	3.7%	67%	False	False	16,294
120	6.300	4.520	1.780	31.2%	0.201	3.5%	67%	False	False	13,815

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	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.060
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	6.924
2.618	6.542
1.618	6.308
1.000	6.163
0.618	6.074
HIGH	5.929
0.618	5.840
0.500	5.812
0.382	5.784
LOW	5.695
0.618	5.550
1.000	5.461
1.618	5.316
2.618	5.082
4.250	4.701

Fisher Pivots for day following 30-Dec-2009
Pivot	1 day	3 day
R1	5.812	5.867
PP	5.778	5.814
S1	5.743	5.762

Download as Excel Spreadsheet

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

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