NYMEX Natural Gas Future February 2010

Trading Metrics calculated at close of trading on 05-Jan-2010

Day Change Summary
	Previous	Current
	04-Jan-2010	05-Jan-2010	Change	Change %	Previous Week
Open	5.705	5.837	0.132	2.3%	5.830
High	5.894	5.858	-0.036	-0.6%	6.038
Low	5.705	5.615	-0.090	-1.6%	5.505
Close	5.884	5.637	-0.247	-4.2%	5.572
Range	0.189	0.243	0.054	28.6%	0.533
ATR	0.272	0.272	0.000	-0.1%	0.000
Volume	59,409	78,858	19,449	32.7%	191,821

Daily Pivots for day following 05-Jan-2010
	Classic	Woodie	Camarilla	DeMark
R4	6.432	6.278	5.771
R3	6.189	6.035	5.704
R2	5.946	5.946	5.682
R1	5.792	5.792	5.659	5.748
PP	5.703	5.703	5.703	5.681
S1	5.549	5.549	5.615	5.505
S2	5.460	5.460	5.592
S3	5.217	5.306	5.570
S4	4.974	5.063	5.503

Weekly Pivots for week ending 01-Jan-2010
	Classic	Woodie	Camarilla	DeMark
R4	7.304	6.971	5.865
R3	6.771	6.438	5.719
R2	6.238	6.238	5.670
R1	5.905	5.905	5.621	5.805
PP	5.705	5.705	5.705	5.655
S1	5.372	5.372	5.523	5.272
S2	5.172	5.172	5.474
S3	4.639	4.839	5.425
S4	4.106	4.306	5.279

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	6.038	5.505	0.533	9.5%	0.250	4.4%	25%	False	False	59,172
10	6.038	5.505	0.533	9.5%	0.256	4.5%	25%	False	False	53,300
20	6.038	4.733	1.305	23.2%	0.265	4.7%	69%	False	False	57,348
40	6.038	4.520	1.518	26.9%	0.248	4.4%	74%	False	False	38,402
60	6.300	4.520	1.780	31.6%	0.239	4.2%	63%	False	False	28,232
80	6.300	4.520	1.780	31.6%	0.235	4.2%	63%	False	False	22,228
100	6.300	4.520	1.780	31.6%	0.214	3.8%	63%	False	False	18,207
120	6.300	4.520	1.780	31.6%	0.205	3.6%	63%	False	False	15,417

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	0.070
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	6.891
2.618	6.494
1.618	6.251
1.000	6.101
0.618	6.008
HIGH	5.858
0.618	5.765
0.500	5.737
0.382	5.708
LOW	5.615
0.618	5.465
1.000	5.372
1.618	5.222
2.618	4.979
4.250	4.582

Fisher Pivots for day following 05-Jan-2010
Pivot	1 day	3 day
R1	5.737	5.700
PP	5.703	5.679
S1	5.670	5.658

Download as Excel Spreadsheet

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

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