NYMEX Natural Gas Future February 2010

Trading Metrics calculated at close of trading on 11-Jan-2010

Day Change Summary
	Previous	Current
	08-Jan-2010	11-Jan-2010	Change	Change %	Previous Week
Open	5.827	5.576	-0.251	-4.3%	5.705
High	5.853	5.625	-0.228	-3.9%	6.108
Low	5.621	5.371	-0.250	-4.4%	5.615
Close	5.749	5.454	-0.295	-5.1%	5.749
Range	0.232	0.254	0.022	9.5%	0.493
ATR	0.284	0.291	0.007	2.4%	0.000
Volume	135,113	101,153	-33,960	-25.1%	513,483

Daily Pivots for day following 11-Jan-2010
	Classic	Woodie	Camarilla	DeMark
R4	6.245	6.104	5.594
R3	5.991	5.850	5.524
R2	5.737	5.737	5.501
R1	5.596	5.596	5.477	5.540
PP	5.483	5.483	5.483	5.455
S1	5.342	5.342	5.431	5.286
S2	5.229	5.229	5.407
S3	4.975	5.088	5.384
S4	4.721	4.834	5.314

Weekly Pivots for week ending 08-Jan-2010
	Classic	Woodie	Camarilla	DeMark
R4	7.303	7.019	6.020
R3	6.810	6.526	5.885
R2	6.317	6.317	5.839
R1	6.033	6.033	5.794	6.175
PP	5.824	5.824	5.824	5.895
S1	5.540	5.540	5.704	5.682
S2	5.331	5.331	5.659
S3	4.838	5.047	5.613
S4	4.345	4.554	5.478

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	6.108	5.371	0.737	13.5%	0.300	5.5%	11%	False	True	111,045
10	6.108	5.371	0.737	13.5%	0.271	5.0%	11%	False	True	80,645
20	6.108	5.197	0.911	16.7%	0.260	4.8%	28%	False	False	70,996
40	6.108	4.520	1.588	29.1%	0.262	4.8%	59%	False	False	48,728
60	6.300	4.520	1.780	32.6%	0.244	4.5%	52%	False	False	35,672
80	6.300	4.520	1.780	32.6%	0.236	4.3%	52%	False	False	28,021
100	6.300	4.520	1.780	32.6%	0.223	4.1%	52%	False	False	22,909
120	6.300	4.520	1.780	32.6%	0.210	3.9%	52%	False	False	19,355

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	0.054
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	6.705
2.618	6.290
1.618	6.036
1.000	5.879
0.618	5.782
HIGH	5.625
0.618	5.528
0.500	5.498
0.382	5.468
LOW	5.371
0.618	5.214
1.000	5.117
1.618	4.960
2.618	4.706
4.250	4.292

Fisher Pivots for day following 11-Jan-2010
Pivot	1 day	3 day
R1	5.498	5.740
PP	5.483	5.644
S1	5.469	5.549

Download as Excel Spreadsheet

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

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