NYMEX Natural Gas Future February 2010

Trading Metrics calculated at close of trading on 19-Jan-2010

Day Change Summary
	Previous	Current
	15-Jan-2010	19-Jan-2010	Change	Change %	Previous Week
Open	5.587	5.640	0.053	0.9%	5.576
High	5.732	5.687	-0.045	-0.8%	5.804
Low	5.519	5.444	-0.075	-1.4%	5.354
Close	5.691	5.557	-0.134	-2.4%	5.691
Range	0.213	0.243	0.030	14.1%	0.450
ATR	0.289	0.286	-0.003	-1.0%	0.000
Volume	160,793	105,406	-55,387	-34.4%	651,055

Daily Pivots for day following 19-Jan-2010
	Classic	Woodie	Camarilla	DeMark
R4	6.292	6.167	5.691
R3	6.049	5.924	5.624
R2	5.806	5.806	5.602
R1	5.681	5.681	5.579	5.622
PP	5.563	5.563	5.563	5.533
S1	5.438	5.438	5.535	5.379
S2	5.320	5.320	5.512
S3	5.077	5.195	5.490
S4	4.834	4.952	5.423

Weekly Pivots for week ending 15-Jan-2010
	Classic	Woodie	Camarilla	DeMark
R4	6.966	6.779	5.939
R3	6.516	6.329	5.815
R2	6.066	6.066	5.774
R1	5.879	5.879	5.732	5.973
PP	5.616	5.616	5.616	5.663
S1	5.429	5.429	5.650	5.523
S2	5.166	5.166	5.609
S3	4.716	4.979	5.567
S4	4.266	4.529	5.444

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5.804	5.354	0.450	8.1%	0.276	5.0%	45%	False	False	131,061
10	6.108	5.354	0.754	13.6%	0.288	5.2%	27%	False	False	121,053
20	6.108	5.354	0.754	13.6%	0.269	4.8%	27%	False	False	87,791
40	6.108	4.520	1.588	28.6%	0.270	4.9%	65%	False	False	63,065
60	6.172	4.520	1.652	29.7%	0.250	4.5%	63%	False	False	46,120
80	6.300	4.520	1.780	32.0%	0.241	4.3%	58%	False	False	36,024
100	6.300	4.520	1.780	32.0%	0.232	4.2%	58%	False	False	29,352
120	6.300	4.520	1.780	32.0%	0.215	3.9%	58%	False	False	24,773

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	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.065
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	6.720
2.618	6.323
1.618	6.080
1.000	5.930
0.618	5.837
HIGH	5.687
0.618	5.594
0.500	5.566
0.382	5.537
LOW	5.444
0.618	5.294
1.000	5.201
1.618	5.051
2.618	4.808
4.250	4.411

Fisher Pivots for day following 19-Jan-2010
Pivot	1 day	3 day
R1	5.566	5.624
PP	5.563	5.602
S1	5.560	5.579

Download as Excel Spreadsheet

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

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