NYMEX Natural Gas Future February 2010

Trading Metrics calculated at close of trading on 21-Jan-2010

Day Change Summary
	Previous	Current
	20-Jan-2010	21-Jan-2010	Change	Change %	Previous Week
Open	5.595	5.487	-0.108	-1.9%	5.576
High	5.625	5.736	0.111	2.0%	5.804
Low	5.464	5.480	0.016	0.3%	5.354
Close	5.496	5.615	0.119	2.2%	5.691
Range	0.161	0.256	0.095	59.0%	0.450
ATR	0.277	0.275	-0.001	-0.5%	0.000
Volume	150,327	72,278	-78,049	-51.9%	651,055

Daily Pivots for day following 21-Jan-2010
	Classic	Woodie	Camarilla	DeMark
R4	6.378	6.253	5.756
R3	6.122	5.997	5.685
R2	5.866	5.866	5.662
R1	5.741	5.741	5.638	5.804
PP	5.610	5.610	5.610	5.642
S1	5.485	5.485	5.592	5.548
S2	5.354	5.354	5.568
S3	5.098	5.229	5.545
S4	4.842	4.973	5.474

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	5.444	0.360	6.4%	0.239	4.3%	48%	False	False	129,438
10	6.108	5.354	0.754	13.4%	0.263	4.7%	35%	False	False	125,479
20	6.108	5.354	0.754	13.4%	0.265	4.7%	35%	False	False	90,987
40	6.108	4.520	1.588	28.3%	0.271	4.8%	69%	False	False	67,779
60	6.108	4.520	1.588	28.3%	0.249	4.4%	69%	False	False	49,550
80	6.300	4.520	1.780	31.7%	0.242	4.3%	62%	False	False	38,709
100	6.300	4.520	1.780	31.7%	0.234	4.2%	62%	False	False	31,533
120	6.300	4.520	1.780	31.7%	0.216	3.8%	62%	False	False	26,598

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	True
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.063
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	6.824
2.618	6.406
1.618	6.150
1.000	5.992
0.618	5.894
HIGH	5.736
0.618	5.638
0.500	5.608
0.382	5.578
LOW	5.480
0.618	5.322
1.000	5.224
1.618	5.066
2.618	4.810
4.250	4.392

Fisher Pivots for day following 21-Jan-2010
Pivot	1 day	3 day
R1	5.613	5.607
PP	5.610	5.598
S1	5.608	5.590

Download as Excel Spreadsheet

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

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