NYMEX Natural Gas Future March 2010

Trading Metrics calculated at close of trading on 11-Aug-2009

Day Change Summary
	Previous	Current
	10-Aug-2009	11-Aug-2009	Change	Change %	Previous Week
Open	5.709	5.717	0.008	0.1%	5.778
High	5.751	5.732	-0.019	-0.3%	6.106
Low	5.658	5.609	-0.049	-0.9%	5.665
Close	5.679	5.636	-0.043	-0.8%	5.672
Range	0.093	0.123	0.030	32.3%	0.441
ATR	0.167	0.164	-0.003	-1.9%	0.000
Volume	1,204	1,656	452	37.5%	19,625

Daily Pivots for day following 11-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	6.028	5.955	5.704
R3	5.905	5.832	5.670
R2	5.782	5.782	5.659
R1	5.709	5.709	5.647	5.684
PP	5.659	5.659	5.659	5.647
S1	5.586	5.586	5.625	5.561
S2	5.536	5.536	5.613
S3	5.413	5.463	5.602
S4	5.290	5.340	5.568

Weekly Pivots for week ending 07-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	7.137	6.846	5.915
R3	6.696	6.405	5.793
R2	6.255	6.255	5.753
R1	5.964	5.964	5.712	5.889
PP	5.814	5.814	5.814	5.777
S1	5.523	5.523	5.632	5.448
S2	5.373	5.373	5.591
S3	4.932	5.082	5.551
S4	4.491	4.641	5.429

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5.979	5.609	0.370	6.6%	0.137	2.4%	7%	False	True	3,013
10	6.106	5.372	0.734	13.0%	0.165	2.9%	36%	False	False	3,021
20	6.106	5.263	0.843	15.0%	0.164	2.9%	44%	False	False	3,068
40	6.329	5.230	1.099	19.5%	0.142	2.5%	37%	False	False	2,487

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	0.022
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	6.255
2.618	6.054
1.618	5.931
1.000	5.855
0.618	5.808
HIGH	5.732
0.618	5.685
0.500	5.671
0.382	5.656
LOW	5.609
0.618	5.533
1.000	5.486
1.618	5.410
2.618	5.287
4.250	5.086

Fisher Pivots for day following 11-Aug-2009
Pivot	1 day	3 day
R1	5.671	5.705
PP	5.659	5.682
S1	5.648	5.659

Download as Excel Spreadsheet

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

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