NYMEX Natural Gas Future March 2010

Trading Metrics calculated at close of trading on 13-Aug-2009

Day Change Summary
	Previous	Current
	12-Aug-2009	13-Aug-2009	Change	Change %	Previous Week
Open	5.595	5.670	0.075	1.3%	5.778
High	5.696	5.706	0.010	0.2%	6.106
Low	5.595	5.587	-0.008	-0.1%	5.665
Close	5.642	5.602	-0.040	-0.7%	5.672
Range	0.101	0.119	0.018	17.8%	0.441
ATR	0.159	0.156	-0.003	-1.8%	0.000
Volume	2,246	1,791	-455	-20.3%	19,625

Daily Pivots for day following 13-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	5.989	5.914	5.667
R3	5.870	5.795	5.635
R2	5.751	5.751	5.624
R1	5.676	5.676	5.613	5.654
PP	5.632	5.632	5.632	5.621
S1	5.557	5.557	5.591	5.535
S2	5.513	5.513	5.580
S3	5.394	5.438	5.569
S4	5.275	5.319	5.537

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	5.800	5.587	0.213	3.8%	0.114	2.0%	7%	False	True	2,253
10	6.106	5.541	0.565	10.1%	0.148	2.6%	11%	False	False	2,960
20	6.106	5.372	0.734	13.1%	0.152	2.7%	31%	False	False	2,987
40	6.229	5.230	0.999	17.8%	0.139	2.5%	37%	False	False	2,458

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	True
3BNR	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.020
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	6.212
2.618	6.018
1.618	5.899
1.000	5.825
0.618	5.780
HIGH	5.706
0.618	5.661
0.500	5.647
0.382	5.632
LOW	5.587
0.618	5.513
1.000	5.468
1.618	5.394
2.618	5.275
4.250	5.081

Fisher Pivots for day following 13-Aug-2009
Pivot	1 day	3 day
R1	5.647	5.660
PP	5.632	5.640
S1	5.617	5.621

Download as Excel Spreadsheet

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

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