NYMEX Natural Gas Future March 2010

Trading Metrics calculated at close of trading on 20-Aug-2009

Day Change Summary
	Previous	Current
	19-Aug-2009	20-Aug-2009	Change	Change %	Previous Week
Open	5.410	5.468	0.058	1.1%	5.709
High	5.445	5.468	0.023	0.4%	5.751
Low	5.380	5.363	-0.017	-0.3%	5.567
Close	5.416	5.369	-0.047	-0.9%	5.581
Range	0.065	0.105	0.040	61.5%	0.184
ATR	0.140	0.137	-0.002	-1.8%	0.000
Volume	2,655	1,649	-1,006	-37.9%	10,716

Daily Pivots for day following 20-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	5.715	5.647	5.427
R3	5.610	5.542	5.398
R2	5.505	5.505	5.388
R1	5.437	5.437	5.379	5.419
PP	5.400	5.400	5.400	5.391
S1	5.332	5.332	5.359	5.314
S2	5.295	5.295	5.350
S3	5.190	5.227	5.340
S4	5.085	5.122	5.311

Weekly Pivots for week ending 14-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	6.185	6.067	5.682
R3	6.001	5.883	5.632
R2	5.817	5.817	5.615
R1	5.699	5.699	5.598	5.666
PP	5.633	5.633	5.633	5.617
S1	5.515	5.515	5.564	5.482
S2	5.449	5.449	5.547
S3	5.265	5.331	5.530
S4	5.081	5.147	5.480

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5.644	5.363	0.281	5.2%	0.087	1.6%	2%	False	True	2,698
10	5.800	5.363	0.437	8.1%	0.101	1.9%	1%	False	True	2,476
20	6.106	5.363	0.743	13.8%	0.132	2.5%	1%	False	True	2,784
40	6.106	5.230	0.876	16.3%	0.134	2.5%	16%	False	False	2,598

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.021
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	5.914
2.618	5.743
1.618	5.638
1.000	5.573
0.618	5.533
HIGH	5.468
0.618	5.428
0.500	5.416
0.382	5.403
LOW	5.363
0.618	5.298
1.000	5.258
1.618	5.193
2.618	5.088
4.250	4.917

Fisher Pivots for day following 20-Aug-2009
Pivot	1 day	3 day
R1	5.416	5.437
PP	5.400	5.414
S1	5.385	5.392

Download as Excel Spreadsheet

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

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