NYMEX Natural Gas Future March 2010

Trading Metrics calculated at close of trading on 05-Jan-2010

Day Change Summary
	Previous	Current
	04-Jan-2010	05-Jan-2010	Change	Change %	Previous Week
Open	5.677	5.800	0.123	2.2%	5.804
High	5.852	5.821	-0.031	-0.5%	5.992
Low	5.677	5.574	-0.103	-1.8%	5.472
Close	5.841	5.593	-0.248	-4.2%	5.532
Range	0.175	0.247	0.072	41.1%	0.520
ATR	0.258	0.259	0.001	0.2%	0.000
Volume	24,368	31,238	6,870	28.2%	66,220

Daily Pivots for day following 05-Jan-2010
	Classic	Woodie	Camarilla	DeMark
R4	6.404	6.245	5.729
R3	6.157	5.998	5.661
R2	5.910	5.910	5.638
R1	5.751	5.751	5.616	5.707
PP	5.663	5.663	5.663	5.641
S1	5.504	5.504	5.570	5.460
S2	5.416	5.416	5.548
S3	5.169	5.257	5.525
S4	4.922	5.010	5.457

Weekly Pivots for week ending 01-Jan-2010
	Classic	Woodie	Camarilla	DeMark
R4	7.225	6.899	5.818
R3	6.705	6.379	5.675
R2	6.185	6.185	5.627
R1	5.859	5.859	5.580	5.762
PP	5.665	5.665	5.665	5.617
S1	5.339	5.339	5.484	5.242
S2	5.145	5.145	5.437
S3	4.625	4.819	5.389
S4	4.105	4.299	5.246

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5.992	5.472	0.520	9.3%	0.241	4.3%	23%	False	False	21,641
10	5.992	5.472	0.520	9.3%	0.244	4.4%	23%	False	False	22,652
20	5.992	4.765	1.227	21.9%	0.250	4.5%	67%	False	False	33,332
40	5.992	4.550	1.442	25.8%	0.236	4.2%	72%	False	False	24,112
60	6.242	4.550	1.692	30.3%	0.229	4.1%	62%	False	False	18,946
80	6.242	4.550	1.692	30.3%	0.225	4.0%	62%	False	False	15,941
100	6.242	4.550	1.692	30.3%	0.207	3.7%	62%	False	False	13,526
120	6.242	4.550	1.692	30.3%	0.199	3.6%	62%	False	False	11,780

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	0.067
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	6.871
2.618	6.468
1.618	6.221
1.000	6.068
0.618	5.974
HIGH	5.821
0.618	5.727
0.500	5.698
0.382	5.668
LOW	5.574
0.618	5.421
1.000	5.327
1.618	5.174
2.618	4.927
4.250	4.524

Fisher Pivots for day following 05-Jan-2010
Pivot	1 day	3 day
R1	5.698	5.662
PP	5.663	5.639
S1	5.628	5.616

Download as Excel Spreadsheet

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

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