NYMEX Natural Gas Future March 2010

Trading Metrics calculated at close of trading on 13-Jan-2010

Day Change Summary
	Previous	Current
	12-Jan-2010	13-Jan-2010	Change	Change %	Previous Week
Open	5.449	5.542	0.093	1.7%	5.677
High	5.565	5.755	0.190	3.4%	6.027
Low	5.327	5.399	0.072	1.4%	5.574
Close	5.552	5.704	0.152	2.7%	5.712
Range	0.238	0.356	0.118	49.6%	0.453
ATR	0.274	0.279	0.006	2.2%	0.000
Volume	62,121	50,083	-12,038	-19.4%	205,216

Daily Pivots for day following 13-Jan-2010
	Classic	Woodie	Camarilla	DeMark
R4	6.687	6.552	5.900
R3	6.331	6.196	5.802
R2	5.975	5.975	5.769
R1	5.840	5.840	5.737	5.908
PP	5.619	5.619	5.619	5.653
S1	5.484	5.484	5.671	5.552
S2	5.263	5.263	5.639
S3	4.907	5.128	5.606
S4	4.551	4.772	5.508

Weekly Pivots for week ending 08-Jan-2010
	Classic	Woodie	Camarilla	DeMark
R4	7.130	6.874	5.961
R3	6.677	6.421	5.837
R2	6.224	6.224	5.795
R1	5.968	5.968	5.754	6.096
PP	5.771	5.771	5.771	5.835
S1	5.515	5.515	5.670	5.643
S2	5.318	5.318	5.629
S3	4.865	5.062	5.587
S4	4.412	4.609	5.463

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	6.027	5.327	0.700	12.3%	0.280	4.9%	54%	False	False	54,281
10	6.027	5.327	0.700	12.3%	0.279	4.9%	54%	False	False	39,740
20	6.027	5.327	0.700	12.3%	0.254	4.5%	54%	False	False	33,742
40	6.027	4.550	1.477	25.9%	0.255	4.5%	78%	False	False	29,772
60	6.242	4.550	1.692	29.7%	0.235	4.1%	68%	False	False	23,304
80	6.242	4.550	1.692	29.7%	0.227	4.0%	68%	False	False	19,200
100	6.242	4.550	1.692	29.7%	0.219	3.8%	68%	False	False	16,452
120	6.242	4.550	1.692	29.7%	0.205	3.6%	68%	False	False	14,174

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.075
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	7.268
2.618	6.687
1.618	6.331
1.000	6.111
0.618	5.975
HIGH	5.755
0.618	5.619
0.500	5.577
0.382	5.535
LOW	5.399
0.618	5.179
1.000	5.043
1.618	4.823
2.618	4.467
4.250	3.886

Fisher Pivots for day following 13-Jan-2010
Pivot	1 day	3 day
R1	5.662	5.650
PP	5.619	5.595
S1	5.577	5.541

Download as Excel Spreadsheet

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

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