NYMEX Natural Gas Future March 2010

Trading Metrics calculated at close of trading on 19-Jan-2010

Day Change Summary
	Previous	Current
	15-Jan-2010	19-Jan-2010	Change	Change %	Previous Week
Open	5.572	5.596	0.024	0.4%	5.534
High	5.707	5.661	-0.046	-0.8%	5.769
Low	5.500	5.431	-0.069	-1.3%	5.327
Close	5.671	5.536	-0.135	-2.4%	5.671
Range	0.207	0.230	0.023	11.1%	0.442
ATR	0.276	0.274	-0.003	-0.9%	0.000
Volume	93,989	70,561	-23,428	-24.9%	343,374

Daily Pivots for day following 19-Jan-2010
	Classic	Woodie	Camarilla	DeMark
R4	6.233	6.114	5.663
R3	6.003	5.884	5.599
R2	5.773	5.773	5.578
R1	5.654	5.654	5.557	5.599
PP	5.543	5.543	5.543	5.515
S1	5.424	5.424	5.515	5.369
S2	5.313	5.313	5.494
S3	5.083	5.194	5.473
S4	4.853	4.964	5.410

Weekly Pivots for week ending 15-Jan-2010
	Classic	Woodie	Camarilla	DeMark
R4	6.915	6.735	5.914
R3	6.473	6.293	5.793
R2	6.031	6.031	5.752
R1	5.851	5.851	5.712	5.941
PP	5.589	5.589	5.589	5.634
S1	5.409	5.409	5.630	5.499
S2	5.147	5.147	5.590
S3	4.705	4.967	5.549
S4	4.263	4.525	5.428

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5.769	5.327	0.442	8.0%	0.268	4.8%	47%	False	False	73,582
10	6.027	5.327	0.700	12.6%	0.278	5.0%	30%	False	False	59,478
20	6.027	5.327	0.700	12.6%	0.256	4.6%	30%	False	False	41,787
40	6.027	4.550	1.477	26.7%	0.257	4.6%	67%	False	False	35,274
60	6.137	4.550	1.587	28.7%	0.239	4.3%	62%	False	False	27,207
80	6.242	4.550	1.692	30.6%	0.231	4.2%	58%	False	False	22,246
100	6.242	4.550	1.692	30.6%	0.223	4.0%	58%	False	False	18,861
120	6.242	4.550	1.692	30.6%	0.208	3.8%	58%	False	False	16,238

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	0.070
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	6.639
2.618	6.263
1.618	6.033
1.000	5.891
0.618	5.803
HIGH	5.661
0.618	5.573
0.500	5.546
0.382	5.519
LOW	5.431
0.618	5.289
1.000	5.201
1.618	5.059
2.618	4.829
4.250	4.454

Fisher Pivots for day following 19-Jan-2010
Pivot	1 day	3 day
R1	5.546	5.600
PP	5.543	5.579
S1	5.539	5.557

Download as Excel Spreadsheet

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

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