NYMEX Natural Gas Future March 2010

Trading Metrics calculated at close of trading on 01-Feb-2010

Day Change Summary
	Previous	Current
	29-Jan-2010	01-Feb-2010	Change	Change %	Previous Week
Open	5.190	5.247	0.057	1.1%	5.749
High	5.285	5.450	0.165	3.1%	5.786
Low	5.094	5.236	0.142	2.8%	5.060
Close	5.131	5.434	0.303	5.9%	5.131
Range	0.191	0.214	0.023	12.0%	0.726
ATR	0.249	0.254	0.005	2.0%	0.000
Volume	107,007	79,679	-27,328	-25.5%	466,919

Daily Pivots for day following 01-Feb-2010
	Classic	Woodie	Camarilla	DeMark
R4	6.015	5.939	5.552
R3	5.801	5.725	5.493
R2	5.587	5.587	5.473
R1	5.511	5.511	5.454	5.549
PP	5.373	5.373	5.373	5.393
S1	5.297	5.297	5.414	5.335
S2	5.159	5.159	5.395
S3	4.945	5.083	5.375
S4	4.731	4.869	5.316

Weekly Pivots for week ending 29-Jan-2010
	Classic	Woodie	Camarilla	DeMark
R4	7.504	7.043	5.530
R3	6.778	6.317	5.331
R2	6.052	6.052	5.264
R1	5.591	5.591	5.198	5.459
PP	5.326	5.326	5.326	5.259
S1	4.865	4.865	5.064	4.733
S2	4.600	4.600	4.998
S3	3.874	4.139	4.931
S4	3.148	3.413	4.732

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5.668	5.060	0.608	11.2%	0.229	4.2%	62%	False	False	92,288
10	5.804	5.060	0.744	13.7%	0.215	4.0%	50%	False	False	81,057
20	6.027	5.060	0.967	17.8%	0.244	4.5%	39%	False	False	67,958
40	6.027	4.550	1.477	27.2%	0.246	4.5%	60%	False	False	50,315
60	6.027	4.550	1.477	27.2%	0.238	4.4%	60%	False	False	38,205
80	6.242	4.550	1.692	31.1%	0.231	4.2%	52%	False	False	30,753
100	6.242	4.550	1.692	31.1%	0.230	4.2%	52%	False	False	25,890
120	6.242	4.550	1.692	31.1%	0.211	3.9%	52%	False	False	22,167

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	0.032
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	6.360
2.618	6.010
1.618	5.796
1.000	5.664
0.618	5.582
HIGH	5.450
0.618	5.368
0.500	5.343
0.382	5.318
LOW	5.236
0.618	5.104
1.000	5.022
1.618	4.890
2.618	4.676
4.250	4.327

Fisher Pivots for day following 01-Feb-2010
Pivot	1 day	3 day
R1	5.404	5.374
PP	5.373	5.315
S1	5.343	5.255

Download as Excel Spreadsheet

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

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