NYMEX Natural Gas Future March 2010

Trading Metrics calculated at close of trading on 16-Feb-2010

Day Change Summary
	Previous	Current
	12-Feb-2010	16-Feb-2010	Change	Change %	Previous Week
Open	5.404	5.429	0.025	0.5%	5.602
High	5.556	5.560	0.004	0.1%	5.680
Low	5.308	5.305	-0.003	-0.1%	5.240
Close	5.468	5.310	-0.158	-2.9%	5.468
Range	0.248	0.255	0.007	2.8%	0.440
ATR	0.230	0.232	0.002	0.8%	0.000
Volume	135,613	149,081	13,468	9.9%	712,471

Daily Pivots for day following 16-Feb-2010
	Classic	Woodie	Camarilla	DeMark
R4	6.157	5.988	5.450
R3	5.902	5.733	5.380
R2	5.647	5.647	5.357
R1	5.478	5.478	5.333	5.435
PP	5.392	5.392	5.392	5.370
S1	5.223	5.223	5.287	5.180
S2	5.137	5.137	5.263
S3	4.882	4.968	5.240
S4	4.627	4.713	5.170

Weekly Pivots for week ending 12-Feb-2010
	Classic	Woodie	Camarilla	DeMark
R4	6.783	6.565	5.710
R3	6.343	6.125	5.589
R2	5.903	5.903	5.549
R1	5.685	5.685	5.508	5.574
PP	5.463	5.463	5.463	5.407
S1	5.245	5.245	5.428	5.134
S2	5.023	5.023	5.387
S3	4.583	4.805	5.347
S4	4.143	4.365	5.226

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5.560	5.240	0.320	6.0%	0.195	3.7%	22%	True	False	142,483
10	5.680	5.227	0.453	8.5%	0.211	4.0%	18%	False	False	130,210
20	5.804	5.060	0.744	14.0%	0.213	4.0%	34%	False	False	105,634
40	6.027	5.060	0.967	18.2%	0.239	4.5%	26%	False	False	72,783
60	6.027	4.550	1.477	27.8%	0.243	4.6%	51%	False	False	57,729
80	6.242	4.550	1.692	31.9%	0.232	4.4%	45%	False	False	46,025
100	6.242	4.550	1.692	31.9%	0.227	4.3%	45%	False	False	38,254
120	6.242	4.550	1.692	31.9%	0.220	4.2%	45%	False	False	32,781

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	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.072
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	6.644
2.618	6.228
1.618	5.973
1.000	5.815
0.618	5.718
HIGH	5.560
0.618	5.463
0.500	5.433
0.382	5.402
LOW	5.305
0.618	5.147
1.000	5.050
1.618	4.892
2.618	4.637
4.250	4.221

Fisher Pivots for day following 16-Feb-2010
Pivot	1 day	3 day
R1	5.433	5.423
PP	5.392	5.385
S1	5.351	5.348

Download as Excel Spreadsheet

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

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