NYMEX Natural Gas Future April 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	5.661	5.760	0.099	1.7%	5.725
High	5.810	5.781	-0.029	-0.5%	5.940
Low	5.661	5.547	-0.114	-2.0%	5.462
Close	5.802	5.563	-0.239	-4.1%	5.505
Range	0.149	0.234	0.085	57.0%	0.478
ATR	0.240	0.241	0.001	0.5%	0.000
Volume	17,392	16,704	-688	-4.0%	48,351

Daily Pivots for day following 05-Jan-2010
	Classic	Woodie	Camarilla	DeMark
R4	6.332	6.182	5.692
R3	6.098	5.948	5.627
R2	5.864	5.864	5.606
R1	5.714	5.714	5.584	5.672
PP	5.630	5.630	5.630	5.610
S1	5.480	5.480	5.542	5.438
S2	5.396	5.396	5.520
S3	5.162	5.246	5.499
S4	4.928	5.012	5.434

Weekly Pivots for week ending 01-Jan-2010
	Classic	Woodie	Camarilla	DeMark
R4	7.070	6.765	5.768
R3	6.592	6.287	5.636
R2	6.114	6.114	5.593
R1	5.809	5.809	5.549	5.723
PP	5.636	5.636	5.636	5.592
S1	5.331	5.331	5.461	5.245
S2	5.158	5.158	5.417
S3	4.680	4.853	5.374
S4	4.202	4.375	5.242

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5.940	5.462	0.478	8.6%	0.218	3.9%	21%	False	False	14,011
10	5.940	5.462	0.478	8.6%	0.226	4.1%	21%	False	False	14,341
20	5.940	4.820	1.120	20.1%	0.229	4.1%	66%	False	False	18,190
40	5.940	4.595	1.345	24.2%	0.216	3.9%	72%	False	False	14,887
60	6.180	4.595	1.585	28.5%	0.209	3.8%	61%	False	False	12,576
80	6.180	4.595	1.585	28.5%	0.206	3.7%	61%	False	False	11,023
100	6.180	4.595	1.585	28.5%	0.190	3.4%	61%	False	False	9,402
120	6.180	4.595	1.585	28.5%	0.182	3.3%	61%	False	False	8,209

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	0.053
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	6.776
2.618	6.394
1.618	6.160
1.000	6.015
0.618	5.926
HIGH	5.781
0.618	5.692
0.500	5.664
0.382	5.636
LOW	5.547
0.618	5.402
1.000	5.313
1.618	5.168
2.618	4.934
4.250	4.553

Fisher Pivots for day following 05-Jan-2010
Pivot	1 day	3 day
R1	5.664	5.636
PP	5.630	5.612
S1	5.597	5.587

Download as Excel Spreadsheet

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

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