NYMEX Natural Gas Future April 2010

Trading Metrics calculated at close of trading on 11-Jan-2010

Day Change Summary
	Previous	Current
	08-Jan-2010	11-Jan-2010	Change	Change %	Previous Week
Open	5.703	5.495	-0.208	-3.6%	5.661
High	5.741	5.580	-0.161	-2.8%	5.930
Low	5.546	5.331	-0.215	-3.9%	5.546
Close	5.664	5.405	-0.259	-4.6%	5.664
Range	0.195	0.249	0.054	27.7%	0.384
ATR	0.246	0.252	0.006	2.5%	0.000
Volume	32,131	23,034	-9,097	-28.3%	121,377

Daily Pivots for day following 11-Jan-2010
	Classic	Woodie	Camarilla	DeMark
R4	6.186	6.044	5.542
R3	5.937	5.795	5.473
R2	5.688	5.688	5.451
R1	5.546	5.546	5.428	5.493
PP	5.439	5.439	5.439	5.412
S1	5.297	5.297	5.382	5.244
S2	5.190	5.190	5.359
S3	4.941	5.048	5.337
S4	4.692	4.799	5.268

Weekly Pivots for week ending 08-Jan-2010
	Classic	Woodie	Camarilla	DeMark
R4	6.865	6.649	5.875
R3	6.481	6.265	5.770
R2	6.097	6.097	5.734
R1	5.881	5.881	5.699	5.989
PP	5.713	5.713	5.713	5.768
S1	5.497	5.497	5.629	5.605
S2	5.329	5.329	5.594
S3	4.945	5.113	5.558
S4	4.561	4.729	5.453

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5.930	5.331	0.599	11.1%	0.255	4.7%	12%	False	True	25,403
10	5.940	5.331	0.609	11.3%	0.234	4.3%	12%	False	True	19,276
20	5.940	5.256	0.684	12.7%	0.221	4.1%	22%	False	False	19,333
40	5.940	4.595	1.345	24.9%	0.228	4.2%	60%	False	False	16,604
60	6.180	4.595	1.585	29.3%	0.212	3.9%	51%	False	False	13,939
80	6.180	4.595	1.585	29.3%	0.205	3.8%	51%	False	False	12,123
100	6.180	4.595	1.585	29.3%	0.197	3.6%	51%	False	False	10,411
120	6.180	4.595	1.585	29.3%	0.185	3.4%	51%	False	False	9,051

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	0.042
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	6.638
2.618	6.232
1.618	5.983
1.000	5.829
0.618	5.734
HIGH	5.580
0.618	5.485
0.500	5.456
0.382	5.426
LOW	5.331
0.618	5.177
1.000	5.082
1.618	4.928
2.618	4.679
4.250	4.273

Fisher Pivots for day following 11-Jan-2010
Pivot	1 day	3 day
R1	5.456	5.631
PP	5.439	5.555
S1	5.422	5.480

Download as Excel Spreadsheet

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

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