NYMEX Natural Gas Future April 2010

Trading Metrics calculated at close of trading on 21-Jan-2010

Day Change Summary
	Previous	Current
	20-Jan-2010	21-Jan-2010	Change	Change %	Previous Week
Open	5.546	5.450	-0.096	-1.7%	5.495
High	5.553	5.634	0.081	1.5%	5.720
Low	5.413	5.413	0.000	0.0%	5.312
Close	5.438	5.529	0.091	1.7%	5.636
Range	0.140	0.221	0.081	57.9%	0.408
ATR	0.243	0.242	-0.002	-0.6%	0.000
Volume	23,086	19,095	-3,991	-17.3%	145,420

Daily Pivots for day following 21-Jan-2010
	Classic	Woodie	Camarilla	DeMark
R4	6.188	6.080	5.651
R3	5.967	5.859	5.590
R2	5.746	5.746	5.570
R1	5.638	5.638	5.549	5.692
PP	5.525	5.525	5.525	5.553
S1	5.417	5.417	5.509	5.471
S2	5.304	5.304	5.488
S3	5.083	5.196	5.468
S4	4.862	4.975	5.407

Weekly Pivots for week ending 15-Jan-2010
	Classic	Woodie	Camarilla	DeMark
R4	6.780	6.616	5.860
R3	6.372	6.208	5.748
R2	5.964	5.964	5.711
R1	5.800	5.800	5.673	5.882
PP	5.556	5.556	5.556	5.597
S1	5.392	5.392	5.599	5.474
S2	5.148	5.148	5.561
S3	4.740	4.984	5.524
S4	4.332	4.576	5.412

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5.720	5.408	0.312	5.6%	0.210	3.8%	39%	False	False	25,147
10	5.930	5.312	0.618	11.2%	0.231	4.2%	35%	False	False	27,313
20	5.940	5.312	0.628	11.4%	0.231	4.2%	35%	False	False	20,901
40	5.940	4.595	1.345	24.3%	0.235	4.2%	69%	False	False	19,423
60	5.940	4.595	1.345	24.3%	0.217	3.9%	69%	False	False	16,008
80	6.180	4.595	1.585	28.7%	0.210	3.8%	59%	False	False	13,918
100	6.180	4.595	1.585	28.7%	0.206	3.7%	59%	False	False	12,075
120	6.180	4.595	1.585	28.7%	0.190	3.4%	59%	False	False	10,413

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	True
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.059
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	6.573
2.618	6.213
1.618	5.992
1.000	5.855
0.618	5.771
HIGH	5.634
0.618	5.550
0.500	5.524
0.382	5.497
LOW	5.413
0.618	5.276
1.000	5.192
1.618	5.055
2.618	4.834
4.250	4.474

Fisher Pivots for day following 21-Jan-2010
Pivot	1 day	3 day
R1	5.527	5.526
PP	5.525	5.524
S1	5.524	5.521

Download as Excel Spreadsheet

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

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