NYMEX Natural Gas Future May 2010

Trading Metrics calculated at close of trading on 17-Jul-2009

Day Change Summary
	Previous	Current
	16-Jul-2009	17-Jul-2009	Change	Change %	Previous Week
Open	5.362	5.442	0.080	1.5%	5.310
High	5.526	5.574	0.048	0.9%	5.574
Low	5.358	5.442	0.084	1.6%	5.240
Close	5.519	5.503	-0.016	-0.3%	5.503
Range	0.168	0.132	-0.036	-21.4%	0.334
ATR
Volume	408	336	-72	-17.6%	3,478

Daily Pivots for day following 17-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	5.902	5.835	5.576
R3	5.770	5.703	5.539
R2	5.638	5.638	5.527
R1	5.571	5.571	5.515	5.605
PP	5.506	5.506	5.506	5.523
S1	5.439	5.439	5.491	5.473
S2	5.374	5.374	5.479
S3	5.242	5.307	5.467
S4	5.110	5.175	5.430

Weekly Pivots for week ending 17-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	6.441	6.306	5.687
R3	6.107	5.972	5.595
R2	5.773	5.773	5.564
R1	5.638	5.638	5.534	5.706
PP	5.439	5.439	5.439	5.473
S1	5.304	5.304	5.472	5.372
S2	5.105	5.105	5.442
S3	4.771	4.970	5.411
S4	4.437	4.636	5.319

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5.574	5.240	0.334	6.1%	0.129	2.4%	79%	True	False	695
10	5.598	5.240	0.358	6.5%	0.105	1.9%	73%	False	False	855

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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	0.012
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	6.135
2.618	5.920
1.618	5.788
1.000	5.706
0.618	5.656
HIGH	5.574
0.618	5.524
0.500	5.508
0.382	5.492
LOW	5.442
0.618	5.360
1.000	5.310
1.618	5.228
2.618	5.096
4.250	4.881

Fisher Pivots for day following 17-Jul-2009
Pivot	1 day	3 day
R1	5.508	5.475
PP	5.506	5.447
S1	5.505	5.419

Download as Excel Spreadsheet

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

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