NYMEX Natural Gas Future May 2010

Trading Metrics calculated at close of trading on 22-Jul-2009

Day Change Summary
	Previous	Current
	21-Jul-2009	22-Jul-2009	Change	Change %	Previous Week
Open	5.501	5.540	0.039	0.7%	5.310
High	5.561	5.662	0.101	1.8%	5.574
Low	5.501	5.503	0.002	0.0%	5.240
Close	5.555	5.586	0.031	0.6%	5.503
Range	0.060	0.159	0.099	165.0%	0.334
ATR	0.122	0.124	0.003	2.2%	0.000
Volume	183	258	75	41.0%	3,478

Daily Pivots for day following 22-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	6.061	5.982	5.673
R3	5.902	5.823	5.630
R2	5.743	5.743	5.615
R1	5.664	5.664	5.601	5.704
PP	5.584	5.584	5.584	5.603
S1	5.505	5.505	5.571	5.545
S2	5.425	5.425	5.557
S3	5.266	5.346	5.542
S4	5.107	5.187	5.499

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	5.662	5.358	0.304	5.4%	0.129	2.3%	75%	True	False	402
10	5.662	5.240	0.422	7.6%	0.113	2.0%	82%	True	False	779

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	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.017
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	6.338
2.618	6.078
1.618	5.919
1.000	5.821
0.618	5.760
HIGH	5.662
0.618	5.601
0.500	5.583
0.382	5.564
LOW	5.503
0.618	5.405
1.000	5.344
1.618	5.246
2.618	5.087
4.250	4.827

Fisher Pivots for day following 22-Jul-2009
Pivot	1 day	3 day
R1	5.585	5.573
PP	5.584	5.561
S1	5.583	5.548

Download as Excel Spreadsheet

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

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