NYMEX Natural Gas Future May 2010

Trading Metrics calculated at close of trading on 23-Jul-2009

Day Change Summary
	Previous	Current
	22-Jul-2009	23-Jul-2009	Change	Change %	Previous Week
Open	5.540	5.630	0.090	1.6%	5.310
High	5.662	5.666	0.004	0.1%	5.574
Low	5.503	5.496	-0.007	-0.1%	5.240
Close	5.586	5.496	-0.090	-1.6%	5.503
Range	0.159	0.170	0.011	6.9%	0.334
ATR	0.124	0.128	0.003	2.6%	0.000
Volume	258	545	287	111.2%	3,478

Daily Pivots for day following 23-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	6.063	5.949	5.590
R3	5.893	5.779	5.543
R2	5.723	5.723	5.527
R1	5.609	5.609	5.512	5.581
PP	5.553	5.553	5.553	5.539
S1	5.439	5.439	5.480	5.411
S2	5.383	5.383	5.465
S3	5.213	5.269	5.449
S4	5.043	5.099	5.403

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	5.666	5.434	0.232	4.2%	0.129	2.4%	27%	True	False	430
10	5.666	5.240	0.426	7.8%	0.124	2.3%	60%	True	False	789

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.020
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	6.389
2.618	6.111
1.618	5.941
1.000	5.836
0.618	5.771
HIGH	5.666
0.618	5.601
0.500	5.581
0.382	5.561
LOW	5.496
0.618	5.391
1.000	5.326
1.618	5.221
2.618	5.051
4.250	4.774

Fisher Pivots for day following 23-Jul-2009
Pivot	1 day	3 day
R1	5.581	5.581
PP	5.553	5.553
S1	5.524	5.524

Download as Excel Spreadsheet

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

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