NYMEX Natural Gas Future May 2010

Trading Metrics calculated at close of trading on 06-Aug-2009

Day Change Summary
	Previous	Current
	05-Aug-2009	06-Aug-2009	Change	Change %	Previous Week
Open	5.885	5.895	0.010	0.2%	5.560
High	5.941	5.895	-0.046	-0.8%	5.649
Low	5.865	5.703	-0.162	-2.8%	5.383
Close	5.912	5.703	-0.209	-3.5%	5.624
Range	0.076	0.192	0.116	152.6%	0.266
ATR	0.134	0.140	0.005	4.0%	0.000
Volume	823	704	-119	-14.5%	2,279

Daily Pivots for day following 06-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	6.343	6.215	5.809
R3	6.151	6.023	5.756
R2	5.959	5.959	5.738
R1	5.831	5.831	5.721	5.799
PP	5.767	5.767	5.767	5.751
S1	5.639	5.639	5.685	5.607
S2	5.575	5.575	5.668
S3	5.383	5.447	5.650
S4	5.191	5.255	5.597

Weekly Pivots for week ending 31-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	6.350	6.253	5.770
R3	6.084	5.987	5.697
R2	5.818	5.818	5.673
R1	5.721	5.721	5.648	5.770
PP	5.552	5.552	5.552	5.576
S1	5.455	5.455	5.600	5.504
S2	5.286	5.286	5.575
S3	5.020	5.189	5.551
S4	4.754	4.923	5.478

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5.941	5.556	0.385	6.8%	0.120	2.1%	38%	False	False	560
10	5.941	5.383	0.558	9.8%	0.123	2.2%	57%	False	False	551
20	5.941	5.240	0.701	12.3%	0.124	2.2%	66%	False	False	670

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.009
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	6.711
2.618	6.398
1.618	6.206
1.000	6.087
0.618	6.014
HIGH	5.895
0.618	5.822
0.500	5.799
0.382	5.776
LOW	5.703
0.618	5.584
1.000	5.511
1.618	5.392
2.618	5.200
4.250	4.887

Fisher Pivots for day following 06-Aug-2009
Pivot	1 day	3 day
R1	5.799	5.822
PP	5.767	5.782
S1	5.735	5.743

Download as Excel Spreadsheet

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

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