NYMEX Natural Gas Future May 2010

Trading Metrics calculated at close of trading on 24-Aug-2009

Day Change Summary
	Previous	Current
	21-Aug-2009	24-Aug-2009	Change	Change %	Previous Week
Open	5.380	5.420	0.040	0.7%	5.550
High	5.446	5.525	0.079	1.5%	5.554
Low	5.380	5.410	0.030	0.6%	5.380
Close	5.405	5.509	0.104	1.9%	5.405
Range	0.066	0.115	0.049	74.2%	0.174
ATR	0.106	0.107	0.001	0.9%	0.000
Volume	386	636	250	64.8%	2,170

Daily Pivots for day following 24-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	5.826	5.783	5.572
R3	5.711	5.668	5.541
R2	5.596	5.596	5.530
R1	5.553	5.553	5.520	5.575
PP	5.481	5.481	5.481	5.492
S1	5.438	5.438	5.498	5.460
S2	5.366	5.366	5.488
S3	5.251	5.323	5.477
S4	5.136	5.208	5.446

Weekly Pivots for week ending 21-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	5.968	5.861	5.501
R3	5.794	5.687	5.453
R2	5.620	5.620	5.437
R1	5.513	5.513	5.421	5.480
PP	5.446	5.446	5.446	5.430
S1	5.339	5.339	5.389	5.306
S2	5.272	5.272	5.373
S3	5.098	5.165	5.357
S4	4.924	4.991	5.309

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5.525	5.380	0.145	2.6%	0.070	1.3%	89%	True	False	446
10	5.710	5.380	0.330	6.0%	0.074	1.3%	39%	False	False	521
20	5.941	5.380	0.561	10.2%	0.100	1.8%	23%	False	False	521

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.007
Widest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	6.014
2.618	5.826
1.618	5.711
1.000	5.640
0.618	5.596
HIGH	5.525
0.618	5.481
0.500	5.468
0.382	5.454
LOW	5.410
0.618	5.339
1.000	5.295
1.618	5.224
2.618	5.109
4.250	4.921

Fisher Pivots for day following 24-Aug-2009
Pivot	1 day	3 day
R1	5.495	5.490
PP	5.481	5.471
S1	5.468	5.453

Download as Excel Spreadsheet

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

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