NYMEX Natural Gas Future May 2010

Trading Metrics calculated at close of trading on 05-Jan-2010

Day Change Summary
	Previous	Current
	04-Jan-2010	05-Jan-2010	Change	Change %	Previous Week
Open	5.728	5.739	0.011	0.2%	5.810
High	5.838	5.810	-0.028	-0.5%	5.953
Low	5.711	5.593	-0.118	-2.1%	5.486
Close	5.837	5.608	-0.229	-3.9%	5.545
Range	0.127	0.217	0.090	70.9%	0.467
ATR	0.227	0.228	0.001	0.5%	0.000
Volume	5,936	6,097	161	2.7%	22,972

Daily Pivots for day following 05-Jan-2010
	Classic	Woodie	Camarilla	DeMark
R4	6.321	6.182	5.727
R3	6.104	5.965	5.668
R2	5.887	5.887	5.648
R1	5.748	5.748	5.628	5.709
PP	5.670	5.670	5.670	5.651
S1	5.531	5.531	5.588	5.492
S2	5.453	5.453	5.568
S3	5.236	5.314	5.548
S4	5.019	5.097	5.489

Weekly Pivots for week ending 01-Jan-2010
	Classic	Woodie	Camarilla	DeMark
R4	7.062	6.771	5.802
R3	6.595	6.304	5.673
R2	6.128	6.128	5.631
R1	5.837	5.837	5.588	5.749
PP	5.661	5.661	5.661	5.618
S1	5.370	5.370	5.502	5.282
S2	5.194	5.194	5.459
S3	4.727	4.903	5.417
S4	4.260	4.436	5.288

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5.953	5.486	0.467	8.3%	0.203	3.6%	26%	False	False	5,756
10	5.953	5.486	0.467	8.3%	0.206	3.7%	26%	False	False	5,954
20	5.953	4.853	1.100	19.6%	0.216	3.8%	69%	False	False	6,658
40	5.953	4.656	1.297	23.1%	0.202	3.6%	73%	False	False	5,283
60	6.200	4.656	1.544	27.5%	0.191	3.4%	62%	False	False	4,526
80	6.200	4.656	1.544	27.5%	0.186	3.3%	62%	False	False	3,899
100	6.200	4.656	1.544	27.5%	0.169	3.0%	62%	False	False	3,278
120	6.200	4.656	1.544	27.5%	0.161	2.9%	62%	False	False	2,816

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.034
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	6.732
2.618	6.378
1.618	6.161
1.000	6.027
0.618	5.944
HIGH	5.810
0.618	5.727
0.500	5.702
0.382	5.676
LOW	5.593
0.618	5.459
1.000	5.376
1.618	5.242
2.618	5.025
4.250	4.671

Fisher Pivots for day following 05-Jan-2010
Pivot	1 day	3 day
R1	5.702	5.662
PP	5.670	5.644
S1	5.639	5.626

Download as Excel Spreadsheet

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

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