NYMEX Natural Gas Future May 2010

Trading Metrics calculated at close of trading on 11-Jan-2010

Day Change Summary
	Previous	Current
	08-Jan-2010	11-Jan-2010	Change	Change %	Previous Week
Open	5.763	5.457	-0.306	-5.3%	5.728
High	5.785	5.627	-0.158	-2.7%	5.956
Low	5.588	5.389	-0.199	-3.6%	5.588
Close	5.707	5.457	-0.250	-4.4%	5.707
Range	0.197	0.238	0.041	20.8%	0.368
ATR	0.231	0.237	0.006	2.7%	0.000
Volume	13,018	12,672	-346	-2.7%	47,434

Daily Pivots for day following 11-Jan-2010
	Classic	Woodie	Camarilla	DeMark
R4	6.205	6.069	5.588
R3	5.967	5.831	5.522
R2	5.729	5.729	5.501
R1	5.593	5.593	5.479	5.576
PP	5.491	5.491	5.491	5.483
S1	5.355	5.355	5.435	5.338
S2	5.253	5.253	5.413
S3	5.015	5.117	5.392
S4	4.777	4.879	5.326

Weekly Pivots for week ending 08-Jan-2010
	Classic	Woodie	Camarilla	DeMark
R4	6.854	6.649	5.909
R3	6.486	6.281	5.808
R2	6.118	6.118	5.774
R1	5.913	5.913	5.741	5.832
PP	5.750	5.750	5.750	5.710
S1	5.545	5.545	5.673	5.464
S2	5.382	5.382	5.640
S3	5.014	5.177	5.606
S4	4.646	4.809	5.505

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5.956	5.389	0.567	10.4%	0.228	4.2%	12%	False	True	10,834
10	5.956	5.389	0.567	10.4%	0.208	3.8%	12%	False	True	8,307
20	5.956	5.294	0.662	12.1%	0.205	3.7%	25%	False	False	7,751
40	5.956	4.656	1.300	23.8%	0.213	3.9%	62%	False	False	6,101
60	6.200	4.656	1.544	28.3%	0.196	3.6%	52%	False	False	5,230
80	6.200	4.656	1.544	28.3%	0.186	3.4%	52%	False	False	4,438
100	6.200	4.656	1.544	28.3%	0.175	3.2%	52%	False	False	3,737
120	6.200	4.656	1.544	28.3%	0.165	3.0%	52%	False	False	3,202

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	0.039
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	6.639
2.618	6.250
1.618	6.012
1.000	5.865
0.618	5.774
HIGH	5.627
0.618	5.536
0.500	5.508
0.382	5.480
LOW	5.389
0.618	5.242
1.000	5.151
1.618	5.004
2.618	4.766
4.250	4.378

Fisher Pivots for day following 11-Jan-2010
Pivot	1 day	3 day
R1	5.508	5.673
PP	5.491	5.601
S1	5.474	5.529

Download as Excel Spreadsheet

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

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