NYMEX Natural Gas Future May 2010

Trading Metrics calculated at close of trading on 19-Jan-2010

Day Change Summary
	Previous	Current
	15-Jan-2010	19-Jan-2010	Change	Change %	Previous Week
Open	5.566	5.609	0.043	0.8%	5.457
High	5.716	5.658	-0.058	-1.0%	5.752
Low	5.521	5.460	-0.061	-1.1%	5.371
Close	5.687	5.546	-0.141	-2.5%	5.687
Range	0.195	0.198	0.003	1.5%	0.381
ATR	0.238	0.238	-0.001	-0.3%	0.000
Volume	15,851	11,843	-4,008	-25.3%	72,526

Daily Pivots for day following 19-Jan-2010
	Classic	Woodie	Camarilla	DeMark
R4	6.149	6.045	5.655
R3	5.951	5.847	5.600
R2	5.753	5.753	5.582
R1	5.649	5.649	5.564	5.602
PP	5.555	5.555	5.555	5.531
S1	5.451	5.451	5.528	5.404
S2	5.357	5.357	5.510
S3	5.159	5.253	5.492
S4	4.961	5.055	5.437

Weekly Pivots for week ending 15-Jan-2010
	Classic	Woodie	Camarilla	DeMark
R4	6.746	6.598	5.897
R3	6.365	6.217	5.792
R2	5.984	5.984	5.757
R1	5.836	5.836	5.722	5.910
PP	5.603	5.603	5.603	5.641
S1	5.455	5.455	5.652	5.529
S2	5.222	5.222	5.617
S3	4.841	5.074	5.582
S4	4.460	4.693	5.477

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5.752	5.371	0.381	6.9%	0.233	4.2%	46%	False	False	14,339
10	5.956	5.371	0.585	10.5%	0.231	4.2%	30%	False	False	12,586
20	5.956	5.371	0.585	10.5%	0.215	3.9%	30%	False	False	9,725
40	5.956	4.656	1.300	23.4%	0.222	4.0%	68%	False	False	7,474
60	6.120	4.656	1.464	26.4%	0.202	3.7%	61%	False	False	6,230
80	6.200	4.656	1.544	27.8%	0.191	3.4%	58%	False	False	5,230
100	6.200	4.656	1.544	27.8%	0.183	3.3%	58%	False	False	4,432
120	6.200	4.656	1.544	27.8%	0.169	3.0%	58%	False	False	3,776

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	0.053
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	6.500
2.618	6.176
1.618	5.978
1.000	5.856
0.618	5.780
HIGH	5.658
0.618	5.582
0.500	5.559
0.382	5.536
LOW	5.460
0.618	5.338
1.000	5.262
1.618	5.140
2.618	4.942
4.250	4.619

Fisher Pivots for day following 19-Jan-2010
Pivot	1 day	3 day
R1	5.559	5.606
PP	5.555	5.586
S1	5.550	5.566

Download as Excel Spreadsheet

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

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