NYMEX Natural Gas Future May 2010

Trading Metrics calculated at close of trading on 01-Feb-2010

Day Change Summary
	Previous	Current
	29-Jan-2010	01-Feb-2010	Change	Change %	Previous Week
Open	5.225	5.292	0.067	1.3%	5.731
High	5.305	5.456	0.151	2.8%	5.754
Low	5.139	5.260	0.121	2.4%	5.110
Close	5.171	5.450	0.279	5.4%	5.171
Range	0.166	0.196	0.030	18.1%	0.644
ATR	0.214	0.219	0.005	2.4%	0.000
Volume	15,249	14,632	-617	-4.0%	68,767

Daily Pivots for day following 01-Feb-2010
	Classic	Woodie	Camarilla	DeMark
R4	5.977	5.909	5.558
R3	5.781	5.713	5.504
R2	5.585	5.585	5.486
R1	5.517	5.517	5.468	5.551
PP	5.389	5.389	5.389	5.406
S1	5.321	5.321	5.432	5.355
S2	5.193	5.193	5.414
S3	4.997	5.125	5.396
S4	4.801	4.929	5.342

Weekly Pivots for week ending 29-Jan-2010
	Classic	Woodie	Camarilla	DeMark
R4	7.277	6.868	5.525
R3	6.633	6.224	5.348
R2	5.989	5.989	5.289
R1	5.580	5.580	5.230	5.463
PP	5.345	5.345	5.345	5.286
S1	4.936	4.936	5.112	4.819
S2	4.701	4.701	5.053
S3	4.057	4.292	4.994
S4	3.413	3.648	4.817

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5.643	5.110	0.533	9.8%	0.200	3.7%	64%	False	False	13,037
10	5.767	5.110	0.657	12.1%	0.177	3.3%	52%	False	False	13,116
20	5.956	5.110	0.846	15.5%	0.201	3.7%	40%	False	False	12,556
40	5.956	4.656	1.300	23.9%	0.209	3.8%	61%	False	False	9,597
60	5.956	4.656	1.300	23.9%	0.202	3.7%	61%	False	False	7,637
80	6.200	4.656	1.544	28.3%	0.192	3.5%	51%	False	False	6,451
100	6.200	4.656	1.544	28.3%	0.190	3.5%	51%	False	False	5,530
120	6.200	4.656	1.544	28.3%	0.173	3.2%	51%	False	False	4,734

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	0.029
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	6.289
2.618	5.969
1.618	5.773
1.000	5.652
0.618	5.577
HIGH	5.456
0.618	5.381
0.500	5.358
0.382	5.335
LOW	5.260
0.618	5.139
1.000	5.064
1.618	4.943
2.618	4.747
4.250	4.427

Fisher Pivots for day following 01-Feb-2010
Pivot	1 day	3 day
R1	5.419	5.394
PP	5.389	5.339
S1	5.358	5.283

Download as Excel Spreadsheet

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

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