NYMEX Natural Gas Future June 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	5.640	5.611	-0.029	-0.5%	5.531
High	5.776	5.724	-0.052	-0.9%	5.830
Low	5.598	5.534	-0.064	-1.1%	5.441
Close	5.755	5.611	-0.144	-2.5%	5.755
Range	0.178	0.190	0.012	6.7%	0.389
ATR
Volume	6,355	3,665	-2,690	-42.3%	26,525

Daily Pivots for day following 19-Jan-2010
	Classic	Woodie	Camarilla	DeMark
R4	6.193	6.092	5.716
R3	6.003	5.902	5.663
R2	5.813	5.813	5.646
R1	5.712	5.712	5.628	5.706
PP	5.623	5.623	5.623	5.620
S1	5.522	5.522	5.594	5.516
S2	5.433	5.433	5.576
S3	5.243	5.332	5.559
S4	5.053	5.142	5.507

Weekly Pivots for week ending 15-Jan-2010
	Classic	Woodie	Camarilla	DeMark
R4	6.842	6.688	5.969
R3	6.453	6.299	5.862
R2	6.064	6.064	5.826
R1	5.910	5.910	5.791	5.987
PP	5.675	5.675	5.675	5.714
S1	5.521	5.521	5.719	5.598
S2	5.286	5.286	5.684
S3	4.897	5.132	5.648
S4	4.508	4.743	5.541

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5.830	5.441	0.389	6.9%	0.227	4.0%	44%	False	False	5,190
10	6.010	5.441	0.569	10.1%	0.225	4.0%	30%	False	False	4,686

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	0.059
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	6.532
2.618	6.221
1.618	6.031
1.000	5.914
0.618	5.841
HIGH	5.724
0.618	5.651
0.500	5.629
0.382	5.607
LOW	5.534
0.618	5.417
1.000	5.344
1.618	5.227
2.618	5.037
4.250	4.727

Fisher Pivots for day following 19-Jan-2010
Pivot	1 day	3 day
R1	5.629	5.682
PP	5.623	5.658
S1	5.617	5.635

Download as Excel Spreadsheet

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

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