NYMEX Natural Gas Future June 2010

Trading Metrics calculated at close of trading on 20-Jan-2010

Day Change Summary
	Previous	Current
	19-Jan-2010	20-Jan-2010	Change	Change %	Previous Week
Open	5.611	5.555	-0.056	-1.0%	5.531
High	5.724	5.630	-0.094	-1.6%	5.830
Low	5.534	5.529	-0.005	-0.1%	5.441
Close	5.611	5.555	-0.056	-1.0%	5.755
Range	0.190	0.101	-0.089	-46.8%	0.389
ATR
Volume	3,665	4,680	1,015	27.7%	26,525

Daily Pivots for day following 20-Jan-2010
	Classic	Woodie	Camarilla	DeMark
R4	5.874	5.816	5.611
R3	5.773	5.715	5.583
R2	5.672	5.672	5.574
R1	5.614	5.614	5.564	5.606
PP	5.571	5.571	5.571	5.567
S1	5.513	5.513	5.546	5.505
S2	5.470	5.470	5.536
S3	5.369	5.412	5.527
S4	5.268	5.311	5.499

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	5.505	0.325	5.9%	0.207	3.7%	15%	False	False	5,151
10	6.010	5.441	0.569	10.2%	0.215	3.9%	20%	False	False	4,855

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
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	0.055
Narrowest range in 12 trading days

Fibonacci Retracements and Extensions
4.250	6.059
2.618	5.894
1.618	5.793
1.000	5.731
0.618	5.692
HIGH	5.630
0.618	5.591
0.500	5.580
0.382	5.568
LOW	5.529
0.618	5.467
1.000	5.428
1.618	5.366
2.618	5.265
4.250	5.100

Fisher Pivots for day following 20-Jan-2010
Pivot	1 day	3 day
R1	5.580	5.653
PP	5.571	5.620
S1	5.563	5.588

Download as Excel Spreadsheet

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

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