NYMEX Natural Gas Future June 2010

Trading Metrics calculated at close of trading on 21-Jan-2010

Day Change Summary
	Previous	Current
	20-Jan-2010	21-Jan-2010	Change	Change %	Previous Week
Open	5.555	5.640	0.085	1.5%	5.531
High	5.630	5.770	0.140	2.5%	5.830
Low	5.529	5.522	-0.007	-0.1%	5.441
Close	5.555	5.640	0.085	1.5%	5.755
Range	0.101	0.248	0.147	145.5%	0.389
ATR
Volume	4,680	2,283	-2,397	-51.2%	26,525

Daily Pivots for day following 21-Jan-2010
	Classic	Woodie	Camarilla	DeMark
R4	6.388	6.262	5.776
R3	6.140	6.014	5.708
R2	5.892	5.892	5.685
R1	5.766	5.766	5.663	5.764
PP	5.644	5.644	5.644	5.643
S1	5.518	5.518	5.617	5.516
S2	5.396	5.396	5.595
S3	5.148	5.270	5.572
S4	4.900	5.022	5.504

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	5.522	0.308	5.5%	0.197	3.5%	38%	False	True	4,688
10	6.010	5.441	0.569	10.1%	0.212	3.8%	35%	False	False	4,728

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.065
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	6.824
2.618	6.419
1.618	6.171
1.000	6.018
0.618	5.923
HIGH	5.770
0.618	5.675
0.500	5.646
0.382	5.617
LOW	5.522
0.618	5.369
1.000	5.274
1.618	5.121
2.618	4.873
4.250	4.468

Fisher Pivots for day following 21-Jan-2010
Pivot	1 day	3 day
R1	5.646	5.646
PP	5.644	5.644
S1	5.642	5.642

Download as Excel Spreadsheet

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

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