NYMEX Natural Gas Future July 2010

Trading Metrics calculated at close of trading on 30-Dec-2009

Day Change Summary
	Previous	Current
	29-Dec-2009	30-Dec-2009	Change	Change %	Previous Week
Open	5.990	5.917	-0.073	-1.2%	6.041
High	6.075	5.982	-0.093	-1.5%	6.050
Low	5.910	5.804	-0.106	-1.8%	5.674
Close	5.927	5.816	-0.111	-1.9%	5.845
Range	0.165	0.178	0.013	7.9%	0.376
ATR	0.201	0.199	-0.002	-0.8%	0.000
Volume	1,802	1,971	169	9.4%	9,560

Daily Pivots for day following 30-Dec-2009
	Classic	Woodie	Camarilla	DeMark
R4	6.401	6.287	5.914
R3	6.223	6.109	5.865
R2	6.045	6.045	5.849
R1	5.931	5.931	5.832	5.899
PP	5.867	5.867	5.867	5.852
S1	5.753	5.753	5.800	5.721
S2	5.689	5.689	5.783
S3	5.511	5.575	5.767
S4	5.333	5.397	5.718

Weekly Pivots for week ending 25-Dec-2009
	Classic	Woodie	Camarilla	DeMark
R4	6.984	6.791	6.052
R3	6.608	6.415	5.948
R2	6.232	6.232	5.914
R1	6.039	6.039	5.879	5.948
PP	5.856	5.856	5.856	5.811
S1	5.663	5.663	5.811	5.572
S2	5.480	5.480	5.776
S3	5.104	5.287	5.742
S4	4.728	4.911	5.638

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	6.075	5.760	0.315	5.4%	0.160	2.7%	18%	False	False	2,059
10	6.075	5.637	0.438	7.5%	0.185	3.2%	41%	False	False	2,364
20	6.075	4.848	1.227	21.1%	0.191	3.3%	79%	False	False	2,417
40	6.075	4.848	1.227	21.1%	0.176	3.0%	79%	False	False	1,945

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	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.037
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	6.739
2.618	6.448
1.618	6.270
1.000	6.160
0.618	6.092
HIGH	5.982
0.618	5.914
0.500	5.893
0.382	5.872
LOW	5.804
0.618	5.694
1.000	5.626
1.618	5.516
2.618	5.338
4.250	5.048

Fisher Pivots for day following 30-Dec-2009
Pivot	1 day	3 day
R1	5.893	5.940
PP	5.867	5.898
S1	5.842	5.857

Download as Excel Spreadsheet

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

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