NYMEX Natural Gas Future July 2010

Trading Metrics calculated at close of trading on 05-Jan-2010

Day Change Summary
	Previous	Current
	04-Jan-2010	05-Jan-2010	Change	Change %	Previous Week
Open	5.855	5.934	0.079	1.3%	5.982
High	5.966	5.934	-0.032	-0.5%	6.075
Low	5.851	5.744	-0.107	-1.8%	5.649
Close	5.967	5.753	-0.214	-3.6%	5.695
Range	0.115	0.190	0.075	65.2%	0.426
ATR	0.210	0.211	0.001	0.5%	0.000
Volume	2,797	2,420	-377	-13.5%	7,497

Daily Pivots for day following 05-Jan-2010
	Classic	Woodie	Camarilla	DeMark
R4	6.380	6.257	5.858
R3	6.190	6.067	5.805
R2	6.000	6.000	5.788
R1	5.877	5.877	5.770	5.844
PP	5.810	5.810	5.810	5.794
S1	5.687	5.687	5.736	5.654
S2	5.620	5.620	5.718
S3	5.430	5.497	5.701
S4	5.240	5.307	5.649

Weekly Pivots for week ending 01-Jan-2010
	Classic	Woodie	Camarilla	DeMark
R4	7.084	6.816	5.929
R3	6.658	6.390	5.812
R2	6.232	6.232	5.773
R1	5.964	5.964	5.734	5.885
PP	5.806	5.806	5.806	5.767
S1	5.538	5.538	5.656	5.459
S2	5.380	5.380	5.617
S3	4.954	5.112	5.578
S4	4.528	4.686	5.461

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	6.075	5.649	0.426	7.4%	0.186	3.2%	24%	False	False	2,152
10	6.075	5.649	0.426	7.4%	0.185	3.2%	24%	False	False	2,227
20	6.075	5.021	1.054	18.3%	0.195	3.4%	69%	False	False	2,419
40	6.075	4.848	1.227	21.3%	0.182	3.2%	74%	False	False	1,979

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	0.025
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	6.742
2.618	6.431
1.618	6.241
1.000	6.124
0.618	6.051
HIGH	5.934
0.618	5.861
0.500	5.839
0.382	5.817
LOW	5.744
0.618	5.627
1.000	5.554
1.618	5.437
2.618	5.247
4.250	4.937

Fisher Pivots for day following 05-Jan-2010
Pivot	1 day	3 day
R1	5.839	5.808
PP	5.810	5.789
S1	5.782	5.771

Download as Excel Spreadsheet

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

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