NYMEX Natural Gas Future September 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	6.059	5.958	-0.101	-1.7%	6.076
High	6.056	6.023	-0.033	-0.5%	6.145
Low	5.962	5.850	-0.112	-1.9%	5.760
Close	6.059	5.848	-0.211	-3.5%	5.795
Range	0.094	0.173	0.079	84.0%	0.385
ATR	0.195	0.196	0.001	0.5%	0.000
Volume	3,087	1,147	-1,940	-62.8%	7,200

Daily Pivots for day following 05-Jan-2010
	Classic	Woodie	Camarilla	DeMark
R4	6.426	6.310	5.943
R3	6.253	6.137	5.896
R2	6.080	6.080	5.880
R1	5.964	5.964	5.864	5.936
PP	5.907	5.907	5.907	5.893
S1	5.791	5.791	5.832	5.763
S2	5.734	5.734	5.816
S3	5.561	5.618	5.800
S4	5.388	5.445	5.753

Weekly Pivots for week ending 01-Jan-2010
	Classic	Woodie	Camarilla	DeMark
R4	7.055	6.810	6.007
R3	6.670	6.425	5.901
R2	6.285	6.285	5.866
R1	6.040	6.040	5.830	5.970
PP	5.900	5.900	5.900	5.865
S1	5.655	5.655	5.760	5.585
S2	5.515	5.515	5.724
S3	5.130	5.270	5.689
S4	4.745	4.885	5.583

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	6.125	5.760	0.365	6.2%	0.166	2.8%	24%	False	False	1,765
10	6.145	5.760	0.385	6.6%	0.151	2.6%	23%	False	False	2,238
20	6.145	5.302	0.843	14.4%	0.167	2.9%	65%	False	False	2,168
40	6.145	4.970	1.175	20.1%	0.157	2.7%	75%	False	False	2,066

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	0.019
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	6.758
2.618	6.476
1.618	6.303
1.000	6.196
0.618	6.130
HIGH	6.023
0.618	5.957
0.500	5.937
0.382	5.916
LOW	5.850
0.618	5.743
1.000	5.677
1.618	5.570
2.618	5.397
4.250	5.115

Fisher Pivots for day following 05-Jan-2010
Pivot	1 day	3 day
R1	5.937	5.908
PP	5.907	5.888
S1	5.878	5.868

Download as Excel Spreadsheet

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

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