NYMEX Natural Gas Future September 2010

Trading Metrics calculated at close of trading on 11-Jan-2010

Day Change Summary
	Previous	Current
	08-Jan-2010	11-Jan-2010	Change	Change %	Previous Week
Open	5.829	5.716	-0.113	-1.9%	6.059
High	5.946	5.820	-0.126	-2.1%	6.160
Low	5.829	5.651	-0.178	-3.1%	5.829
Close	5.943	5.716	-0.227	-3.8%	5.943
Range	0.117	0.169	0.052	44.4%	0.331
ATR	0.197	0.204	0.007	3.4%	0.000
Volume	1,309	1,218	-91	-7.0%	10,134

Daily Pivots for day following 11-Jan-2010
	Classic	Woodie	Camarilla	DeMark
R4	6.236	6.145	5.809
R3	6.067	5.976	5.762
R2	5.898	5.898	5.747
R1	5.807	5.807	5.731	5.801
PP	5.729	5.729	5.729	5.726
S1	5.638	5.638	5.701	5.632
S2	5.560	5.560	5.685
S3	5.391	5.469	5.670
S4	5.222	5.300	5.623

Weekly Pivots for week ending 08-Jan-2010
	Classic	Woodie	Camarilla	DeMark
R4	6.970	6.788	6.125
R3	6.639	6.457	6.034
R2	6.308	6.308	6.004
R1	6.126	6.126	5.973	6.052
PP	5.977	5.977	5.977	5.940
S1	5.795	5.795	5.913	5.721
S2	5.646	5.646	5.882
S3	5.315	5.464	5.852
S4	4.984	5.133	5.761

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	6.160	5.651	0.509	8.9%	0.163	2.9%	13%	False	True	1,653
10	6.160	5.651	0.509	8.9%	0.155	2.7%	13%	False	True	1,855
20	6.160	5.559	0.601	10.5%	0.157	2.7%	26%	False	False	2,120
40	6.160	4.970	1.190	20.8%	0.162	2.8%	63%	False	False	1,950

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	6.538
2.618	6.262
1.618	6.093
1.000	5.989
0.618	5.924
HIGH	5.820
0.618	5.755
0.500	5.736
0.382	5.716
LOW	5.651
0.618	5.547
1.000	5.482
1.618	5.378
2.618	5.209
4.250	4.933

Fisher Pivots for day following 11-Jan-2010
Pivot	1 day	3 day
R1	5.736	5.906
PP	5.729	5.842
S1	5.723	5.779

Download as Excel Spreadsheet

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

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