NYMEX Natural Gas Future September 2010

Trading Metrics calculated at close of trading on 25-Jan-2010

Day Change Summary
	Previous	Current
	22-Jan-2010	25-Jan-2010	Change	Change %	Previous Week
Open	5.912	5.879	-0.033	-0.6%	5.791
High	5.987	5.971	-0.016	-0.3%	5.987
Low	5.888	5.867	-0.021	-0.4%	5.728
Close	5.941	5.879	-0.062	-1.0%	5.941
Range	0.099	0.104	0.005	5.1%	0.259
ATR	0.184	0.178	-0.006	-3.1%	0.000
Volume	1,889	1,233	-656	-34.7%	7,850

Daily Pivots for day following 25-Jan-2010
	Classic	Woodie	Camarilla	DeMark
R4	6.218	6.152	5.936
R3	6.114	6.048	5.908
R2	6.010	6.010	5.898
R1	5.944	5.944	5.889	5.931
PP	5.906	5.906	5.906	5.899
S1	5.840	5.840	5.869	5.827
S2	5.802	5.802	5.860
S3	5.698	5.736	5.850
S4	5.594	5.632	5.822

Weekly Pivots for week ending 22-Jan-2010
	Classic	Woodie	Camarilla	DeMark
R4	6.662	6.561	6.083
R3	6.403	6.302	6.012
R2	6.144	6.144	5.988
R1	6.043	6.043	5.965	6.094
PP	5.885	5.885	5.885	5.911
S1	5.784	5.784	5.917	5.835
S2	5.626	5.626	5.894
S3	5.367	5.525	5.870
S4	5.108	5.266	5.799

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5.987	5.728	0.259	4.4%	0.110	1.9%	58%	False	False	1,816
10	5.990	5.651	0.339	5.8%	0.143	2.4%	67%	False	False	1,702
20	6.160	5.651	0.509	8.7%	0.149	2.5%	45%	False	False	1,796
40	6.160	4.970	1.190	20.2%	0.163	2.8%	76%	False	False	2,092

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	True
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.037
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	6.413
2.618	6.243
1.618	6.139
1.000	6.075
0.618	6.035
HIGH	5.971
0.618	5.931
0.500	5.919
0.382	5.907
LOW	5.867
0.618	5.803
1.000	5.763
1.618	5.699
2.618	5.595
4.250	5.425

Fisher Pivots for day following 25-Jan-2010
Pivot	1 day	3 day
R1	5.919	5.872
PP	5.906	5.865
S1	5.892	5.859

Download as Excel Spreadsheet

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

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