NYMEX Natural Gas Future August 2010

Trading Metrics calculated at close of trading on 29-Jan-2010

Day Change Summary
	Previous	Current
	28-Jan-2010	29-Jan-2010	Change	Change %	Previous Week
Open	5.476	5.455	-0.021	-0.4%	5.870
High	5.500	5.517	0.017	0.3%	5.940
Low	5.390	5.370	-0.020	-0.4%	5.370
Close	5.404	5.390	-0.014	-0.3%	5.390
Range	0.110	0.147	0.037	33.6%	0.570
ATR	0.185	0.183	-0.003	-1.5%	0.000
Volume	3,097	2,534	-563	-18.2%	13,059

Daily Pivots for day following 29-Jan-2010
	Classic	Woodie	Camarilla	DeMark
R4	5.867	5.775	5.471
R3	5.720	5.628	5.430
R2	5.573	5.573	5.417
R1	5.481	5.481	5.403	5.454
PP	5.426	5.426	5.426	5.412
S1	5.334	5.334	5.377	5.307
S2	5.279	5.279	5.363
S3	5.132	5.187	5.350
S4	4.985	5.040	5.309

Weekly Pivots for week ending 29-Jan-2010
	Classic	Woodie	Camarilla	DeMark
R4	7.277	6.903	5.704
R3	6.707	6.333	5.547
R2	6.137	6.137	5.495
R1	5.763	5.763	5.442	5.665
PP	5.567	5.567	5.567	5.518
S1	5.193	5.193	5.338	5.095
S2	4.997	4.997	5.286
S3	4.427	4.623	5.233
S4	3.857	4.053	5.077

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5.940	5.370	0.570	10.6%	0.136	2.5%	4%	False	True	2,611
10	5.951	5.370	0.581	10.8%	0.126	2.3%	3%	False	True	2,210
20	6.111	5.370	0.741	13.7%	0.156	2.9%	3%	False	True	2,525
40	6.111	4.920	1.191	22.1%	0.169	3.1%	39%	False	False	2,742

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.032
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	6.142
2.618	5.902
1.618	5.755
1.000	5.664
0.618	5.608
HIGH	5.517
0.618	5.461
0.500	5.444
0.382	5.426
LOW	5.370
0.618	5.279
1.000	5.223
1.618	5.132
2.618	4.985
4.250	4.745

Fisher Pivots for day following 29-Jan-2010
Pivot	1 day	3 day
R1	5.444	5.490
PP	5.426	5.457
S1	5.408	5.423

Download as Excel Spreadsheet

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

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