NYMEX Natural Gas Future December 2009

Trading Metrics calculated at close of trading on 06-Nov-2009

Day Change Summary
	Previous	Current
	05-Nov-2009	06-Nov-2009	Change	Change %	Previous Week
Open	4.732	4.815	0.083	1.8%	5.034
High	4.882	4.827	-0.055	-1.1%	5.115
Low	4.676	4.555	-0.121	-2.6%	4.555
Close	4.782	4.595	-0.187	-3.9%	4.595
Range	0.206	0.272	0.066	32.0%	0.560
ATR	0.251	0.253	0.001	0.6%	0.000
Volume	87,098	103,521	16,423	18.9%	500,679

Daily Pivots for day following 06-Nov-2009
	Classic	Woodie	Camarilla	DeMark
R4	5.475	5.307	4.745
R3	5.203	5.035	4.670
R2	4.931	4.931	4.645
R1	4.763	4.763	4.620	4.711
PP	4.659	4.659	4.659	4.633
S1	4.491	4.491	4.570	4.439
S2	4.387	4.387	4.545
S3	4.115	4.219	4.520
S4	3.843	3.947	4.445

Weekly Pivots for week ending 06-Nov-2009
	Classic	Woodie	Camarilla	DeMark
R4	6.435	6.075	4.903
R3	5.875	5.515	4.749
R2	5.315	5.315	4.698
R1	4.955	4.955	4.646	4.855
PP	4.755	4.755	4.755	4.705
S1	4.395	4.395	4.544	4.295
S2	4.195	4.195	4.492
S3	3.635	3.835	4.441
S4	3.075	3.275	4.287

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5.115	4.555	0.560	12.2%	0.246	5.3%	7%	False	True	100,135
10	5.458	4.555	0.903	19.7%	0.249	5.4%	4%	False	True	91,571
20	5.989	4.555	1.434	31.2%	0.259	5.6%	3%	False	True	84,157
40	5.989	4.555	1.434	31.2%	0.256	5.6%	3%	False	True	57,097
60	5.989	4.340	1.649	35.9%	0.231	5.0%	15%	False	False	42,672
80	5.989	4.340	1.649	35.9%	0.220	4.8%	15%	False	False	33,546
100	6.000	4.340	1.660	36.1%	0.207	4.5%	15%	False	False	27,634
120	6.170	4.340	1.830	39.8%	0.209	4.5%	14%	False	False	23,666

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	0.054
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	5.983
2.618	5.539
1.618	5.267
1.000	5.099
0.618	4.995
HIGH	4.827
0.618	4.723
0.500	4.691
0.382	4.659
LOW	4.555
0.618	4.387
1.000	4.283
1.618	4.115
2.618	3.843
4.250	3.399

Fisher Pivots for day following 06-Nov-2009
Pivot	1 day	3 day
R1	4.691	4.770
PP	4.659	4.711
S1	4.627	4.653

Download as Excel Spreadsheet

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

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