NYMEX Natural Gas Future June 2009

Trading Metrics calculated at close of trading on 24-Nov-2008

Day Change Summary
	Previous	Current
	21-Nov-2008	24-Nov-2008	Change	Change %	Previous Week
Open	6.700	6.807	0.107	1.6%	6.710
High	6.747	6.909	0.162	2.4%	6.994
Low	6.591	6.750	0.159	2.4%	6.565
Close	6.645	6.905	0.260	3.9%	6.645
Range	0.156	0.159	0.003	1.9%	0.429
ATR	0.261	0.261	0.000	0.1%	0.000
Volume	1,168	737	-431	-36.9%	8,558

Daily Pivots for day following 24-Nov-2008
	Classic	Woodie	Camarilla	DeMark
R4	7.332	7.277	6.992
R3	7.173	7.118	6.949
R2	7.014	7.014	6.934
R1	6.959	6.959	6.920	6.987
PP	6.855	6.855	6.855	6.868
S1	6.800	6.800	6.890	6.828
S2	6.696	6.696	6.876
S3	6.537	6.641	6.861
S4	6.378	6.482	6.818

Weekly Pivots for week ending 21-Nov-2008
	Classic	Woodie	Camarilla	DeMark
R4	8.022	7.762	6.881
R3	7.593	7.333	6.763
R2	7.164	7.164	6.724
R1	6.904	6.904	6.684	6.820
PP	6.735	6.735	6.735	6.692
S1	6.475	6.475	6.606	6.391
S2	6.306	6.306	6.566
S3	5.877	6.046	6.527
S4	5.448	5.617	6.409

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	6.994	6.565	0.429	6.2%	0.186	2.7%	79%	False	False	1,704
10	7.346	6.500	0.846	12.3%	0.237	3.4%	48%	False	False	1,398
20	7.599	6.500	1.099	15.9%	0.247	3.6%	37%	False	False	1,355
40	8.249	6.500	1.749	25.3%	0.216	3.1%	23%	False	False	1,249
60	8.545	6.500	2.045	29.6%	0.223	3.2%	20%	False	False	1,037
80	9.524	6.500	3.024	43.8%	0.225	3.3%	13%	False	False	930
100	11.770	6.500	5.270	76.3%	0.232	3.4%	8%	False	False	846

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	0.037
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	7.585
2.618	7.325
1.618	7.166
1.000	7.068
0.618	7.007
HIGH	6.909
0.618	6.848
0.500	6.830
0.382	6.811
LOW	6.750
0.618	6.652
1.000	6.591
1.618	6.493
2.618	6.334
4.250	6.074

Fisher Pivots for day following 24-Nov-2008
Pivot	1 day	3 day
R1	6.880	6.849
PP	6.855	6.793
S1	6.830	6.737

Download as Excel Spreadsheet

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

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