NYMEX Natural Gas Future August 2009

Trading Metrics calculated at close of trading on 26-Nov-2008

Day Change Summary
	Previous	Current
	25-Nov-2008	26-Nov-2008	Change	Change %	Previous Week
Open	6.940	6.830	-0.110	-1.6%	7.012
High	6.940	7.153	0.213	3.1%	7.211
Low	6.760	6.781	0.021	0.3%	6.805
Close	6.783	7.146	0.363	5.4%	6.877
Range	0.180	0.372	0.192	106.7%	0.406
ATR
Volume	724	669	-55	-7.6%	4,491

Daily Pivots for day following 26-Nov-2008
	Classic	Woodie	Camarilla	DeMark
R4	8.143	8.016	7.351
R3	7.771	7.644	7.248
R2	7.399	7.399	7.214
R1	7.272	7.272	7.180	7.336
PP	7.027	7.027	7.027	7.058
S1	6.900	6.900	7.112	6.964
S2	6.655	6.655	7.078
S3	6.283	6.528	7.044
S4	5.911	6.156	6.941

Weekly Pivots for week ending 21-Nov-2008
	Classic	Woodie	Camarilla	DeMark
R4	8.182	7.936	7.100
R3	7.776	7.530	6.989
R2	7.370	7.370	6.951
R1	7.124	7.124	6.914	7.044
PP	6.964	6.964	6.964	6.925
S1	6.718	6.718	6.840	6.638
S2	6.558	6.558	6.803
S3	6.152	6.312	6.765
S4	5.746	5.906	6.654

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	7.153	6.760	0.393	5.5%	0.201	2.8%	98%	True	False	845
10	7.211	6.744	0.467	6.5%	0.199	2.8%	86%	False	False	830

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.048
Widest range in 12 trading days

Fibonacci Retracements and Extensions
4.250	8.734
2.618	8.127
1.618	7.755
1.000	7.525
0.618	7.383
HIGH	7.153
0.618	7.011
0.500	6.967
0.382	6.923
LOW	6.781
0.618	6.551
1.000	6.409
1.618	6.179
2.618	5.807
4.250	5.200

Fisher Pivots for day following 26-Nov-2008
Pivot	1 day	3 day
R1	7.086	7.083
PP	7.027	7.020
S1	6.967	6.957

Download as Excel Spreadsheet

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

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