NYMEX Natural Gas Future November 2009

Trading Metrics calculated at close of trading on 22-Oct-2009

Day Change Summary
	Previous	Current
	21-Oct-2009	22-Oct-2009	Change	Change %	Previous Week
Open	5.172	5.095	-0.077	-1.5%	4.781
High	5.318	5.214	-0.104	-2.0%	4.972
Low	5.070	4.908	-0.162	-3.2%	4.355
Close	5.100	4.947	-0.153	-3.0%	4.781
Range	0.248	0.306	0.058	23.4%	0.617
ATR	0.292	0.293	0.001	0.3%	0.000
Volume	151,129	145,427	-5,702	-3.8%	720,591

Daily Pivots for day following 22-Oct-2009
	Classic	Woodie	Camarilla	DeMark
R4	5.941	5.750	5.115
R3	5.635	5.444	5.031
R2	5.329	5.329	5.003
R1	5.138	5.138	4.975	5.081
PP	5.023	5.023	5.023	4.994
S1	4.832	4.832	4.919	4.775
S2	4.717	4.717	4.891
S3	4.411	4.526	4.863
S4	4.105	4.220	4.779

Weekly Pivots for week ending 16-Oct-2009
	Classic	Woodie	Camarilla	DeMark
R4	6.554	6.284	5.120
R3	5.937	5.667	4.951
R2	5.320	5.320	4.894
R1	5.050	5.050	4.838	5.090
PP	4.703	4.703	4.703	4.722
S1	4.433	4.433	4.724	4.473
S2	4.086	4.086	4.668
S3	3.469	3.816	4.611
S4	2.852	3.199	4.442

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5.318	4.437	0.881	17.8%	0.316	6.4%	58%	False	False	150,511
10	5.318	4.355	0.963	19.5%	0.297	6.0%	61%	False	False	146,906
20	5.318	4.351	0.967	19.5%	0.297	6.0%	62%	False	False	138,176
40	5.318	3.491	1.827	36.9%	0.290	5.9%	80%	False	False	98,927
60	5.318	3.491	1.827	36.9%	0.252	5.1%	80%	False	False	72,064
80	5.318	3.491	1.827	36.9%	0.229	4.6%	80%	False	False	55,377
100	5.515	3.491	2.024	40.9%	0.220	4.5%	72%	False	False	45,086
120	5.523	3.491	2.032	41.1%	0.219	4.4%	72%	False	False	38,164

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	0.064
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	6.515
2.618	6.015
1.618	5.709
1.000	5.520
0.618	5.403
HIGH	5.214
0.618	5.097
0.500	5.061
0.382	5.025
LOW	4.908
0.618	4.719
1.000	4.602
1.618	4.413
2.618	4.107
4.250	3.608

Fisher Pivots for day following 22-Oct-2009
Pivot	1 day	3 day
R1	5.061	5.087
PP	5.023	5.040
S1	4.985	4.994

Download as Excel Spreadsheet

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

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