NYMEX Natural Gas Future December 2009

Trading Metrics calculated at close of trading on 30-Oct-2009

Day Change Summary
	Previous	Current
	29-Oct-2009	30-Oct-2009	Change	Change %	Previous Week
Open	5.066	5.094	0.028	0.6%	5.449
High	5.129	5.271	0.142	2.8%	5.458
Low	4.941	4.952	0.011	0.2%	4.941
Close	5.062	5.045	-0.017	-0.3%	5.045
Range	0.188	0.319	0.131	69.7%	0.517
ATR	0.251	0.256	0.005	1.9%	0.000
Volume	111,265	95,094	-16,171	-14.5%	415,038

Daily Pivots for day following 30-Oct-2009
	Classic	Woodie	Camarilla	DeMark
R4	6.046	5.865	5.220
R3	5.727	5.546	5.133
R2	5.408	5.408	5.103
R1	5.227	5.227	5.074	5.158
PP	5.089	5.089	5.089	5.055
S1	4.908	4.908	5.016	4.839
S2	4.770	4.770	4.987
S3	4.451	4.589	4.957
S4	4.132	4.270	4.870

Weekly Pivots for week ending 30-Oct-2009
	Classic	Woodie	Camarilla	DeMark
R4	6.699	6.389	5.329
R3	6.182	5.872	5.187
R2	5.665	5.665	5.140
R1	5.355	5.355	5.092	5.252
PP	5.148	5.148	5.148	5.096
S1	4.838	4.838	4.998	4.735
S2	4.631	4.631	4.950
S3	4.114	4.321	4.903
S4	3.597	3.804	4.761

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5.458	4.941	0.517	10.2%	0.252	5.0%	20%	False	False	83,007
10	5.989	4.941	1.048	20.8%	0.245	4.9%	10%	False	False	82,837
20	5.989	4.941	1.048	20.8%	0.256	5.1%	10%	False	False	69,744
40	5.989	4.340	1.649	32.7%	0.264	5.2%	43%	False	False	47,313
60	5.989	4.340	1.649	32.7%	0.221	4.4%	43%	False	False	34,998
80	5.989	4.340	1.649	32.7%	0.216	4.3%	43%	False	False	27,557
100	6.170	4.340	1.830	36.3%	0.205	4.1%	39%	False	False	22,833
120	6.170	4.340	1.830	36.3%	0.206	4.1%	39%	False	False	19,615

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	0.058
Widest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	6.627
2.618	6.106
1.618	5.787
1.000	5.590
0.618	5.468
HIGH	5.271
0.618	5.149
0.500	5.112
0.382	5.074
LOW	4.952
0.618	4.755
1.000	4.633
1.618	4.436
2.618	4.117
4.250	3.596

Fisher Pivots for day following 30-Oct-2009
Pivot	1 day	3 day
R1	5.112	5.147
PP	5.089	5.113
S1	5.067	5.079

Download as Excel Spreadsheet

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

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