NYMEX Natural Gas Future December 2009

Trading Metrics calculated at close of trading on 10-Nov-2009

Day Change Summary
	Previous	Current
	09-Nov-2009	10-Nov-2009	Change	Change %	Previous Week
Open	4.545	4.635	0.090	2.0%	5.034
High	4.690	4.665	-0.025	-0.5%	5.115
Low	4.473	4.436	-0.037	-0.8%	4.555
Close	4.670	4.467	-0.203	-4.3%	4.595
Range	0.217	0.229	0.012	5.5%	0.560
ATR	0.250	0.249	-0.001	-0.5%	0.000
Volume	448	105,091	104,643	23,357.8%	500,679

Daily Pivots for day following 10-Nov-2009
	Classic	Woodie	Camarilla	DeMark
R4	5.210	5.067	4.593
R3	4.981	4.838	4.530
R2	4.752	4.752	4.509
R1	4.609	4.609	4.488	4.566
PP	4.523	4.523	4.523	4.501
S1	4.380	4.380	4.446	4.337
S2	4.294	4.294	4.425
S3	4.065	4.151	4.404
S4	3.836	3.922	4.341

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	4.984	4.436	0.548	12.3%	0.240	5.4%	6%	False	True	78,361
10	5.352	4.436	0.916	20.5%	0.248	5.6%	3%	False	True	88,294
20	5.989	4.436	1.553	34.8%	0.251	5.6%	2%	False	True	84,951
40	5.989	4.436	1.553	34.8%	0.254	5.7%	2%	False	True	58,477
60	5.989	4.340	1.649	36.9%	0.234	5.2%	8%	False	False	44,052
80	5.989	4.340	1.649	36.9%	0.221	4.9%	8%	False	False	34,754
100	5.989	4.340	1.649	36.9%	0.207	4.6%	8%	False	False	28,625
120	6.170	4.340	1.830	41.0%	0.209	4.7%	7%	False	False	24,474

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	0.060
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	5.638
2.618	5.265
1.618	5.036
1.000	4.894
0.618	4.807
HIGH	4.665
0.618	4.578
0.500	4.551
0.382	4.523
LOW	4.436
0.618	4.294
1.000	4.207
1.618	4.065
2.618	3.836
4.250	3.463

Fisher Pivots for day following 10-Nov-2009
Pivot	1 day	3 day
R1	4.551	4.632
PP	4.523	4.577
S1	4.495	4.522

Download as Excel Spreadsheet

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

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