NYMEX Natural Gas Future December 2009

Trading Metrics calculated at close of trading on 13-Nov-2009

Day Change Summary
	Previous	Current
	12-Nov-2009	13-Nov-2009	Change	Change %	Previous Week
Open	4.490	4.385	-0.105	-2.3%	4.545
High	4.517	4.459	-0.058	-1.3%	4.690
Low	4.357	4.287	-0.070	-1.6%	4.287
Close	4.370	4.392	0.022	0.5%	4.392
Range	0.160	0.172	0.012	7.5%	0.403
ATR	0.235	0.231	-0.005	-1.9%	0.000
Volume	117,787	128,038	10,251	8.7%	485,651

Daily Pivots for day following 13-Nov-2009
	Classic	Woodie	Camarilla	DeMark
R4	4.895	4.816	4.487
R3	4.723	4.644	4.439
R2	4.551	4.551	4.424
R1	4.472	4.472	4.408	4.512
PP	4.379	4.379	4.379	4.399
S1	4.300	4.300	4.376	4.340
S2	4.207	4.207	4.360
S3	4.035	4.128	4.345
S4	3.863	3.956	4.297

Weekly Pivots for week ending 13-Nov-2009
	Classic	Woodie	Camarilla	DeMark
R4	5.665	5.432	4.614
R3	5.262	5.029	4.503
R2	4.859	4.859	4.466
R1	4.626	4.626	4.429	4.541
PP	4.456	4.456	4.456	4.414
S1	4.223	4.223	4.355	4.138
S2	4.053	4.053	4.318
S3	3.650	3.820	4.281
S4	3.247	3.417	4.170

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.690	4.287	0.403	9.2%	0.182	4.1%	26%	False	True	97,130
10	5.115	4.287	0.828	18.9%	0.214	4.9%	13%	False	True	98,633
20	5.989	4.287	1.702	38.8%	0.230	5.2%	6%	False	True	90,735
40	5.989	4.287	1.702	38.8%	0.242	5.5%	6%	False	True	65,907
60	5.989	4.287	1.702	38.8%	0.235	5.4%	6%	False	True	49,988
80	5.989	4.287	1.702	38.8%	0.219	5.0%	6%	False	True	39,338
100	5.989	4.287	1.702	38.8%	0.207	4.7%	6%	False	True	32,266
120	6.170	4.287	1.883	42.9%	0.208	4.7%	6%	False	True	27,573

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	0.051
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	5.190
2.618	4.909
1.618	4.737
1.000	4.631
0.618	4.565
HIGH	4.459
0.618	4.393
0.500	4.373
0.382	4.353
LOW	4.287
0.618	4.181
1.000	4.115
1.618	4.009
2.618	3.837
4.250	3.556

Fisher Pivots for day following 13-Nov-2009
Pivot	1 day	3 day
R1	4.386	4.427
PP	4.379	4.415
S1	4.373	4.404

Download as Excel Spreadsheet

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

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