NYMEX Natural Gas Future December 2009

Trading Metrics calculated at close of trading on 16-Nov-2009

Day Change Summary
	Previous	Current
	13-Nov-2009	16-Nov-2009	Change	Change %	Previous Week
Open	4.385	4.440	0.055	1.3%	4.545
High	4.459	4.656	0.197	4.4%	4.690
Low	4.287	4.382	0.095	2.2%	4.287
Close	4.392	4.614	0.222	5.1%	4.392
Range	0.172	0.274	0.102	59.3%	0.403
ATR	0.231	0.234	0.003	1.3%	0.000
Volume	128,038	140,113	12,075	9.4%	485,651

Daily Pivots for day following 16-Nov-2009
	Classic	Woodie	Camarilla	DeMark
R4	5.373	5.267	4.765
R3	5.099	4.993	4.689
R2	4.825	4.825	4.664
R1	4.719	4.719	4.639	4.772
PP	4.551	4.551	4.551	4.577
S1	4.445	4.445	4.589	4.498
S2	4.277	4.277	4.564
S3	4.003	4.171	4.539
S4	3.729	3.897	4.463

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	4.665	4.287	0.378	8.2%	0.194	4.2%	87%	False	False	125,063
10	4.984	4.287	0.697	15.1%	0.212	4.6%	47%	False	False	101,014
20	5.989	4.287	1.702	36.9%	0.232	5.0%	19%	False	False	92,850
40	5.989	4.287	1.702	36.9%	0.244	5.3%	19%	False	False	68,887
60	5.989	4.287	1.702	36.9%	0.238	5.2%	19%	False	False	52,113
80	5.989	4.287	1.702	36.9%	0.221	4.8%	19%	False	False	41,021
100	5.989	4.287	1.702	36.9%	0.208	4.5%	19%	False	False	33,637
120	6.170	4.287	1.883	40.8%	0.208	4.5%	17%	False	False	28,709

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	0.049
Widest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	5.821
2.618	5.373
1.618	5.099
1.000	4.930
0.618	4.825
HIGH	4.656
0.618	4.551
0.500	4.519
0.382	4.487
LOW	4.382
0.618	4.213
1.000	4.108
1.618	3.939
2.618	3.665
4.250	3.218

Fisher Pivots for day following 16-Nov-2009
Pivot	1 day	3 day
R1	4.582	4.567
PP	4.551	4.519
S1	4.519	4.472

Download as Excel Spreadsheet

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

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