NYMEX Natural Gas Future December 2009

Trading Metrics calculated at close of trading on 20-Nov-2009

Day Change Summary
	Previous	Current
	19-Nov-2009	20-Nov-2009	Change	Change %	Previous Week
Open	4.274	4.350	0.076	1.8%	4.440
High	4.364	4.450	0.086	2.0%	4.734
Low	4.157	4.220	0.063	1.5%	4.157
Close	4.342	4.424	0.082	1.9%	4.424
Range	0.207	0.230	0.023	11.1%	0.577
ATR	0.239	0.238	-0.001	-0.3%	0.000
Volume	129,886	112,400	-17,486	-13.5%	651,401

Daily Pivots for day following 20-Nov-2009
	Classic	Woodie	Camarilla	DeMark
R4	5.055	4.969	4.551
R3	4.825	4.739	4.487
R2	4.595	4.595	4.466
R1	4.509	4.509	4.445	4.552
PP	4.365	4.365	4.365	4.386
S1	4.279	4.279	4.403	4.322
S2	4.135	4.135	4.382
S3	3.905	4.049	4.361
S4	3.675	3.819	4.298

Weekly Pivots for week ending 20-Nov-2009
	Classic	Woodie	Camarilla	DeMark
R4	6.169	5.874	4.741
R3	5.592	5.297	4.583
R2	5.015	5.015	4.530
R1	4.720	4.720	4.477	4.579
PP	4.438	4.438	4.438	4.368
S1	4.143	4.143	4.371	4.002
S2	3.861	3.861	4.318
S3	3.284	3.566	4.265
S4	2.707	2.989	4.107

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.734	4.157	0.577	13.0%	0.257	5.8%	46%	False	False	130,280
10	4.734	4.157	0.577	13.0%	0.219	5.0%	46%	False	False	113,705
20	5.458	4.157	1.301	29.4%	0.234	5.3%	21%	False	False	102,638
40	5.989	4.157	1.832	41.4%	0.248	5.6%	15%	False	False	79,846
60	5.989	4.157	1.832	41.4%	0.246	5.6%	15%	False	False	60,084
80	5.989	4.157	1.832	41.4%	0.225	5.1%	15%	False	False	47,226
100	5.989	4.157	1.832	41.4%	0.213	4.8%	15%	False	False	38,638
120	6.170	4.157	2.013	45.5%	0.207	4.7%	13%	False	False	32,828

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	0.063
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	5.428
2.618	5.052
1.618	4.822
1.000	4.680
0.618	4.592
HIGH	4.450
0.618	4.362
0.500	4.335
0.382	4.308
LOW	4.220
0.618	4.078
1.000	3.990
1.618	3.848
2.618	3.618
4.250	3.243

Fisher Pivots for day following 20-Nov-2009
Pivot	1 day	3 day
R1	4.394	4.405
PP	4.365	4.386
S1	4.335	4.368

Download as Excel Spreadsheet

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

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