NYMEX Natural Gas Future March 2010

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	4.891	4.944	0.053	1.1%	5.051
High	4.938	5.105	0.167	3.4%	5.132
Low	4.790	4.869	0.079	1.6%	4.790
Close	4.900	5.081	0.181	3.7%	4.900
Range	0.148	0.236	0.088	59.5%	0.342
ATR	0.197	0.200	0.003	1.4%	0.000
Volume	15,262	12,439	-2,823	-18.5%	70,887

Daily Pivots for day following 16-Nov-2009
	Classic	Woodie	Camarilla	DeMark
R4	5.726	5.640	5.211
R3	5.490	5.404	5.146
R2	5.254	5.254	5.124
R1	5.168	5.168	5.103	5.211
PP	5.018	5.018	5.018	5.040
S1	4.932	4.932	5.059	4.975
S2	4.782	4.782	5.038
S3	4.546	4.696	5.016
S4	4.310	4.460	4.951

Weekly Pivots for week ending 13-Nov-2009
	Classic	Woodie	Camarilla	DeMark
R4	5.967	5.775	5.088
R3	5.625	5.433	4.994
R2	5.283	5.283	4.963
R1	5.091	5.091	4.931	5.016
PP	4.941	4.941	4.941	4.903
S1	4.749	4.749	4.869	4.674
S2	4.599	4.599	4.837
S3	4.257	4.407	4.806
S4	3.915	4.065	4.712

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5.105	4.790	0.315	6.2%	0.162	3.2%	92%	True	False	13,575
10	5.330	4.790	0.540	10.6%	0.178	3.5%	54%	False	False	12,853
20	6.242	4.790	1.452	28.6%	0.198	3.9%	20%	False	False	10,581
40	6.242	4.790	1.452	28.6%	0.202	4.0%	20%	False	False	8,816
60	6.242	4.733	1.509	29.7%	0.197	3.9%	23%	False	False	7,722
80	6.242	4.733	1.509	29.7%	0.180	3.6%	23%	False	False	6,468
100	6.242	4.733	1.509	29.7%	0.171	3.4%	23%	False	False	5,692

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	0.045
Widest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	6.108
2.618	5.723
1.618	5.487
1.000	5.341
0.618	5.251
HIGH	5.105
0.618	5.015
0.500	4.987
0.382	4.959
LOW	4.869
0.618	4.723
1.000	4.633
1.618	4.487
2.618	4.251
4.250	3.866

Fisher Pivots for day following 16-Nov-2009
Pivot	1 day	3 day
R1	5.050	5.037
PP	5.018	4.992
S1	4.987	4.948

Download as Excel Spreadsheet

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

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