NYMEX Natural Gas Future March 2010

Trading Metrics calculated at close of trading on 18-Nov-2009

Day Change Summary
	Previous	Current
	17-Nov-2009	18-Nov-2009	Change	Change %	Previous Week
Open	5.100	5.046	-0.054	-1.1%	5.051
High	5.161	5.047	-0.114	-2.2%	5.132
Low	4.986	4.770	-0.216	-4.3%	4.790
Close	5.015	4.797	-0.218	-4.3%	4.900
Range	0.175	0.277	0.102	58.3%	0.342
ATR	0.198	0.204	0.006	2.8%	0.000
Volume	12,532	10,649	-1,883	-15.0%	70,887

Daily Pivots for day following 18-Nov-2009
	Classic	Woodie	Camarilla	DeMark
R4	5.702	5.527	4.949
R3	5.425	5.250	4.873
R2	5.148	5.148	4.848
R1	4.973	4.973	4.822	4.922
PP	4.871	4.871	4.871	4.846
S1	4.696	4.696	4.772	4.645
S2	4.594	4.594	4.746
S3	4.317	4.419	4.721
S4	4.040	4.142	4.645

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	5.161	4.770	0.391	8.2%	0.196	4.1%	7%	False	True	12,102
10	5.254	4.770	0.484	10.1%	0.186	3.9%	6%	False	True	13,104
20	6.137	4.770	1.367	28.5%	0.204	4.2%	2%	False	True	11,071
40	6.242	4.770	1.472	30.7%	0.205	4.3%	2%	False	True	9,217
60	6.242	4.733	1.509	31.5%	0.201	4.2%	4%	False	False	7,918
80	6.242	4.733	1.509	31.5%	0.184	3.8%	4%	False	False	6,721
100	6.242	4.733	1.509	31.5%	0.174	3.6%	4%	False	False	5,903

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	True
Bear Hook	False
Bull Hook	False
Stretch	0.037
Widest range in 12 trading days

Fibonacci Retracements and Extensions
4.250	6.224
2.618	5.772
1.618	5.495
1.000	5.324
0.618	5.218
HIGH	5.047
0.618	4.941
0.500	4.909
0.382	4.876
LOW	4.770
0.618	4.599
1.000	4.493
1.618	4.322
2.618	4.045
4.250	3.593

Fisher Pivots for day following 18-Nov-2009
Pivot	1 day	3 day
R1	4.909	4.966
PP	4.871	4.909
S1	4.834	4.853

Download as Excel Spreadsheet

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

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