NYMEX Natural Gas Future May 2010

Trading Metrics calculated at close of trading on 24-Nov-2009

Day Change Summary
	Previous	Current
	23-Nov-2009	24-Nov-2009	Change	Change %	Previous Week
Open	5.064	5.025	-0.039	-0.8%	5.012
High	5.129	5.091	-0.038	-0.7%	5.215
Low	4.980	4.924	-0.056	-1.1%	4.805
Close	5.035	4.983	-0.052	-1.0%	4.993
Range	0.149	0.167	0.018	12.1%	0.410
ATR	0.173	0.173	0.000	-0.3%	0.000
Volume	2,559	2,441	-118	-4.6%	16,358

Daily Pivots for day following 24-Nov-2009
	Classic	Woodie	Camarilla	DeMark
R4	5.500	5.409	5.075
R3	5.333	5.242	5.029
R2	5.166	5.166	5.014
R1	5.075	5.075	4.998	5.037
PP	4.999	4.999	4.999	4.981
S1	4.908	4.908	4.968	4.870
S2	4.832	4.832	4.952
S3	4.665	4.741	4.937
S4	4.498	4.574	4.891

Weekly Pivots for week ending 20-Nov-2009
	Classic	Woodie	Camarilla	DeMark
R4	6.234	6.024	5.219
R3	5.824	5.614	5.106
R2	5.414	5.414	5.068
R1	5.204	5.204	5.031	5.104
PP	5.004	5.004	5.004	4.955
S1	4.794	4.794	4.955	4.694
S2	4.594	4.594	4.918
S3	4.184	4.384	4.880
S4	3.774	3.974	4.768

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5.129	4.805	0.324	6.5%	0.174	3.5%	55%	False	False	3,001
10	5.215	4.805	0.410	8.2%	0.157	3.1%	43%	False	False	3,224
20	5.702	4.805	0.897	18.0%	0.162	3.2%	20%	False	False	3,732
40	6.200	4.805	1.395	28.0%	0.161	3.2%	13%	False	False	3,075
60	6.200	4.805	1.395	28.0%	0.164	3.3%	13%	False	False	2,536
80	6.200	4.805	1.395	28.0%	0.144	2.9%	13%	False	False	2,063
100	6.200	4.805	1.395	28.0%	0.138	2.8%	13%	False	False	1,784

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	0.053
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	5.801
2.618	5.528
1.618	5.361
1.000	5.258
0.618	5.194
HIGH	5.091
0.618	5.027
0.500	5.008
0.382	4.988
LOW	4.924
0.618	4.821
1.000	4.757
1.618	4.654
2.618	4.487
4.250	4.214

Fisher Pivots for day following 24-Nov-2009
Pivot	1 day	3 day
R1	5.008	4.978
PP	4.999	4.974
S1	4.991	4.969

Download as Excel Spreadsheet

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

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