NYMEX Natural Gas Future July 2010

Trading Metrics calculated at close of trading on 09-Nov-2009

Day Change Summary
	Previous	Current
	06-Nov-2009	09-Nov-2009	Change	Change %	Previous Week
Open	5.334	5.308	-0.026	-0.5%	5.645
High	5.367	5.430	0.063	1.2%	5.645
Low	5.282	5.230	-0.052	-1.0%	5.282
Close	5.314	5.407	0.093	1.8%	5.314
Range	0.085	0.200	0.115	135.3%	0.363
ATR	0.000	0.170	0.170		0.000
Volume	1,235	1,872	637	51.6%	8,837

Daily Pivots for day following 09-Nov-2009
	Classic	Woodie	Camarilla	DeMark
R4	5.956	5.881	5.517
R3	5.756	5.681	5.462
R2	5.556	5.556	5.444
R1	5.481	5.481	5.425	5.519
PP	5.356	5.356	5.356	5.374
S1	5.281	5.281	5.389	5.319
S2	5.156	5.156	5.370
S3	4.956	5.081	5.352
S4	4.756	4.881	5.297

Weekly Pivots for week ending 06-Nov-2009
	Classic	Woodie	Camarilla	DeMark
R4	6.503	6.271	5.514
R3	6.140	5.908	5.414
R2	5.777	5.777	5.381
R1	5.545	5.545	5.347	5.480
PP	5.414	5.414	5.414	5.381
S1	5.182	5.182	5.281	5.117
S2	5.051	5.051	5.247
S3	4.688	4.819	5.214
S4	4.325	4.456	5.114

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5.532	5.230	0.302	5.6%	0.132	2.4%	59%	False	True	1,740
10	5.868	5.230	0.638	11.8%	0.148	2.7%	28%	False	True	1,758

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.033
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	6.280
2.618	5.954
1.618	5.754
1.000	5.630
0.618	5.554
HIGH	5.430
0.618	5.354
0.500	5.330
0.382	5.306
LOW	5.230
0.618	5.106
1.000	5.030
1.618	4.906
2.618	4.706
4.250	4.380

Fisher Pivots for day following 09-Nov-2009
Pivot	1 day	3 day
R1	5.381	5.393
PP	5.356	5.379
S1	5.330	5.366

Download as Excel Spreadsheet

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

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