NYMEX Natural Gas Future July 2010

Trading Metrics calculated at close of trading on 11-Nov-2009

Day Change Summary
	Previous	Current
	10-Nov-2009	11-Nov-2009	Change	Change %	Previous Week
Open	5.310	5.250	-0.060	-1.1%	5.645
High	5.310	5.321	0.011	0.2%	5.645
Low	5.220	5.231	0.011	0.2%	5.282
Close	5.249	5.283	0.034	0.6%	5.314
Range	0.090	0.090	0.000	0.0%	0.363
ATR	0.172	0.166	-0.006	-3.4%	0.000
Volume	1,597	1,069	-528	-33.1%	8,837

Daily Pivots for day following 11-Nov-2009
	Classic	Woodie	Camarilla	DeMark
R4	5.548	5.506	5.333
R3	5.458	5.416	5.308
R2	5.368	5.368	5.300
R1	5.326	5.326	5.291	5.347
PP	5.278	5.278	5.278	5.289
S1	5.236	5.236	5.275	5.257
S2	5.188	5.188	5.267
S3	5.098	5.146	5.258
S4	5.008	5.056	5.234

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	5.501	5.220	0.281	5.3%	0.123	2.3%	22%	False	False	1,463
10	5.854	5.220	0.634	12.0%	0.140	2.7%	10%	False	False	1,813

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	False
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	0.031

Fibonacci Retracements and Extensions
4.250	5.704
2.618	5.557
1.618	5.467
1.000	5.411
0.618	5.377
HIGH	5.321
0.618	5.287
0.500	5.276
0.382	5.265
LOW	5.231
0.618	5.175
1.000	5.141
1.618	5.085
2.618	4.995
4.250	4.849

Fisher Pivots for day following 11-Nov-2009
Pivot	1 day	3 day
R1	5.281	5.325
PP	5.278	5.311
S1	5.276	5.297

Download as Excel Spreadsheet

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

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