NYMEX Natural Gas Future July 2010

Trading Metrics calculated at close of trading on 12-Nov-2009

Day Change Summary
	Previous	Current
	11-Nov-2009	12-Nov-2009	Change	Change %	Previous Week
Open	5.250	5.154	-0.096	-1.8%	5.645
High	5.321	5.227	-0.094	-1.8%	5.645
Low	5.231	5.150	-0.081	-1.5%	5.282
Close	5.283	5.154	-0.129	-2.4%	5.314
Range	0.090	0.077	-0.013	-14.4%	0.363
ATR	0.166	0.163	-0.002	-1.4%	0.000
Volume	1,069	975	-94	-8.8%	8,837

Daily Pivots for day following 12-Nov-2009
	Classic	Woodie	Camarilla	DeMark
R4	5.408	5.358	5.196
R3	5.331	5.281	5.175
R2	5.254	5.254	5.168
R1	5.204	5.204	5.161	5.193
PP	5.177	5.177	5.177	5.171
S1	5.127	5.127	5.147	5.116
S2	5.100	5.100	5.140
S3	5.023	5.050	5.133
S4	4.946	4.973	5.112

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	5.430	5.150	0.280	5.4%	0.108	2.1%	1%	False	True	1,349
10	5.854	5.150	0.704	13.7%	0.135	2.6%	1%	False	True	1,663

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.027
Narrowest range in 12 trading days

Fibonacci Retracements and Extensions
4.250	5.554
2.618	5.429
1.618	5.352
1.000	5.304
0.618	5.275
HIGH	5.227
0.618	5.198
0.500	5.189
0.382	5.179
LOW	5.150
0.618	5.102
1.000	5.073
1.618	5.025
2.618	4.948
4.250	4.823

Fisher Pivots for day following 12-Nov-2009
Pivot	1 day	3 day
R1	5.189	5.236
PP	5.177	5.208
S1	5.166	5.181

Download as Excel Spreadsheet

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

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