NYMEX Natural Gas Future July 2010

Trading Metrics calculated at close of trading on 17-Nov-2009

Day Change Summary
	Previous	Current
	16-Nov-2009	17-Nov-2009	Change	Change %	Previous Week
Open	5.214	5.281	0.067	1.3%	5.308
High	5.364	5.413	0.049	0.9%	5.430
Low	5.140	5.255	0.115	2.2%	5.090
Close	5.338	5.281	-0.057	-1.1%	5.165
Range	0.224	0.158	-0.066	-29.5%	0.340
ATR	0.164	0.164	0.000	-0.3%	0.000
Volume	1,201	1,232	31	2.6%	6,567

Daily Pivots for day following 17-Nov-2009
	Classic	Woodie	Camarilla	DeMark
R4	5.790	5.694	5.368
R3	5.632	5.536	5.324
R2	5.474	5.474	5.310
R1	5.378	5.378	5.295	5.360
PP	5.316	5.316	5.316	5.308
S1	5.220	5.220	5.267	5.202
S2	5.158	5.158	5.252
S3	5.000	5.062	5.238
S4	4.842	4.904	5.194

Weekly Pivots for week ending 13-Nov-2009
	Classic	Woodie	Camarilla	DeMark
R4	6.248	6.047	5.352
R3	5.908	5.707	5.259
R2	5.568	5.568	5.227
R1	5.367	5.367	5.196	5.298
PP	5.228	5.228	5.228	5.194
S1	5.027	5.027	5.134	4.958
S2	4.888	4.888	5.103
S3	4.548	4.687	5.072
S4	4.208	4.347	4.978

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5.413	5.090	0.323	6.1%	0.131	2.5%	59%	True	False	1,106
10	5.501	5.090	0.411	7.8%	0.128	2.4%	46%	False	False	1,269

Crabel Price Patterns
NR	True
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	0.029
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	6.085
2.618	5.827
1.618	5.669
1.000	5.571
0.618	5.511
HIGH	5.413
0.618	5.353
0.500	5.334
0.382	5.315
LOW	5.255
0.618	5.157
1.000	5.097
1.618	4.999
2.618	4.841
4.250	4.584

Fisher Pivots for day following 17-Nov-2009
Pivot	1 day	3 day
R1	5.334	5.271
PP	5.316	5.261
S1	5.299	5.252

Download as Excel Spreadsheet

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

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