NYMEX Natural Gas Future July 2010

Trading Metrics calculated at close of trading on 25-Nov-2009

Day Change Summary
	Previous	Current
	24-Nov-2009	25-Nov-2009	Change	Change %	Previous Week
Open	5.225	5.227	0.002	0.0%	5.214
High	5.270	5.513	0.243	4.6%	5.413
Low	5.120	5.227	0.107	2.1%	5.020
Close	5.171	5.507	0.336	6.5%	5.198
Range	0.150	0.286	0.136	90.7%	0.393
ATR	0.164	0.177	0.013	7.7%	0.000
Volume	1,039	1,928	889	85.6%	6,169

Daily Pivots for day following 25-Nov-2009
	Classic	Woodie	Camarilla	DeMark
R4	6.274	6.176	5.664
R3	5.988	5.890	5.586
R2	5.702	5.702	5.559
R1	5.604	5.604	5.533	5.653
PP	5.416	5.416	5.416	5.440
S1	5.318	5.318	5.481	5.367
S2	5.130	5.130	5.455
S3	4.844	5.032	5.428
S4	4.558	4.746	5.350

Weekly Pivots for week ending 20-Nov-2009
	Classic	Woodie	Camarilla	DeMark
R4	6.389	6.187	5.414
R3	5.996	5.794	5.306
R2	5.603	5.603	5.270
R1	5.401	5.401	5.234	5.306
PP	5.210	5.210	5.210	5.163
S1	5.008	5.008	5.162	4.913
S2	4.817	4.817	5.126
S3	4.424	4.615	5.090
S4	4.031	4.222	4.982

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5.513	5.020	0.493	9.0%	0.184	3.3%	99%	True	False	1,519
10	5.513	5.020	0.493	9.0%	0.168	3.1%	99%	True	False	1,316
20	5.854	5.020	0.834	15.1%	0.154	2.8%	58%	False	False	1,564

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.040
Widest range in 26 trading days

Fibonacci Retracements and Extensions
4.250	6.729
2.618	6.262
1.618	5.976
1.000	5.799
0.618	5.690
HIGH	5.513
0.618	5.404
0.500	5.370
0.382	5.336
LOW	5.227
0.618	5.050
1.000	4.941
1.618	4.764
2.618	4.478
4.250	4.012

Fisher Pivots for day following 25-Nov-2009
Pivot	1 day	3 day
R1	5.461	5.444
PP	5.416	5.380
S1	5.370	5.317

Download as Excel Spreadsheet

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

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