NYMEX Natural Gas Future July 2010

Trading Metrics calculated at close of trading on 27-Nov-2009

Day Change Summary
	Previous	Current
	25-Nov-2009	27-Nov-2009	Change	Change %	Previous Week
Open	5.227	5.524	0.297	5.7%	5.250
High	5.513	5.571	0.058	1.1%	5.571
Low	5.227	5.266	0.039	0.7%	5.120
Close	5.507	5.524	0.017	0.3%	5.524
Range	0.286	0.305	0.019	6.6%	0.451
ATR	0.177	0.186	0.009	5.2%	0.000
Volume	1,928	1,787	-141	-7.3%	6,750

Daily Pivots for day following 27-Nov-2009
	Classic	Woodie	Camarilla	DeMark
R4	6.369	6.251	5.692
R3	6.064	5.946	5.608
R2	5.759	5.759	5.580
R1	5.641	5.641	5.552	5.677
PP	5.454	5.454	5.454	5.471
S1	5.336	5.336	5.496	5.372
S2	5.149	5.149	5.468
S3	4.844	5.031	5.440
S4	4.539	4.726	5.356

Weekly Pivots for week ending 27-Nov-2009
	Classic	Woodie	Camarilla	DeMark
R4	6.758	6.592	5.772
R3	6.307	6.141	5.648
R2	5.856	5.856	5.607
R1	5.690	5.690	5.565	5.773
PP	5.405	5.405	5.405	5.447
S1	5.239	5.239	5.483	5.322
S2	4.954	4.954	5.441
S3	4.503	4.788	5.400
S4	4.052	4.337	5.276

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5.571	5.020	0.551	10.0%	0.214	3.9%	91%	True	False	1,565
10	5.571	5.020	0.551	10.0%	0.191	3.5%	91%	True	False	1,397
20	5.854	5.020	0.834	15.1%	0.163	3.0%	60%	False	False	1,530

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	0.045
Widest range in 27 trading days

Fibonacci Retracements and Extensions
4.250	6.867
2.618	6.369
1.618	6.064
1.000	5.876
0.618	5.759
HIGH	5.571
0.618	5.454
0.500	5.419
0.382	5.383
LOW	5.266
0.618	5.078
1.000	4.961
1.618	4.773
2.618	4.468
4.250	3.970

Fisher Pivots for day following 27-Nov-2009
Pivot	1 day	3 day
R1	5.489	5.465
PP	5.454	5.405
S1	5.419	5.346

Download as Excel Spreadsheet

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

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