NYMEX Natural Gas Future September 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	5.500	5.471	-0.029	-0.5%	5.775
High	5.500	5.471	-0.029	-0.5%	5.784
Low	5.387	5.425	0.038	0.7%	5.433
Close	5.411	5.440	0.029	0.5%	5.461
Range	0.113	0.046	-0.067	-59.3%	0.351
ATR
Volume	6,957	1,266	-5,691	-81.8%	7,451

Daily Pivots for day following 11-Nov-2009
	Classic	Woodie	Camarilla	DeMark
R4	5.583	5.558	5.465
R3	5.537	5.512	5.453
R2	5.491	5.491	5.448
R1	5.466	5.466	5.444	5.456
PP	5.445	5.445	5.445	5.440
S1	5.420	5.420	5.436	5.410
S2	5.399	5.399	5.432
S3	5.353	5.374	5.427
S4	5.307	5.328	5.415

Weekly Pivots for week ending 06-Nov-2009
	Classic	Woodie	Camarilla	DeMark
R4	6.612	6.388	5.654
R3	6.261	6.037	5.558
R2	5.910	5.910	5.525
R1	5.686	5.686	5.493	5.623
PP	5.559	5.559	5.559	5.528
S1	5.335	5.335	5.429	5.272
S2	5.208	5.208	5.397
S3	4.857	4.984	5.364
S4	4.506	4.633	5.268

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5.625	5.387	0.238	4.4%	0.109	2.0%	22%	False	False	2,648
10	5.981	5.387	0.594	10.9%	0.129	2.4%	9%	False	False	2,170

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.024
Narrowest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	5.667
2.618	5.591
1.618	5.545
1.000	5.517
0.618	5.499
HIGH	5.471
0.618	5.453
0.500	5.448
0.382	5.443
LOW	5.425
0.618	5.397
1.000	5.379
1.618	5.351
2.618	5.305
4.250	5.230

Fisher Pivots for day following 11-Nov-2009
Pivot	1 day	3 day
R1	5.448	5.488
PP	5.445	5.472
S1	5.443	5.456

Download as Excel Spreadsheet

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

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