NYMEX Natural Gas Future September 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	5.471	5.377	-0.094	-1.7%	5.775
High	5.471	5.379	-0.092	-1.7%	5.784
Low	5.425	5.300	-0.125	-2.3%	5.433
Close	5.440	5.304	-0.136	-2.5%	5.461
Range	0.046	0.079	0.033	71.7%	0.351
ATR
Volume	1,266	1,238	-28	-2.2%	7,451

Daily Pivots for day following 12-Nov-2009
	Classic	Woodie	Camarilla	DeMark
R4	5.565	5.513	5.347
R3	5.486	5.434	5.326
R2	5.407	5.407	5.318
R1	5.355	5.355	5.311	5.342
PP	5.328	5.328	5.328	5.321
S1	5.276	5.276	5.297	5.263
S2	5.249	5.249	5.290
S3	5.170	5.197	5.282
S4	5.091	5.118	5.261

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	5.589	5.300	0.289	5.4%	0.100	1.9%	1%	False	True	2,605
10	5.981	5.300	0.681	12.8%	0.123	2.3%	1%	False	True	2,065

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.017
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	5.715
2.618	5.586
1.618	5.507
1.000	5.458
0.618	5.428
HIGH	5.379
0.618	5.349
0.500	5.340
0.382	5.330
LOW	5.300
0.618	5.251
1.000	5.221
1.618	5.172
2.618	5.093
4.250	4.964

Fisher Pivots for day following 12-Nov-2009
Pivot	1 day	3 day
R1	5.340	5.400
PP	5.328	5.368
S1	5.316	5.336

Download as Excel Spreadsheet

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

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