NYMEX Natural Gas Future September 2010

Trading Metrics calculated at close of trading on 18-Nov-2009

Day Change Summary
	Previous	Current
	17-Nov-2009	18-Nov-2009	Change	Change %	Previous Week
Open	5.532	5.360	-0.172	-3.1%	5.410
High	5.534	5.360	-0.174	-3.1%	5.589
Low	5.390	5.226	-0.164	-3.0%	5.257
Close	5.416	5.239	-0.177	-3.3%	5.308
Range	0.144	0.134	-0.010	-6.9%	0.332
ATR	0.152	0.155	0.003	1.8%	0.000
Volume	1,602	1,044	-558	-34.8%	12,796

Daily Pivots for day following 18-Nov-2009
	Classic	Woodie	Camarilla	DeMark
R4	5.677	5.592	5.313
R3	5.543	5.458	5.276
R2	5.409	5.409	5.264
R1	5.324	5.324	5.251	5.300
PP	5.275	5.275	5.275	5.263
S1	5.190	5.190	5.227	5.166
S2	5.141	5.141	5.214
S3	5.007	5.056	5.202
S4	4.873	4.922	5.165

Weekly Pivots for week ending 13-Nov-2009
	Classic	Woodie	Camarilla	DeMark
R4	6.381	6.176	5.491
R3	6.049	5.844	5.399
R2	5.717	5.717	5.369
R1	5.512	5.512	5.338	5.449
PP	5.385	5.385	5.385	5.353
S1	5.180	5.180	5.278	5.117
S2	5.053	5.053	5.247
S3	4.721	4.848	5.217
S4	4.389	4.516	5.125

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5.534	5.226	0.308	5.9%	0.127	2.4%	4%	False	True	1,270
10	5.625	5.226	0.399	7.6%	0.118	2.3%	3%	False	True	1,959

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	0.006
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	5.930
2.618	5.711
1.618	5.577
1.000	5.494
0.618	5.443
HIGH	5.360
0.618	5.309
0.500	5.293
0.382	5.277
LOW	5.226
0.618	5.143
1.000	5.092
1.618	5.009
2.618	4.875
4.250	4.657

Fisher Pivots for day following 18-Nov-2009
Pivot	1 day	3 day
R1	5.293	5.380
PP	5.275	5.333
S1	5.257	5.286

Download as Excel Spreadsheet

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

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