NYMEX Natural Gas Future September 2010

Trading Metrics calculated at close of trading on 19-Nov-2009

Day Change Summary
	Previous	Current
	18-Nov-2009	19-Nov-2009	Change	Change %	Previous Week
Open	5.360	5.308	-0.052	-1.0%	5.410
High	5.360	5.320	-0.040	-0.7%	5.589
Low	5.226	5.177	-0.049	-0.9%	5.257
Close	5.239	5.308	0.069	1.3%	5.308
Range	0.134	0.143	0.009	6.7%	0.332
ATR	0.155	0.154	-0.001	-0.5%	0.000
Volume	1,044	1,010	-34	-3.3%	12,796

Daily Pivots for day following 19-Nov-2009
	Classic	Woodie	Camarilla	DeMark
R4	5.697	5.646	5.387
R3	5.554	5.503	5.347
R2	5.411	5.411	5.334
R1	5.360	5.360	5.321	5.380
PP	5.268	5.268	5.268	5.278
S1	5.217	5.217	5.295	5.237
S2	5.125	5.125	5.282
S3	4.982	5.074	5.269
S4	4.839	4.931	5.229

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	5.177	0.357	6.7%	0.140	2.6%	37%	False	True	1,224
10	5.589	5.177	0.412	7.8%	0.120	2.3%	32%	False	True	1,915

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	0.006
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	5.928
2.618	5.694
1.618	5.551
1.000	5.463
0.618	5.408
HIGH	5.320
0.618	5.265
0.500	5.249
0.382	5.232
LOW	5.177
0.618	5.089
1.000	5.034
1.618	4.946
2.618	4.803
4.250	4.569

Fisher Pivots for day following 19-Nov-2009
Pivot	1 day	3 day
R1	5.288	5.356
PP	5.268	5.340
S1	5.249	5.324

Download as Excel Spreadsheet

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

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