NYMEX Natural Gas Future September 2010

Trading Metrics calculated at close of trading on 24-Nov-2009

Day Change Summary
	Previous	Current
	23-Nov-2009	24-Nov-2009	Change	Change %	Previous Week
Open	5.393	5.301	-0.092	-1.7%	5.476
High	5.463	5.408	-0.055	-1.0%	5.534
Low	5.335	5.274	-0.061	-1.1%	5.175
Close	5.377	5.308	-0.069	-1.3%	5.337
Range	0.128	0.134	0.006	4.7%	0.359
ATR	0.153	0.152	-0.001	-0.9%	0.000
Volume	1,151	547	-604	-52.5%	5,686

Daily Pivots for day following 24-Nov-2009
	Classic	Woodie	Camarilla	DeMark
R4	5.732	5.654	5.382
R3	5.598	5.520	5.345
R2	5.464	5.464	5.333
R1	5.386	5.386	5.320	5.425
PP	5.330	5.330	5.330	5.350
S1	5.252	5.252	5.296	5.291
S2	5.196	5.196	5.283
S3	5.062	5.118	5.271
S4	4.928	4.984	5.234

Weekly Pivots for week ending 20-Nov-2009
	Classic	Woodie	Camarilla	DeMark
R4	6.426	6.240	5.534
R3	6.067	5.881	5.436
R2	5.708	5.708	5.403
R1	5.522	5.522	5.370	5.436
PP	5.349	5.349	5.349	5.305
S1	5.163	5.163	5.304	5.077
S2	4.990	4.990	5.271
S3	4.631	4.804	5.238
S4	4.272	4.445	5.140

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5.463	5.175	0.288	5.4%	0.142	2.7%	46%	False	False	959
10	5.534	5.175	0.359	6.8%	0.126	2.4%	37%	False	False	1,137

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	0.021
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	5.978
2.618	5.759
1.618	5.625
1.000	5.542
0.618	5.491
HIGH	5.408
0.618	5.357
0.500	5.341
0.382	5.325
LOW	5.274
0.618	5.191
1.000	5.140
1.618	5.057
2.618	4.923
4.250	4.705

Fisher Pivots for day following 24-Nov-2009
Pivot	1 day	3 day
R1	5.341	5.319
PP	5.330	5.315
S1	5.319	5.312

Download as Excel Spreadsheet

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

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