NYMEX Natural Gas Future September 2010

Trading Metrics calculated at close of trading on 27-Nov-2009

Day Change Summary
	Previous	Current
	25-Nov-2009	27-Nov-2009	Change	Change %	Previous Week
Open	5.383	5.655	0.272	5.1%	5.393
High	5.640	5.712	0.072	1.3%	5.712
Low	5.383	5.367	-0.016	-0.3%	5.274
Close	5.643	5.655	0.012	0.2%	5.655
Range	0.257	0.345	0.088	34.2%	0.438
ATR	0.165	0.178	0.013	7.8%	0.000
Volume	845	1,235	390	46.2%	3,778

Daily Pivots for day following 27-Nov-2009
	Classic	Woodie	Camarilla	DeMark
R4	6.613	6.479	5.845
R3	6.268	6.134	5.750
R2	5.923	5.923	5.718
R1	5.789	5.789	5.687	5.828
PP	5.578	5.578	5.578	5.597
S1	5.444	5.444	5.623	5.483
S2	5.233	5.233	5.592
S3	4.888	5.099	5.560
S4	4.543	4.754	5.465

Weekly Pivots for week ending 27-Nov-2009
	Classic	Woodie	Camarilla	DeMark
R4	6.861	6.696	5.896
R3	6.423	6.258	5.775
R2	5.985	5.985	5.735
R1	5.820	5.820	5.695	5.903
PP	5.547	5.547	5.547	5.588
S1	5.382	5.382	5.615	5.465
S2	5.109	5.109	5.575
S3	4.671	4.944	5.535
S4	4.233	4.506	5.414

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5.712	5.175	0.537	9.5%	0.207	3.7%	89%	True	False	964
10	5.712	5.175	0.537	9.5%	0.173	3.1%	89%	True	False	1,094
20	5.981	5.175	0.806	14.3%	0.148	2.6%	60%	False	False	1,579

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.026
Widest range in 22 trading days

Fibonacci Retracements and Extensions
4.250	7.178
2.618	6.615
1.618	6.270
1.000	6.057
0.618	5.925
HIGH	5.712
0.618	5.580
0.500	5.540
0.382	5.499
LOW	5.367
0.618	5.154
1.000	5.022
1.618	4.809
2.618	4.464
4.250	3.901

Fisher Pivots for day following 27-Nov-2009
Pivot	1 day	3 day
R1	5.617	5.601
PP	5.578	5.547
S1	5.540	5.493

Download as Excel Spreadsheet

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

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