NYMEX Natural Gas Future March 2010

Trading Metrics calculated at close of trading on 26-Jun-2009

Day Change Summary
	Previous	Current
	25-Jun-2009	26-Jun-2009	Change	Change %	Previous Week
Open	5.829	5.865	0.036	0.6%	6.039
High	5.918	6.025	0.107	1.8%	6.039
Low	5.829	5.860	0.031	0.5%	5.777
Close	5.895	6.019	0.124	2.1%	6.019
Range	0.089	0.165	0.076	85.4%	0.262
ATR	0.173	0.173	-0.001	-0.3%	0.000
Volume	1,945	1,420	-525	-27.0%	7,446

Daily Pivots for day following 26-Jun-2009
	Classic	Woodie	Camarilla	DeMark
R4	6.463	6.406	6.110
R3	6.298	6.241	6.064
R2	6.133	6.133	6.049
R1	6.076	6.076	6.034	6.105
PP	5.968	5.968	5.968	5.982
S1	5.911	5.911	6.004	5.940
S2	5.803	5.803	5.989
S3	5.638	5.746	5.974
S4	5.473	5.581	5.928

Weekly Pivots for week ending 26-Jun-2009
	Classic	Woodie	Camarilla	DeMark
R4	6.731	6.637	6.163
R3	6.469	6.375	6.091
R2	6.207	6.207	6.067
R1	6.113	6.113	6.043	6.029
PP	5.945	5.945	5.945	5.903
S1	5.851	5.851	5.995	5.767
S2	5.683	5.683	5.971
S3	5.421	5.589	5.947
S4	5.159	5.327	5.875

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	6.039	5.777	0.262	4.4%	0.125	2.1%	92%	False	False	1,489
10	6.410	5.777	0.633	10.5%	0.158	2.6%	38%	False	False	1,825

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.019
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	6.726
2.618	6.457
1.618	6.292
1.000	6.190
0.618	6.127
HIGH	6.025
0.618	5.962
0.500	5.943
0.382	5.923
LOW	5.860
0.618	5.758
1.000	5.695
1.618	5.593
2.618	5.428
4.250	5.159

Fisher Pivots for day following 26-Jun-2009
Pivot	1 day	3 day
R1	5.994	5.980
PP	5.968	5.940
S1	5.943	5.901

Download as Excel Spreadsheet

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

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