NYMEX Natural Gas Future March 2010

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

Day Change Summary
	Previous	Current
	17-Jun-2009	18-Jun-2009	Change	Change %	Previous Week
Open	6.181	6.329	0.148	2.4%	6.145
High	6.280	6.329	0.049	0.8%	6.227
Low	6.139	6.135	-0.004	-0.1%	5.999
Close	6.275	6.197	-0.078	-1.2%	6.138
Range	0.141	0.194	0.053	37.6%	0.228
ATR
Volume	3,708	1,487	-2,221	-59.9%	9,587

Daily Pivots for day following 18-Jun-2009
	Classic	Woodie	Camarilla	DeMark
R4	6.802	6.694	6.304
R3	6.608	6.500	6.250
R2	6.414	6.414	6.233
R1	6.306	6.306	6.215	6.263
PP	6.220	6.220	6.220	6.199
S1	6.112	6.112	6.179	6.069
S2	6.026	6.026	6.161
S3	5.832	5.918	6.144
S4	5.638	5.724	6.090

Weekly Pivots for week ending 12-Jun-2009
	Classic	Woodie	Camarilla	DeMark
R4	6.805	6.700	6.263
R3	6.577	6.472	6.201
R2	6.349	6.349	6.180
R1	6.244	6.244	6.159	6.183
PP	6.121	6.121	6.121	6.091
S1	6.016	6.016	6.117	5.955
S2	5.893	5.893	6.096
S3	5.665	5.788	6.075
S4	5.437	5.560	6.013

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	6.410	6.070	0.340	5.5%	0.182	2.9%	37%	False	False	2,251
10	6.410	5.999	0.411	6.6%	0.173	2.8%	48%	False	False	2,264

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.032
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	7.154
2.618	6.837
1.618	6.643
1.000	6.523
0.618	6.449
HIGH	6.329
0.618	6.255
0.500	6.232
0.382	6.209
LOW	6.135
0.618	6.015
1.000	5.941
1.618	5.821
2.618	5.627
4.250	5.311

Fisher Pivots for day following 18-Jun-2009
Pivot	1 day	3 day
R1	6.232	6.273
PP	6.220	6.247
S1	6.209	6.222

Download as Excel Spreadsheet

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

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