NYMEX Natural Gas Future March 2010

Trading Metrics calculated at close of trading on 30-Jun-2009

Day Change Summary
	Previous	Current
	29-Jun-2009	30-Jun-2009	Change	Change %	Previous Week
Open	5.955	5.900	-0.055	-0.9%	6.039
High	5.962	5.900	-0.062	-1.0%	6.039
Low	5.907	5.800	-0.107	-1.8%	5.777
Close	5.926	5.810	-0.116	-2.0%	6.019
Range	0.055	0.100	0.045	81.8%	0.262
ATR	0.168	0.165	-0.003	-1.8%	0.000
Volume	1,281	765	-516	-40.3%	7,446

Daily Pivots for day following 30-Jun-2009
	Classic	Woodie	Camarilla	DeMark
R4	6.137	6.073	5.865
R3	6.037	5.973	5.838
R2	5.937	5.937	5.828
R1	5.873	5.873	5.819	5.855
PP	5.837	5.837	5.837	5.828
S1	5.773	5.773	5.801	5.755
S2	5.737	5.737	5.792
S3	5.637	5.673	5.783
S4	5.537	5.573	5.755

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	6.025	5.777	0.248	4.3%	0.098	1.7%	13%	False	False	1,394
10	6.329	5.777	0.552	9.5%	0.129	2.2%	6%	False	False	1,656

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	0.009
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	6.325
2.618	6.162
1.618	6.062
1.000	6.000
0.618	5.962
HIGH	5.900
0.618	5.862
0.500	5.850
0.382	5.838
LOW	5.800
0.618	5.738
1.000	5.700
1.618	5.638
2.618	5.538
4.250	5.375

Fisher Pivots for day following 30-Jun-2009
Pivot	1 day	3 day
R1	5.850	5.913
PP	5.837	5.878
S1	5.823	5.844

Download as Excel Spreadsheet

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

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