NYMEX Natural Gas Future June 2010

Trading Metrics calculated at close of trading on 15-Mar-2010

Day Change Summary
	Previous	Current
	12-Mar-2010	15-Mar-2010	Change	Change %	Previous Week
Open	4.582	4.523	-0.059	-1.3%	4.679
High	4.602	4.592	-0.010	-0.2%	4.727
Low	4.518	4.481	-0.037	-0.8%	4.518
Close	4.538	4.542	0.004	0.1%	4.538
Range	0.084	0.111	0.027	32.1%	0.209
ATR	0.148	0.145	-0.003	-1.8%	0.000
Volume	17,318	11,972	-5,346	-30.9%	88,791

Daily Pivots for day following 15-Mar-2010
	Classic	Woodie	Camarilla	DeMark
R4	4.871	4.818	4.603
R3	4.760	4.707	4.573
R2	4.649	4.649	4.562
R1	4.596	4.596	4.552	4.623
PP	4.538	4.538	4.538	4.552
S1	4.485	4.485	4.532	4.512
S2	4.427	4.427	4.522
S3	4.316	4.374	4.511
S4	4.205	4.263	4.481

Weekly Pivots for week ending 12-Mar-2010
	Classic	Woodie	Camarilla	DeMark
R4	5.221	5.089	4.653
R3	5.012	4.880	4.595
R2	4.803	4.803	4.576
R1	4.671	4.671	4.557	4.633
PP	4.594	4.594	4.594	4.575
S1	4.462	4.462	4.519	4.424
S2	4.385	4.385	4.500
S3	4.176	4.253	4.481
S4	3.967	4.044	4.423

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.727	4.481	0.246	5.4%	0.124	2.7%	25%	False	True	16,804
10	4.920	4.481	0.439	9.7%	0.118	2.6%	14%	False	True	15,248
20	5.635	4.481	1.154	25.4%	0.131	2.9%	5%	False	True	12,182
40	5.822	4.481	1.341	29.5%	0.153	3.4%	5%	False	True	9,681

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	0.030
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	5.064
2.618	4.883
1.618	4.772
1.000	4.703
0.618	4.661
HIGH	4.592
0.618	4.550
0.500	4.537
0.382	4.523
LOW	4.481
0.618	4.412
1.000	4.370
1.618	4.301
2.618	4.190
4.250	4.009

Fisher Pivots for day following 15-Mar-2010
Pivot	1 day	3 day
R1	4.540	4.603
PP	4.538	4.583
S1	4.537	4.562

Download as Excel Spreadsheet

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

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