NYMEX Natural Gas Future October 2010

Trading Metrics calculated at close of trading on 29-Mar-2010

Day Change Summary
	Previous	Current
	26-Mar-2010	29-Mar-2010	Change	Change %	Previous Week
Open	4.406	4.324	-0.082	-1.9%	4.548
High	4.406	4.409	0.003	0.1%	4.605
Low	4.318	4.300	-0.018	-0.4%	4.318
Close	4.314	4.322	0.008	0.2%	4.314
Range	0.088	0.109	0.021	23.9%	0.287
ATR	0.124	0.123	-0.001	-0.8%	0.000
Volume	16,813	9,478	-7,335	-43.6%	63,587

Daily Pivots for day following 29-Mar-2010
	Classic	Woodie	Camarilla	DeMark
R4	4.671	4.605	4.382
R3	4.562	4.496	4.352
R2	4.453	4.453	4.342
R1	4.387	4.387	4.332	4.366
PP	4.344	4.344	4.344	4.333
S1	4.278	4.278	4.312	4.257
S2	4.235	4.235	4.302
S3	4.126	4.169	4.292
S4	4.017	4.060	4.262

Weekly Pivots for week ending 26-Mar-2010
	Classic	Woodie	Camarilla	DeMark
R4	5.273	5.081	4.472
R3	4.986	4.794	4.393
R2	4.699	4.699	4.367
R1	4.507	4.507	4.340	4.460
PP	4.412	4.412	4.412	4.389
S1	4.220	4.220	4.288	4.173
S2	4.125	4.125	4.261
S3	3.838	3.933	4.235
S4	3.551	3.646	4.156

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.595	4.300	0.295	6.8%	0.105	2.4%	7%	False	True	12,281
10	4.861	4.300	0.561	13.0%	0.112	2.6%	4%	False	True	11,284
20	5.201	4.300	0.901	20.8%	0.111	2.6%	2%	False	True	11,134
40	6.000	4.300	1.700	39.3%	0.125	2.9%	1%	False	True	9,962

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	0.022
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	4.872
2.618	4.694
1.618	4.585
1.000	4.518
0.618	4.476
HIGH	4.409
0.618	4.367
0.500	4.355
0.382	4.342
LOW	4.300
0.618	4.233
1.000	4.191
1.618	4.124
2.618	4.015
4.250	3.837

Fisher Pivots for day following 29-Mar-2010
Pivot	1 day	3 day
R1	4.355	4.410
PP	4.344	4.380
S1	4.333	4.351

Download as Excel Spreadsheet

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

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