NYMEX Natural Gas Future December 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	5.190	5.102	-0.088	-1.7%	5.414
High	5.195	5.180	-0.015	-0.3%	5.435
Low	5.102	5.081	-0.021	-0.4%	5.102
Close	5.096	5.104	0.008	0.2%	5.096
Range	0.093	0.099	0.006	6.5%	0.333
ATR	0.112	0.111	-0.001	-0.8%	0.000
Volume	3,302	2,389	-913	-27.6%	14,913

Daily Pivots for day following 29-Mar-2010
	Classic	Woodie	Camarilla	DeMark
R4	5.419	5.360	5.158
R3	5.320	5.261	5.131
R2	5.221	5.221	5.122
R1	5.162	5.162	5.113	5.192
PP	5.122	5.122	5.122	5.136
S1	5.063	5.063	5.095	5.093
S2	5.023	5.023	5.086
S3	4.924	4.964	5.077
S4	4.825	4.865	5.050

Weekly Pivots for week ending 26-Mar-2010
	Classic	Woodie	Camarilla	DeMark
R4	6.210	5.986	5.279
R3	5.877	5.653	5.188
R2	5.544	5.544	5.157
R1	5.320	5.320	5.127	5.266
PP	5.211	5.211	5.211	5.184
S1	4.987	4.987	5.065	4.933
S2	4.878	4.878	5.035
S3	4.545	4.654	5.004
S4	4.212	4.321	4.913

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5.398	5.081	0.317	6.2%	0.094	1.8%	7%	False	True	2,783
10	5.561	5.081	0.480	9.4%	0.102	2.0%	5%	False	True	2,570
20	5.846	5.081	0.765	15.0%	0.100	1.9%	3%	False	True	2,593
40	6.573	5.081	1.492	29.2%	0.112	2.2%	2%	False	True	2,209

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	0.018
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	5.601
2.618	5.439
1.618	5.340
1.000	5.279
0.618	5.241
HIGH	5.180
0.618	5.142
0.500	5.131
0.382	5.119
LOW	5.081
0.618	5.020
1.000	4.982
1.618	4.921
2.618	4.822
4.250	4.660

Fisher Pivots for day following 29-Mar-2010
Pivot	1 day	3 day
R1	5.131	5.179
PP	5.122	5.154
S1	5.113	5.129

Download as Excel Spreadsheet

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

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