NYMEX Natural Gas Future December 2010

Trading Metrics calculated at close of trading on 30-Mar-2010

Day Change Summary
	Previous	Current
	29-Mar-2010	30-Mar-2010	Change	Change %	Previous Week
Open	5.102	5.104	0.002	0.0%	5.414
High	5.180	5.213	0.033	0.6%	5.435
Low	5.081	5.068	-0.013	-0.3%	5.102
Close	5.104	5.203	0.099	1.9%	5.096
Range	0.099	0.145	0.046	46.5%	0.333
ATR	0.111	0.113	0.002	2.2%	0.000
Volume	2,389	3,919	1,530	64.0%	14,913

Daily Pivots for day following 30-Mar-2010
	Classic	Woodie	Camarilla	DeMark
R4	5.596	5.545	5.283
R3	5.451	5.400	5.243
R2	5.306	5.306	5.230
R1	5.255	5.255	5.216	5.281
PP	5.161	5.161	5.161	5.174
S1	5.110	5.110	5.190	5.136
S2	5.016	5.016	5.176
S3	4.871	4.965	5.163
S4	4.726	4.820	5.123

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	5.329	5.068	0.261	5.0%	0.103	2.0%	52%	False	True	2,987
10	5.530	5.068	0.462	8.9%	0.109	2.1%	29%	False	True	2,800
20	5.846	5.068	0.778	15.0%	0.104	2.0%	17%	False	True	2,618
40	6.573	5.068	1.505	28.9%	0.113	2.2%	9%	False	True	2,246

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.021
Widest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	5.829
2.618	5.593
1.618	5.448
1.000	5.358
0.618	5.303
HIGH	5.213
0.618	5.158
0.500	5.141
0.382	5.123
LOW	5.068
0.618	4.978
1.000	4.923
1.618	4.833
2.618	4.688
4.250	4.452

Fisher Pivots for day following 30-Mar-2010
Pivot	1 day	3 day
R1	5.182	5.182
PP	5.161	5.161
S1	5.141	5.141

Download as Excel Spreadsheet

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

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