NYMEX Natural Gas Future March 2011

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

Day Change Summary
	Previous	Current
	28-Jun-2010	29-Jun-2010	Change	Change %	Previous Week
Open	5.539	5.400	-0.139	-2.5%	5.665
High	5.546	5.407	-0.139	-2.5%	5.709
Low	5.441	5.285	-0.156	-2.9%	5.384
Close	5.454	5.291	-0.163	-3.0%	5.576
Range	0.105	0.122	0.017	16.2%	0.325
ATR
Volume	2,556	3,803	1,247	48.8%	29,167

Daily Pivots for day following 29-Jun-2010
	Classic	Woodie	Camarilla	DeMark
R4	5.694	5.614	5.358
R3	5.572	5.492	5.325
R2	5.450	5.450	5.313
R1	5.370	5.370	5.302	5.349
PP	5.328	5.328	5.328	5.317
S1	5.248	5.248	5.280	5.227
S2	5.206	5.206	5.269
S3	5.084	5.126	5.257
S4	4.962	5.004	5.224

Weekly Pivots for week ending 25-Jun-2010
	Classic	Woodie	Camarilla	DeMark
R4	6.531	6.379	5.755
R3	6.206	6.054	5.665
R2	5.881	5.881	5.636
R1	5.729	5.729	5.606	5.643
PP	5.556	5.556	5.556	5.513
S1	5.404	5.404	5.546	5.318
S2	5.231	5.231	5.516
S3	4.906	5.079	5.487
S4	4.581	4.754	5.397

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5.582	5.285	0.297	5.6%	0.094	1.8%	2%	False	True	3,831
10	5.749	5.285	0.464	8.8%	0.117	2.2%	1%	False	True	6,575

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.026
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	5.926
2.618	5.726
1.618	5.604
1.000	5.529
0.618	5.482
HIGH	5.407
0.618	5.360
0.500	5.346
0.382	5.332
LOW	5.285
0.618	5.210
1.000	5.163
1.618	5.088
2.618	4.966
4.250	4.767

Fisher Pivots for day following 29-Jun-2010
Pivot	1 day	3 day
R1	5.346	5.434
PP	5.328	5.386
S1	5.309	5.339

Download as Excel Spreadsheet

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

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