NYMEX Natural Gas Future March 2011

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

Day Change Summary
	Previous	Current
	29-Jun-2010	30-Jun-2010	Change	Change %	Previous Week
Open	5.400	5.284	-0.116	-2.1%	5.665
High	5.407	5.305	-0.102	-1.9%	5.709
Low	5.285	5.237	-0.048	-0.9%	5.384
Close	5.291	5.299	0.008	0.2%	5.576
Range	0.122	0.068	-0.054	-44.3%	0.325
ATR
Volume	3,803	5,804	2,001	52.6%	29,167

Daily Pivots for day following 30-Jun-2010
	Classic	Woodie	Camarilla	DeMark
R4	5.484	5.460	5.336
R3	5.416	5.392	5.318
R2	5.348	5.348	5.311
R1	5.324	5.324	5.305	5.336
PP	5.280	5.280	5.280	5.287
S1	5.256	5.256	5.293	5.268
S2	5.212	5.212	5.287
S3	5.144	5.188	5.280
S4	5.076	5.120	5.262

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	5.237	0.345	6.5%	0.092	1.7%	18%	False	True	3,755
10	5.710	5.237	0.473	8.9%	0.109	2.1%	13%	False	True	5,825

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	True
Bull Hook	False
Stretch	0.025
Narrowest range in 12 trading days

Fibonacci Retracements and Extensions
4.250	5.594
2.618	5.483
1.618	5.415
1.000	5.373
0.618	5.347
HIGH	5.305
0.618	5.279
0.500	5.271
0.382	5.263
LOW	5.237
0.618	5.195
1.000	5.169
1.618	5.127
2.618	5.059
4.250	4.948

Fisher Pivots for day following 30-Jun-2010
Pivot	1 day	3 day
R1	5.290	5.392
PP	5.280	5.361
S1	5.271	5.330

Download as Excel Spreadsheet

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

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