Why does Random return grouped random values? [duplicate]

This question already has an answer here:

• Random number generator only generating one random number 9 answers

I have a "randomize" method, and the results more or less check out, but when I print out the random values, they seem to be grouped, despite using a new Random object each time.

        int zeros = 0;
        int ones = 0;
        int twos = 0;
        int threes = 0;
        int fours = 0;

        for (int i = 0; i < 1000; i++)
        {
            var number = new Random().Next(5);

            switch (number)
            {
                case 0:
                    zeros++;
                    break;
                case 1:
                    ones++;
                    break;
                case 2:
                    twos++;
                    break;
                case 3:
                    threes++;
                    break;
                case 4:
                    fours++;
                    break;
                default:
                    break;
            }
            WriteLine(number);
        }

        WriteLine("0: " + zeros);
        WriteLine("1: " + ones);
        WriteLine("2: " + twos);
        WriteLine("3: " + threes);
        WriteLine("4: " + fours);

        ReadLine();

Now what I find most curious about it:

1) If I leave out the "WriteLine(number);", it gives me 1000 times the same result.

2) When leaving in the "WriteLine(number);" line, it gives me grouped values, split correctly percentagewise. (e.g.: lots of 3's followed by lots of 2's)

3) I know that the easy fix is this:

...
        var random = new Random();
        for (int i = 0; i < 1000; i++)
        {
            var number = random.Next(5);
...

But I was curious as for why case 1) and 2) differ so much from 3)?