NYMEX Natural Gas Future January 2010
| Trading Metrics calculated at close of trading on 02-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jun-2009 |
02-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
6.000 |
6.175 |
0.175 |
2.9% |
5.752 |
| High |
6.245 |
6.240 |
-0.005 |
-0.1% |
6.152 |
| Low |
6.000 |
6.120 |
0.120 |
2.0% |
5.693 |
| Close |
6.239 |
6.164 |
-0.075 |
-1.2% |
5.901 |
| Range |
0.245 |
0.120 |
-0.125 |
-51.0% |
0.459 |
| ATR |
0.187 |
0.182 |
-0.005 |
-2.5% |
0.000 |
| Volume |
5,584 |
6,673 |
1,089 |
19.5% |
13,771 |
|
| Daily Pivots for day following 02-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6.535 |
6.469 |
6.230 |
|
| R3 |
6.415 |
6.349 |
6.197 |
|
| R2 |
6.295 |
6.295 |
6.186 |
|
| R1 |
6.229 |
6.229 |
6.175 |
6.202 |
| PP |
6.175 |
6.175 |
6.175 |
6.161 |
| S1 |
6.109 |
6.109 |
6.153 |
6.082 |
| S2 |
6.055 |
6.055 |
6.142 |
|
| S3 |
5.935 |
5.989 |
6.131 |
|
| S4 |
5.815 |
5.869 |
6.098 |
|
|
| Weekly Pivots for week ending 29-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7.292 |
7.056 |
6.153 |
|
| R3 |
6.833 |
6.597 |
6.027 |
|
| R2 |
6.374 |
6.374 |
5.985 |
|
| R1 |
6.138 |
6.138 |
5.943 |
6.256 |
| PP |
5.915 |
5.915 |
5.915 |
5.975 |
| S1 |
5.679 |
5.679 |
5.859 |
5.797 |
| S2 |
5.456 |
5.456 |
5.817 |
|
| S3 |
4.997 |
5.220 |
5.775 |
|
| S4 |
4.538 |
4.761 |
5.649 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6.750 |
|
2.618 |
6.554 |
|
1.618 |
6.434 |
|
1.000 |
6.360 |
|
0.618 |
6.314 |
|
HIGH |
6.240 |
|
0.618 |
6.194 |
|
0.500 |
6.180 |
|
0.382 |
6.166 |
|
LOW |
6.120 |
|
0.618 |
6.046 |
|
1.000 |
6.000 |
|
1.618 |
5.926 |
|
2.618 |
5.806 |
|
4.250 |
5.610 |
|
|
| Fisher Pivots for day following 02-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
6.180 |
6.132 |
| PP |
6.175 |
6.099 |
| S1 |
6.169 |
6.067 |
|