NYMEX Natural Gas Future January 2010
| Trading Metrics calculated at close of trading on 08-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jun-2009 |
08-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
6.064 |
6.197 |
0.133 |
2.2% |
6.000 |
| High |
6.265 |
6.197 |
-0.068 |
-1.1% |
6.265 |
| Low |
6.064 |
6.067 |
0.003 |
0.0% |
5.800 |
| Close |
6.197 |
6.124 |
-0.073 |
-1.2% |
6.197 |
| Range |
0.201 |
0.130 |
-0.071 |
-35.3% |
0.465 |
| ATR |
0.199 |
0.194 |
-0.005 |
-2.5% |
0.000 |
| Volume |
8,403 |
6,118 |
-2,285 |
-27.2% |
32,816 |
|
| Daily Pivots for day following 08-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6.519 |
6.452 |
6.196 |
|
| R3 |
6.389 |
6.322 |
6.160 |
|
| R2 |
6.259 |
6.259 |
6.148 |
|
| R1 |
6.192 |
6.192 |
6.136 |
6.161 |
| PP |
6.129 |
6.129 |
6.129 |
6.114 |
| S1 |
6.062 |
6.062 |
6.112 |
6.031 |
| S2 |
5.999 |
5.999 |
6.100 |
|
| S3 |
5.869 |
5.932 |
6.088 |
|
| S4 |
5.739 |
5.802 |
6.053 |
|
|
| Weekly Pivots for week ending 05-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7.482 |
7.305 |
6.453 |
|
| R3 |
7.017 |
6.840 |
6.325 |
|
| R2 |
6.552 |
6.552 |
6.282 |
|
| R1 |
6.375 |
6.375 |
6.240 |
6.464 |
| PP |
6.087 |
6.087 |
6.087 |
6.132 |
| S1 |
5.910 |
5.910 |
6.154 |
5.999 |
| S2 |
5.622 |
5.622 |
6.112 |
|
| S3 |
5.157 |
5.445 |
6.069 |
|
| S4 |
4.692 |
4.980 |
5.941 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6.750 |
|
2.618 |
6.537 |
|
1.618 |
6.407 |
|
1.000 |
6.327 |
|
0.618 |
6.277 |
|
HIGH |
6.197 |
|
0.618 |
6.147 |
|
0.500 |
6.132 |
|
0.382 |
6.117 |
|
LOW |
6.067 |
|
0.618 |
5.987 |
|
1.000 |
5.937 |
|
1.618 |
5.857 |
|
2.618 |
5.727 |
|
4.250 |
5.515 |
|
|
| Fisher Pivots for day following 08-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
6.132 |
6.094 |
| PP |
6.129 |
6.063 |
| S1 |
6.127 |
6.033 |
|