NYMEX Natural Gas Future January 2010
| Trading Metrics calculated at close of trading on 10-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jun-2009 |
10-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
6.145 |
6.180 |
0.035 |
0.6% |
6.000 |
| High |
6.169 |
6.190 |
0.021 |
0.3% |
6.265 |
| Low |
6.049 |
6.020 |
-0.029 |
-0.5% |
5.800 |
| Close |
6.125 |
6.049 |
-0.076 |
-1.2% |
6.197 |
| Range |
0.120 |
0.170 |
0.050 |
41.7% |
0.465 |
| ATR |
0.189 |
0.188 |
-0.001 |
-0.7% |
0.000 |
| Volume |
4,758 |
3,091 |
-1,667 |
-35.0% |
32,816 |
|
| Daily Pivots for day following 10-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6.596 |
6.493 |
6.143 |
|
| R3 |
6.426 |
6.323 |
6.096 |
|
| R2 |
6.256 |
6.256 |
6.080 |
|
| R1 |
6.153 |
6.153 |
6.065 |
6.120 |
| PP |
6.086 |
6.086 |
6.086 |
6.070 |
| S1 |
5.983 |
5.983 |
6.033 |
5.950 |
| S2 |
5.916 |
5.916 |
6.018 |
|
| S3 |
5.746 |
5.813 |
6.002 |
|
| S4 |
5.576 |
5.643 |
5.956 |
|
|
| 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 |
6.913 |
|
2.618 |
6.635 |
|
1.618 |
6.465 |
|
1.000 |
6.360 |
|
0.618 |
6.295 |
|
HIGH |
6.190 |
|
0.618 |
6.125 |
|
0.500 |
6.105 |
|
0.382 |
6.085 |
|
LOW |
6.020 |
|
0.618 |
5.915 |
|
1.000 |
5.850 |
|
1.618 |
5.745 |
|
2.618 |
5.575 |
|
4.250 |
5.298 |
|
|
| Fisher Pivots for day following 10-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
6.105 |
6.109 |
| PP |
6.086 |
6.089 |
| S1 |
6.068 |
6.069 |
|