NYMEX Natural Gas Future January 2010
| Trading Metrics calculated at close of trading on 11-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jun-2009 |
11-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
6.180 |
6.110 |
-0.070 |
-1.1% |
6.000 |
| High |
6.190 |
6.270 |
0.080 |
1.3% |
6.265 |
| Low |
6.020 |
6.022 |
0.002 |
0.0% |
5.800 |
| Close |
6.049 |
6.231 |
0.182 |
3.0% |
6.197 |
| Range |
0.170 |
0.248 |
0.078 |
45.9% |
0.465 |
| ATR |
0.188 |
0.192 |
0.004 |
2.3% |
0.000 |
| Volume |
3,091 |
5,643 |
2,552 |
82.6% |
32,816 |
|
| Daily Pivots for day following 11-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6.918 |
6.823 |
6.367 |
|
| R3 |
6.670 |
6.575 |
6.299 |
|
| R2 |
6.422 |
6.422 |
6.276 |
|
| R1 |
6.327 |
6.327 |
6.254 |
6.375 |
| PP |
6.174 |
6.174 |
6.174 |
6.198 |
| S1 |
6.079 |
6.079 |
6.208 |
6.127 |
| S2 |
5.926 |
5.926 |
6.186 |
|
| S3 |
5.678 |
5.831 |
6.163 |
|
| S4 |
5.430 |
5.583 |
6.095 |
|
|
| 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 |
7.324 |
|
2.618 |
6.919 |
|
1.618 |
6.671 |
|
1.000 |
6.518 |
|
0.618 |
6.423 |
|
HIGH |
6.270 |
|
0.618 |
6.175 |
|
0.500 |
6.146 |
|
0.382 |
6.117 |
|
LOW |
6.022 |
|
0.618 |
5.869 |
|
1.000 |
5.774 |
|
1.618 |
5.621 |
|
2.618 |
5.373 |
|
4.250 |
4.968 |
|
|
| Fisher Pivots for day following 11-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
6.203 |
6.202 |
| PP |
6.174 |
6.174 |
| S1 |
6.146 |
6.145 |
|