NYMEX Natural Gas Future January 2010
| Trading Metrics calculated at close of trading on 12-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jun-2009 |
12-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
6.110 |
6.222 |
0.112 |
1.8% |
6.197 |
| High |
6.270 |
6.230 |
-0.040 |
-0.6% |
6.270 |
| Low |
6.022 |
6.096 |
0.074 |
1.2% |
6.020 |
| Close |
6.231 |
6.165 |
-0.066 |
-1.1% |
6.165 |
| Range |
0.248 |
0.134 |
-0.114 |
-46.0% |
0.250 |
| ATR |
0.192 |
0.188 |
-0.004 |
-2.1% |
0.000 |
| Volume |
5,643 |
7,927 |
2,284 |
40.5% |
27,537 |
|
| Daily Pivots for day following 12-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6.566 |
6.499 |
6.239 |
|
| R3 |
6.432 |
6.365 |
6.202 |
|
| R2 |
6.298 |
6.298 |
6.190 |
|
| R1 |
6.231 |
6.231 |
6.177 |
6.198 |
| PP |
6.164 |
6.164 |
6.164 |
6.147 |
| S1 |
6.097 |
6.097 |
6.153 |
6.064 |
| S2 |
6.030 |
6.030 |
6.140 |
|
| S3 |
5.896 |
5.963 |
6.128 |
|
| S4 |
5.762 |
5.829 |
6.091 |
|
|
| Weekly Pivots for week ending 12-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6.902 |
6.783 |
6.303 |
|
| R3 |
6.652 |
6.533 |
6.234 |
|
| R2 |
6.402 |
6.402 |
6.211 |
|
| R1 |
6.283 |
6.283 |
6.188 |
6.218 |
| PP |
6.152 |
6.152 |
6.152 |
6.119 |
| S1 |
6.033 |
6.033 |
6.142 |
5.968 |
| S2 |
5.902 |
5.902 |
6.119 |
|
| S3 |
5.652 |
5.783 |
6.096 |
|
| S4 |
5.402 |
5.533 |
6.028 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6.800 |
|
2.618 |
6.581 |
|
1.618 |
6.447 |
|
1.000 |
6.364 |
|
0.618 |
6.313 |
|
HIGH |
6.230 |
|
0.618 |
6.179 |
|
0.500 |
6.163 |
|
0.382 |
6.147 |
|
LOW |
6.096 |
|
0.618 |
6.013 |
|
1.000 |
5.962 |
|
1.618 |
5.879 |
|
2.618 |
5.745 |
|
4.250 |
5.527 |
|
|
| Fisher Pivots for day following 12-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
6.164 |
6.158 |
| PP |
6.164 |
6.152 |
| S1 |
6.163 |
6.145 |
|