NYMEX Natural Gas Future January 2010
| Trading Metrics calculated at close of trading on 18-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jun-2009 |
18-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
6.221 |
6.345 |
0.124 |
2.0% |
6.197 |
| High |
6.332 |
6.379 |
0.047 |
0.7% |
6.270 |
| Low |
6.188 |
6.177 |
-0.011 |
-0.2% |
6.020 |
| Close |
6.325 |
6.242 |
-0.083 |
-1.3% |
6.165 |
| Range |
0.144 |
0.202 |
0.058 |
40.3% |
0.250 |
| ATR |
0.192 |
0.193 |
0.001 |
0.4% |
0.000 |
| Volume |
8,209 |
4,493 |
-3,716 |
-45.3% |
27,537 |
|
| Daily Pivots for day following 18-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6.872 |
6.759 |
6.353 |
|
| R3 |
6.670 |
6.557 |
6.298 |
|
| R2 |
6.468 |
6.468 |
6.279 |
|
| R1 |
6.355 |
6.355 |
6.261 |
6.311 |
| PP |
6.266 |
6.266 |
6.266 |
6.244 |
| S1 |
6.153 |
6.153 |
6.223 |
6.109 |
| S2 |
6.064 |
6.064 |
6.205 |
|
| S3 |
5.862 |
5.951 |
6.186 |
|
| S4 |
5.660 |
5.749 |
6.131 |
|
|
| 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 |
7.238 |
|
2.618 |
6.908 |
|
1.618 |
6.706 |
|
1.000 |
6.581 |
|
0.618 |
6.504 |
|
HIGH |
6.379 |
|
0.618 |
6.302 |
|
0.500 |
6.278 |
|
0.382 |
6.254 |
|
LOW |
6.177 |
|
0.618 |
6.052 |
|
1.000 |
5.975 |
|
1.618 |
5.850 |
|
2.618 |
5.648 |
|
4.250 |
5.319 |
|
|
| Fisher Pivots for day following 18-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
6.278 |
6.320 |
| PP |
6.266 |
6.294 |
| S1 |
6.254 |
6.268 |
|