NYMEX Natural Gas Future January 2010
| Trading Metrics calculated at close of trading on 01-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-May-2009 |
01-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
6.024 |
6.000 |
-0.024 |
-0.4% |
5.752 |
| High |
6.152 |
6.245 |
0.093 |
1.5% |
6.152 |
| Low |
5.888 |
6.000 |
0.112 |
1.9% |
5.693 |
| Close |
5.901 |
6.239 |
0.338 |
5.7% |
5.901 |
| Range |
0.264 |
0.245 |
-0.019 |
-7.2% |
0.459 |
| ATR |
0.174 |
0.187 |
0.012 |
6.9% |
0.000 |
| Volume |
4,649 |
5,584 |
935 |
20.1% |
13,771 |
|
| Daily Pivots for day following 01-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6.896 |
6.813 |
6.374 |
|
| R3 |
6.651 |
6.568 |
6.306 |
|
| R2 |
6.406 |
6.406 |
6.284 |
|
| R1 |
6.323 |
6.323 |
6.261 |
6.365 |
| PP |
6.161 |
6.161 |
6.161 |
6.182 |
| S1 |
6.078 |
6.078 |
6.217 |
6.120 |
| S2 |
5.916 |
5.916 |
6.194 |
|
| S3 |
5.671 |
5.833 |
6.172 |
|
| S4 |
5.426 |
5.588 |
6.104 |
|
|
| Weekly Pivots for week ending 29-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7.292 |
7.056 |
6.153 |
|
| R3 |
6.833 |
6.597 |
6.027 |
|
| R2 |
6.374 |
6.374 |
5.985 |
|
| R1 |
6.138 |
6.138 |
5.943 |
6.256 |
| PP |
5.915 |
5.915 |
5.915 |
5.975 |
| S1 |
5.679 |
5.679 |
5.859 |
5.797 |
| S2 |
5.456 |
5.456 |
5.817 |
|
| S3 |
4.997 |
5.220 |
5.775 |
|
| S4 |
4.538 |
4.761 |
5.649 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7.286 |
|
2.618 |
6.886 |
|
1.618 |
6.641 |
|
1.000 |
6.490 |
|
0.618 |
6.396 |
|
HIGH |
6.245 |
|
0.618 |
6.151 |
|
0.500 |
6.123 |
|
0.382 |
6.094 |
|
LOW |
6.000 |
|
0.618 |
5.849 |
|
1.000 |
5.755 |
|
1.618 |
5.604 |
|
2.618 |
5.359 |
|
4.250 |
4.959 |
|
|
| Fisher Pivots for day following 01-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
6.200 |
6.159 |
| PP |
6.161 |
6.078 |
| S1 |
6.123 |
5.998 |
|