NYMEX Natural Gas Future January 2010
| Trading Metrics calculated at close of trading on 22-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jun-2009 |
22-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
6.256 |
6.110 |
-0.146 |
-2.3% |
6.149 |
| High |
6.294 |
6.110 |
-0.184 |
-2.9% |
6.462 |
| Low |
6.087 |
5.909 |
-0.178 |
-2.9% |
6.087 |
| Close |
6.109 |
5.963 |
-0.146 |
-2.4% |
6.109 |
| Range |
0.207 |
0.201 |
-0.006 |
-2.9% |
0.375 |
| ATR |
0.194 |
0.194 |
0.001 |
0.3% |
0.000 |
| Volume |
5,585 |
2,871 |
-2,714 |
-48.6% |
30,148 |
|
| Daily Pivots for day following 22-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6.597 |
6.481 |
6.074 |
|
| R3 |
6.396 |
6.280 |
6.018 |
|
| R2 |
6.195 |
6.195 |
6.000 |
|
| R1 |
6.079 |
6.079 |
5.981 |
6.037 |
| PP |
5.994 |
5.994 |
5.994 |
5.973 |
| S1 |
5.878 |
5.878 |
5.945 |
5.836 |
| S2 |
5.793 |
5.793 |
5.926 |
|
| S3 |
5.592 |
5.677 |
5.908 |
|
| S4 |
5.391 |
5.476 |
5.852 |
|
|
| Weekly Pivots for week ending 19-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7.344 |
7.102 |
6.315 |
|
| R3 |
6.969 |
6.727 |
6.212 |
|
| R2 |
6.594 |
6.594 |
6.178 |
|
| R1 |
6.352 |
6.352 |
6.143 |
6.286 |
| PP |
6.219 |
6.219 |
6.219 |
6.186 |
| S1 |
5.977 |
5.977 |
6.075 |
5.911 |
| S2 |
5.844 |
5.844 |
6.040 |
|
| S3 |
5.469 |
5.602 |
6.006 |
|
| S4 |
5.094 |
5.227 |
5.903 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6.964 |
|
2.618 |
6.636 |
|
1.618 |
6.435 |
|
1.000 |
6.311 |
|
0.618 |
6.234 |
|
HIGH |
6.110 |
|
0.618 |
6.033 |
|
0.500 |
6.010 |
|
0.382 |
5.986 |
|
LOW |
5.909 |
|
0.618 |
5.785 |
|
1.000 |
5.708 |
|
1.618 |
5.584 |
|
2.618 |
5.383 |
|
4.250 |
5.055 |
|
|
| Fisher Pivots for day following 22-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
6.010 |
6.144 |
| PP |
5.994 |
6.084 |
| S1 |
5.979 |
6.023 |
|