NYMEX Natural Gas Future January 2010
| Trading Metrics calculated at close of trading on 24-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jun-2009 |
24-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
5.960 |
5.861 |
-0.099 |
-1.7% |
6.149 |
| High |
5.986 |
5.893 |
-0.093 |
-1.6% |
6.462 |
| Low |
5.838 |
5.810 |
-0.028 |
-0.5% |
6.087 |
| Close |
5.903 |
5.864 |
-0.039 |
-0.7% |
6.109 |
| Range |
0.148 |
0.083 |
-0.065 |
-43.9% |
0.375 |
| ATR |
0.191 |
0.184 |
-0.007 |
-3.7% |
0.000 |
| Volume |
4,998 |
5,674 |
676 |
13.5% |
30,148 |
|
| Daily Pivots for day following 24-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6.105 |
6.067 |
5.910 |
|
| R3 |
6.022 |
5.984 |
5.887 |
|
| R2 |
5.939 |
5.939 |
5.879 |
|
| R1 |
5.901 |
5.901 |
5.872 |
5.920 |
| PP |
5.856 |
5.856 |
5.856 |
5.865 |
| S1 |
5.818 |
5.818 |
5.856 |
5.837 |
| S2 |
5.773 |
5.773 |
5.849 |
|
| S3 |
5.690 |
5.735 |
5.841 |
|
| S4 |
5.607 |
5.652 |
5.818 |
|
|
| 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 |
6.246 |
|
2.618 |
6.110 |
|
1.618 |
6.027 |
|
1.000 |
5.976 |
|
0.618 |
5.944 |
|
HIGH |
5.893 |
|
0.618 |
5.861 |
|
0.500 |
5.852 |
|
0.382 |
5.842 |
|
LOW |
5.810 |
|
0.618 |
5.759 |
|
1.000 |
5.727 |
|
1.618 |
5.676 |
|
2.618 |
5.593 |
|
4.250 |
5.457 |
|
|
| Fisher Pivots for day following 24-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
5.860 |
5.960 |
| PP |
5.856 |
5.928 |
| S1 |
5.852 |
5.896 |
|