NYMEX Natural Gas Future March 2010
| Trading Metrics calculated at close of trading on 23-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jun-2009 |
23-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
6.039 |
5.925 |
-0.114 |
-1.9% |
6.126 |
| High |
6.039 |
5.930 |
-0.109 |
-1.8% |
6.410 |
| Low |
5.875 |
5.804 |
-0.071 |
-1.2% |
6.055 |
| Close |
5.928 |
5.868 |
-0.060 |
-1.0% |
6.069 |
| Range |
0.164 |
0.126 |
-0.038 |
-23.2% |
0.355 |
| ATR |
0.191 |
0.187 |
-0.005 |
-2.4% |
0.000 |
| Volume |
1,108 |
1,411 |
303 |
27.3% |
10,809 |
|
| Daily Pivots for day following 23-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6.245 |
6.183 |
5.937 |
|
| R3 |
6.119 |
6.057 |
5.903 |
|
| R2 |
5.993 |
5.993 |
5.891 |
|
| R1 |
5.931 |
5.931 |
5.880 |
5.899 |
| PP |
5.867 |
5.867 |
5.867 |
5.852 |
| S1 |
5.805 |
5.805 |
5.856 |
5.773 |
| S2 |
5.741 |
5.741 |
5.845 |
|
| S3 |
5.615 |
5.679 |
5.833 |
|
| S4 |
5.489 |
5.553 |
5.799 |
|
|
| Weekly Pivots for week ending 19-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7.243 |
7.011 |
6.264 |
|
| R3 |
6.888 |
6.656 |
6.167 |
|
| R2 |
6.533 |
6.533 |
6.134 |
|
| R1 |
6.301 |
6.301 |
6.102 |
6.240 |
| PP |
6.178 |
6.178 |
6.178 |
6.147 |
| S1 |
5.946 |
5.946 |
6.036 |
5.885 |
| S2 |
5.823 |
5.823 |
6.004 |
|
| S3 |
5.468 |
5.591 |
5.971 |
|
| S4 |
5.113 |
5.236 |
5.874 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6.466 |
|
2.618 |
6.260 |
|
1.618 |
6.134 |
|
1.000 |
6.056 |
|
0.618 |
6.008 |
|
HIGH |
5.930 |
|
0.618 |
5.882 |
|
0.500 |
5.867 |
|
0.382 |
5.852 |
|
LOW |
5.804 |
|
0.618 |
5.726 |
|
1.000 |
5.678 |
|
1.618 |
5.600 |
|
2.618 |
5.474 |
|
4.250 |
5.269 |
|
|
| Fisher Pivots for day following 23-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
5.868 |
6.017 |
| PP |
5.867 |
5.967 |
| S1 |
5.867 |
5.918 |
|