NYMEX Natural Gas Future March 2010
| Trading Metrics calculated at close of trading on 01-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jun-2009 |
01-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
5.900 |
5.826 |
-0.074 |
-1.3% |
6.039 |
| High |
5.900 |
5.873 |
-0.027 |
-0.5% |
6.039 |
| Low |
5.800 |
5.792 |
-0.008 |
-0.1% |
5.777 |
| Close |
5.810 |
5.820 |
0.010 |
0.2% |
6.019 |
| Range |
0.100 |
0.081 |
-0.019 |
-19.0% |
0.262 |
| ATR |
0.165 |
0.159 |
-0.006 |
-3.6% |
0.000 |
| Volume |
765 |
1,074 |
309 |
40.4% |
7,446 |
|
| Daily Pivots for day following 01-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6.071 |
6.027 |
5.865 |
|
| R3 |
5.990 |
5.946 |
5.842 |
|
| R2 |
5.909 |
5.909 |
5.835 |
|
| R1 |
5.865 |
5.865 |
5.827 |
5.847 |
| PP |
5.828 |
5.828 |
5.828 |
5.819 |
| S1 |
5.784 |
5.784 |
5.813 |
5.766 |
| S2 |
5.747 |
5.747 |
5.805 |
|
| S3 |
5.666 |
5.703 |
5.798 |
|
| S4 |
5.585 |
5.622 |
5.775 |
|
|
| Weekly Pivots for week ending 26-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6.731 |
6.637 |
6.163 |
|
| R3 |
6.469 |
6.375 |
6.091 |
|
| R2 |
6.207 |
6.207 |
6.067 |
|
| R1 |
6.113 |
6.113 |
6.043 |
6.029 |
| PP |
5.945 |
5.945 |
5.945 |
5.903 |
| S1 |
5.851 |
5.851 |
5.995 |
5.767 |
| S2 |
5.683 |
5.683 |
5.971 |
|
| S3 |
5.421 |
5.589 |
5.947 |
|
| S4 |
5.159 |
5.327 |
5.875 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6.217 |
|
2.618 |
6.085 |
|
1.618 |
6.004 |
|
1.000 |
5.954 |
|
0.618 |
5.923 |
|
HIGH |
5.873 |
|
0.618 |
5.842 |
|
0.500 |
5.833 |
|
0.382 |
5.823 |
|
LOW |
5.792 |
|
0.618 |
5.742 |
|
1.000 |
5.711 |
|
1.618 |
5.661 |
|
2.618 |
5.580 |
|
4.250 |
5.448 |
|
|
| Fisher Pivots for day following 01-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
5.833 |
5.877 |
| PP |
5.828 |
5.858 |
| S1 |
5.824 |
5.839 |
|