NYMEX Natural Gas Future January 2011
| Trading Metrics calculated at close of trading on 11-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jun-2010 |
11-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
5.626 |
5.686 |
0.060 |
1.1% |
5.689 |
| High |
5.745 |
5.705 |
-0.040 |
-0.7% |
5.822 |
| Low |
5.590 |
5.647 |
0.057 |
1.0% |
5.583 |
| Close |
5.626 |
5.686 |
0.060 |
1.1% |
5.686 |
| Range |
0.155 |
0.058 |
-0.097 |
-62.6% |
0.239 |
| ATR |
0.140 |
0.136 |
-0.004 |
-3.1% |
0.000 |
| Volume |
13,275 |
14,389 |
1,114 |
8.4% |
70,579 |
|
| Daily Pivots for day following 11-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.853 |
5.828 |
5.718 |
|
| R3 |
5.795 |
5.770 |
5.702 |
|
| R2 |
5.737 |
5.737 |
5.697 |
|
| R1 |
5.712 |
5.712 |
5.691 |
5.715 |
| PP |
5.679 |
5.679 |
5.679 |
5.681 |
| S1 |
5.654 |
5.654 |
5.681 |
5.657 |
| S2 |
5.621 |
5.621 |
5.675 |
|
| S3 |
5.563 |
5.596 |
5.670 |
|
| S4 |
5.505 |
5.538 |
5.654 |
|
|
| Weekly Pivots for week ending 11-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6.414 |
6.289 |
5.817 |
|
| R3 |
6.175 |
6.050 |
5.752 |
|
| R2 |
5.936 |
5.936 |
5.730 |
|
| R1 |
5.811 |
5.811 |
5.708 |
5.754 |
| PP |
5.697 |
5.697 |
5.697 |
5.669 |
| S1 |
5.572 |
5.572 |
5.664 |
5.515 |
| S2 |
5.458 |
5.458 |
5.642 |
|
| S3 |
5.219 |
5.333 |
5.620 |
|
| S4 |
4.980 |
5.094 |
5.555 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5.952 |
|
2.618 |
5.857 |
|
1.618 |
5.799 |
|
1.000 |
5.763 |
|
0.618 |
5.741 |
|
HIGH |
5.705 |
|
0.618 |
5.683 |
|
0.500 |
5.676 |
|
0.382 |
5.669 |
|
LOW |
5.647 |
|
0.618 |
5.611 |
|
1.000 |
5.589 |
|
1.618 |
5.553 |
|
2.618 |
5.495 |
|
4.250 |
5.401 |
|
|
| Fisher Pivots for day following 11-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
5.683 |
5.680 |
| PP |
5.679 |
5.674 |
| S1 |
5.676 |
5.668 |
|