NYMEX Natural Gas Future January 2011
| Trading Metrics calculated at close of trading on 17-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jun-2010 |
17-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
5.811 |
5.860 |
0.049 |
0.8% |
5.689 |
| High |
5.935 |
5.907 |
-0.028 |
-0.5% |
5.822 |
| Low |
5.790 |
5.795 |
0.005 |
0.1% |
5.583 |
| Close |
5.811 |
5.897 |
0.086 |
1.5% |
5.686 |
| Range |
0.145 |
0.112 |
-0.033 |
-22.8% |
0.239 |
| ATR |
0.135 |
0.134 |
-0.002 |
-1.2% |
0.000 |
| Volume |
15,215 |
15,803 |
588 |
3.9% |
70,579 |
|
| Daily Pivots for day following 17-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6.202 |
6.162 |
5.959 |
|
| R3 |
6.090 |
6.050 |
5.928 |
|
| R2 |
5.978 |
5.978 |
5.918 |
|
| R1 |
5.938 |
5.938 |
5.907 |
5.958 |
| PP |
5.866 |
5.866 |
5.866 |
5.877 |
| S1 |
5.826 |
5.826 |
5.887 |
5.846 |
| S2 |
5.754 |
5.754 |
5.876 |
|
| S3 |
5.642 |
5.714 |
5.866 |
|
| S4 |
5.530 |
5.602 |
5.835 |
|
|
| 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 |
6.383 |
|
2.618 |
6.200 |
|
1.618 |
6.088 |
|
1.000 |
6.019 |
|
0.618 |
5.976 |
|
HIGH |
5.907 |
|
0.618 |
5.864 |
|
0.500 |
5.851 |
|
0.382 |
5.838 |
|
LOW |
5.795 |
|
0.618 |
5.726 |
|
1.000 |
5.683 |
|
1.618 |
5.614 |
|
2.618 |
5.502 |
|
4.250 |
5.319 |
|
|
| Fisher Pivots for day following 17-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
5.882 |
5.886 |
| PP |
5.866 |
5.874 |
| S1 |
5.851 |
5.863 |
|