NYMEX Natural Gas Future January 2011
| Trading Metrics calculated at close of trading on 23-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jun-2010 |
23-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
5.651 |
5.601 |
-0.050 |
-0.9% |
5.755 |
| High |
5.665 |
5.712 |
0.047 |
0.8% |
5.949 |
| Low |
5.542 |
5.600 |
0.058 |
1.0% |
5.703 |
| Close |
5.599 |
5.691 |
0.092 |
1.6% |
5.783 |
| Range |
0.123 |
0.112 |
-0.011 |
-8.9% |
0.246 |
| ATR |
0.144 |
0.142 |
-0.002 |
-1.6% |
0.000 |
| Volume |
12,983 |
9,902 |
-3,081 |
-23.7% |
69,437 |
|
| Daily Pivots for day following 23-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6.004 |
5.959 |
5.753 |
|
| R3 |
5.892 |
5.847 |
5.722 |
|
| R2 |
5.780 |
5.780 |
5.712 |
|
| R1 |
5.735 |
5.735 |
5.701 |
5.758 |
| PP |
5.668 |
5.668 |
5.668 |
5.679 |
| S1 |
5.623 |
5.623 |
5.681 |
5.646 |
| S2 |
5.556 |
5.556 |
5.670 |
|
| S3 |
5.444 |
5.511 |
5.660 |
|
| S4 |
5.332 |
5.399 |
5.629 |
|
|
| Weekly Pivots for week ending 18-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6.550 |
6.412 |
5.918 |
|
| R3 |
6.304 |
6.166 |
5.851 |
|
| R2 |
6.058 |
6.058 |
5.828 |
|
| R1 |
5.920 |
5.920 |
5.806 |
5.989 |
| PP |
5.812 |
5.812 |
5.812 |
5.846 |
| S1 |
5.674 |
5.674 |
5.760 |
5.743 |
| S2 |
5.566 |
5.566 |
5.738 |
|
| S3 |
5.320 |
5.428 |
5.715 |
|
| S4 |
5.074 |
5.182 |
5.648 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6.188 |
|
2.618 |
6.005 |
|
1.618 |
5.893 |
|
1.000 |
5.824 |
|
0.618 |
5.781 |
|
HIGH |
5.712 |
|
0.618 |
5.669 |
|
0.500 |
5.656 |
|
0.382 |
5.643 |
|
LOW |
5.600 |
|
0.618 |
5.531 |
|
1.000 |
5.488 |
|
1.618 |
5.419 |
|
2.618 |
5.307 |
|
4.250 |
5.124 |
|
|
| Fisher Pivots for day following 23-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
5.679 |
5.723 |
| PP |
5.668 |
5.712 |
| S1 |
5.656 |
5.702 |
|