NYMEX Natural Gas Future January 2011
| Trading Metrics calculated at close of trading on 24-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jun-2010 |
24-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
5.601 |
5.691 |
0.090 |
1.6% |
5.755 |
| High |
5.712 |
5.725 |
0.013 |
0.2% |
5.949 |
| Low |
5.600 |
5.623 |
0.023 |
0.4% |
5.703 |
| Close |
5.691 |
5.660 |
-0.031 |
-0.5% |
5.783 |
| Range |
0.112 |
0.102 |
-0.010 |
-8.9% |
0.246 |
| ATR |
0.142 |
0.139 |
-0.003 |
-2.0% |
0.000 |
| Volume |
9,902 |
9,872 |
-30 |
-0.3% |
69,437 |
|
| Daily Pivots for day following 24-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.975 |
5.920 |
5.716 |
|
| R3 |
5.873 |
5.818 |
5.688 |
|
| R2 |
5.771 |
5.771 |
5.679 |
|
| R1 |
5.716 |
5.716 |
5.669 |
5.693 |
| PP |
5.669 |
5.669 |
5.669 |
5.658 |
| S1 |
5.614 |
5.614 |
5.651 |
5.591 |
| S2 |
5.567 |
5.567 |
5.641 |
|
| S3 |
5.465 |
5.512 |
5.632 |
|
| S4 |
5.363 |
5.410 |
5.604 |
|
|
| 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 |
6.159 |
|
2.618 |
5.992 |
|
1.618 |
5.890 |
|
1.000 |
5.827 |
|
0.618 |
5.788 |
|
HIGH |
5.725 |
|
0.618 |
5.686 |
|
0.500 |
5.674 |
|
0.382 |
5.662 |
|
LOW |
5.623 |
|
0.618 |
5.560 |
|
1.000 |
5.521 |
|
1.618 |
5.458 |
|
2.618 |
5.356 |
|
4.250 |
5.190 |
|
|
| Fisher Pivots for day following 24-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
5.674 |
5.651 |
| PP |
5.669 |
5.642 |
| S1 |
5.665 |
5.634 |
|