NYMEX Natural Gas Future January 2011
| Trading Metrics calculated at close of trading on 30-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jun-2010 |
30-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
5.624 |
5.431 |
-0.193 |
-3.4% |
5.665 |
| High |
5.624 |
5.440 |
-0.184 |
-3.3% |
5.904 |
| Low |
5.418 |
5.362 |
-0.056 |
-1.0% |
5.542 |
| Close |
5.427 |
5.434 |
0.007 |
0.1% |
5.743 |
| Range |
0.206 |
0.078 |
-0.128 |
-62.1% |
0.362 |
| ATR |
0.141 |
0.137 |
-0.005 |
-3.2% |
0.000 |
| Volume |
9,011 |
12,497 |
3,486 |
38.7% |
52,968 |
|
| Daily Pivots for day following 30-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.646 |
5.618 |
5.477 |
|
| R3 |
5.568 |
5.540 |
5.455 |
|
| R2 |
5.490 |
5.490 |
5.448 |
|
| R1 |
5.462 |
5.462 |
5.441 |
5.476 |
| PP |
5.412 |
5.412 |
5.412 |
5.419 |
| S1 |
5.384 |
5.384 |
5.427 |
5.398 |
| S2 |
5.334 |
5.334 |
5.420 |
|
| S3 |
5.256 |
5.306 |
5.413 |
|
| S4 |
5.178 |
5.228 |
5.391 |
|
|
| Weekly Pivots for week ending 25-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6.816 |
6.641 |
5.942 |
|
| R3 |
6.454 |
6.279 |
5.843 |
|
| R2 |
6.092 |
6.092 |
5.809 |
|
| R1 |
5.917 |
5.917 |
5.776 |
6.005 |
| PP |
5.730 |
5.730 |
5.730 |
5.773 |
| S1 |
5.555 |
5.555 |
5.710 |
5.643 |
| S2 |
5.368 |
5.368 |
5.677 |
|
| S3 |
5.006 |
5.193 |
5.643 |
|
| S4 |
4.644 |
4.831 |
5.544 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5.772 |
|
2.618 |
5.644 |
|
1.618 |
5.566 |
|
1.000 |
5.518 |
|
0.618 |
5.488 |
|
HIGH |
5.440 |
|
0.618 |
5.410 |
|
0.500 |
5.401 |
|
0.382 |
5.392 |
|
LOW |
5.362 |
|
0.618 |
5.314 |
|
1.000 |
5.284 |
|
1.618 |
5.236 |
|
2.618 |
5.158 |
|
4.250 |
5.031 |
|
|
| Fisher Pivots for day following 30-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
5.423 |
5.534 |
| PP |
5.412 |
5.500 |
| S1 |
5.401 |
5.467 |
|