NYMEX Natural Gas Future February 2011
| Trading Metrics calculated at close of trading on 15-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jun-2010 |
15-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
5.714 |
5.745 |
0.031 |
0.5% |
5.645 |
| High |
5.759 |
5.861 |
0.102 |
1.8% |
5.762 |
| Low |
5.650 |
5.745 |
0.095 |
1.7% |
5.565 |
| Close |
5.742 |
5.859 |
0.117 |
2.0% |
5.634 |
| Range |
0.109 |
0.116 |
0.007 |
6.4% |
0.197 |
| ATR |
0.127 |
0.126 |
-0.001 |
-0.4% |
0.000 |
| Volume |
877 |
2,313 |
1,436 |
163.7% |
13,675 |
|
| Daily Pivots for day following 15-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6.170 |
6.130 |
5.923 |
|
| R3 |
6.054 |
6.014 |
5.891 |
|
| R2 |
5.938 |
5.938 |
5.880 |
|
| R1 |
5.898 |
5.898 |
5.870 |
5.918 |
| PP |
5.822 |
5.822 |
5.822 |
5.832 |
| S1 |
5.782 |
5.782 |
5.848 |
5.802 |
| S2 |
5.706 |
5.706 |
5.838 |
|
| S3 |
5.590 |
5.666 |
5.827 |
|
| S4 |
5.474 |
5.550 |
5.795 |
|
|
| Weekly Pivots for week ending 11-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6.245 |
6.136 |
5.742 |
|
| R3 |
6.048 |
5.939 |
5.688 |
|
| R2 |
5.851 |
5.851 |
5.670 |
|
| R1 |
5.742 |
5.742 |
5.652 |
5.698 |
| PP |
5.654 |
5.654 |
5.654 |
5.632 |
| S1 |
5.545 |
5.545 |
5.616 |
5.501 |
| S2 |
5.457 |
5.457 |
5.598 |
|
| S3 |
5.260 |
5.348 |
5.580 |
|
| S4 |
5.063 |
5.151 |
5.526 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6.354 |
|
2.618 |
6.165 |
|
1.618 |
6.049 |
|
1.000 |
5.977 |
|
0.618 |
5.933 |
|
HIGH |
5.861 |
|
0.618 |
5.817 |
|
0.500 |
5.803 |
|
0.382 |
5.789 |
|
LOW |
5.745 |
|
0.618 |
5.673 |
|
1.000 |
5.629 |
|
1.618 |
5.557 |
|
2.618 |
5.441 |
|
4.250 |
5.252 |
|
|
| Fisher Pivots for day following 15-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
5.840 |
5.816 |
| PP |
5.822 |
5.772 |
| S1 |
5.803 |
5.729 |
|