NYMEX Natural Gas Future February 2011
| Trading Metrics calculated at close of trading on 22-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jun-2010 |
22-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
5.602 |
5.594 |
-0.008 |
-0.1% |
5.714 |
| High |
5.835 |
5.594 |
-0.241 |
-4.1% |
5.861 |
| Low |
5.585 |
5.485 |
-0.100 |
-1.8% |
5.650 |
| Close |
5.602 |
5.538 |
-0.064 |
-1.1% |
5.717 |
| Range |
0.250 |
0.109 |
-0.141 |
-56.4% |
0.211 |
| ATR |
0.134 |
0.133 |
-0.001 |
-0.9% |
0.000 |
| Volume |
1,406 |
2,861 |
1,455 |
103.5% |
11,045 |
|
| Daily Pivots for day following 22-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.866 |
5.811 |
5.598 |
|
| R3 |
5.757 |
5.702 |
5.568 |
|
| R2 |
5.648 |
5.648 |
5.558 |
|
| R1 |
5.593 |
5.593 |
5.548 |
5.566 |
| PP |
5.539 |
5.539 |
5.539 |
5.526 |
| S1 |
5.484 |
5.484 |
5.528 |
5.457 |
| S2 |
5.430 |
5.430 |
5.518 |
|
| S3 |
5.321 |
5.375 |
5.508 |
|
| S4 |
5.212 |
5.266 |
5.478 |
|
|
| Weekly Pivots for week ending 18-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6.376 |
6.257 |
5.833 |
|
| R3 |
6.165 |
6.046 |
5.775 |
|
| R2 |
5.954 |
5.954 |
5.756 |
|
| R1 |
5.835 |
5.835 |
5.736 |
5.895 |
| PP |
5.743 |
5.743 |
5.743 |
5.772 |
| S1 |
5.624 |
5.624 |
5.698 |
5.684 |
| S2 |
5.532 |
5.532 |
5.678 |
|
| S3 |
5.321 |
5.413 |
5.659 |
|
| S4 |
5.110 |
5.202 |
5.601 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6.057 |
|
2.618 |
5.879 |
|
1.618 |
5.770 |
|
1.000 |
5.703 |
|
0.618 |
5.661 |
|
HIGH |
5.594 |
|
0.618 |
5.552 |
|
0.500 |
5.540 |
|
0.382 |
5.527 |
|
LOW |
5.485 |
|
0.618 |
5.418 |
|
1.000 |
5.376 |
|
1.618 |
5.309 |
|
2.618 |
5.200 |
|
4.250 |
5.022 |
|
|
| Fisher Pivots for day following 22-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
5.540 |
5.668 |
| PP |
5.539 |
5.624 |
| S1 |
5.539 |
5.581 |
|