NYMEX Natural Gas Future February 2011
| Trading Metrics calculated at close of trading on 28-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jun-2010 |
28-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
5.623 |
5.630 |
0.007 |
0.1% |
5.602 |
| High |
5.687 |
5.639 |
-0.048 |
-0.8% |
5.835 |
| Low |
5.615 |
5.542 |
-0.073 |
-1.3% |
5.485 |
| Close |
5.680 |
5.554 |
-0.126 |
-2.2% |
5.680 |
| Range |
0.072 |
0.097 |
0.025 |
34.7% |
0.350 |
| ATR |
0.126 |
0.126 |
0.001 |
0.7% |
0.000 |
| Volume |
1,556 |
1,151 |
-405 |
-26.0% |
10,779 |
|
| Daily Pivots for day following 28-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.869 |
5.809 |
5.607 |
|
| R3 |
5.772 |
5.712 |
5.581 |
|
| R2 |
5.675 |
5.675 |
5.572 |
|
| R1 |
5.615 |
5.615 |
5.563 |
5.597 |
| PP |
5.578 |
5.578 |
5.578 |
5.569 |
| S1 |
5.518 |
5.518 |
5.545 |
5.500 |
| S2 |
5.481 |
5.481 |
5.536 |
|
| S3 |
5.384 |
5.421 |
5.527 |
|
| S4 |
5.287 |
5.324 |
5.501 |
|
|
| Weekly Pivots for week ending 25-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6.717 |
6.548 |
5.873 |
|
| R3 |
6.367 |
6.198 |
5.776 |
|
| R2 |
6.017 |
6.017 |
5.744 |
|
| R1 |
5.848 |
5.848 |
5.712 |
5.933 |
| PP |
5.667 |
5.667 |
5.667 |
5.709 |
| S1 |
5.498 |
5.498 |
5.648 |
5.583 |
| S2 |
5.317 |
5.317 |
5.616 |
|
| S3 |
4.967 |
5.148 |
5.584 |
|
| S4 |
4.617 |
4.798 |
5.488 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6.051 |
|
2.618 |
5.893 |
|
1.618 |
5.796 |
|
1.000 |
5.736 |
|
0.618 |
5.699 |
|
HIGH |
5.639 |
|
0.618 |
5.602 |
|
0.500 |
5.591 |
|
0.382 |
5.579 |
|
LOW |
5.542 |
|
0.618 |
5.482 |
|
1.000 |
5.445 |
|
1.618 |
5.385 |
|
2.618 |
5.288 |
|
4.250 |
5.130 |
|
|
| Fisher Pivots for day following 28-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
5.591 |
5.615 |
| PP |
5.578 |
5.594 |
| S1 |
5.566 |
5.574 |
|