NYMEX Natural Gas Future March 2011
| Trading Metrics calculated at close of trading on 29-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jun-2010 |
29-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
5.539 |
5.400 |
-0.139 |
-2.5% |
5.665 |
| High |
5.546 |
5.407 |
-0.139 |
-2.5% |
5.709 |
| Low |
5.441 |
5.285 |
-0.156 |
-2.9% |
5.384 |
| Close |
5.454 |
5.291 |
-0.163 |
-3.0% |
5.576 |
| Range |
0.105 |
0.122 |
0.017 |
16.2% |
0.325 |
| ATR |
|
|
|
|
|
| Volume |
2,556 |
3,803 |
1,247 |
48.8% |
29,167 |
|
| Daily Pivots for day following 29-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.694 |
5.614 |
5.358 |
|
| R3 |
5.572 |
5.492 |
5.325 |
|
| R2 |
5.450 |
5.450 |
5.313 |
|
| R1 |
5.370 |
5.370 |
5.302 |
5.349 |
| PP |
5.328 |
5.328 |
5.328 |
5.317 |
| S1 |
5.248 |
5.248 |
5.280 |
5.227 |
| S2 |
5.206 |
5.206 |
5.269 |
|
| S3 |
5.084 |
5.126 |
5.257 |
|
| S4 |
4.962 |
5.004 |
5.224 |
|
|
| Weekly Pivots for week ending 25-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6.531 |
6.379 |
5.755 |
|
| R3 |
6.206 |
6.054 |
5.665 |
|
| R2 |
5.881 |
5.881 |
5.636 |
|
| R1 |
5.729 |
5.729 |
5.606 |
5.643 |
| PP |
5.556 |
5.556 |
5.556 |
5.513 |
| S1 |
5.404 |
5.404 |
5.546 |
5.318 |
| S2 |
5.231 |
5.231 |
5.516 |
|
| S3 |
4.906 |
5.079 |
5.487 |
|
| S4 |
4.581 |
4.754 |
5.397 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5.926 |
|
2.618 |
5.726 |
|
1.618 |
5.604 |
|
1.000 |
5.529 |
|
0.618 |
5.482 |
|
HIGH |
5.407 |
|
0.618 |
5.360 |
|
0.500 |
5.346 |
|
0.382 |
5.332 |
|
LOW |
5.285 |
|
0.618 |
5.210 |
|
1.000 |
5.163 |
|
1.618 |
5.088 |
|
2.618 |
4.966 |
|
4.250 |
4.767 |
|
|
| Fisher Pivots for day following 29-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
5.346 |
5.434 |
| PP |
5.328 |
5.386 |
| S1 |
5.309 |
5.339 |
|