NYMEX Natural Gas Future June 2009
| Trading Metrics calculated at close of trading on 02-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Dec-2008 |
02-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
6.100 |
5.840 |
-0.260 |
-4.3% |
6.138 |
| High |
6.100 |
6.270 |
0.170 |
2.8% |
6.270 |
| Low |
5.770 |
5.840 |
0.070 |
1.2% |
5.770 |
| Close |
5.904 |
6.189 |
0.285 |
4.8% |
6.189 |
| Range |
0.330 |
0.430 |
0.100 |
30.3% |
0.500 |
| ATR |
0.240 |
0.254 |
0.014 |
5.7% |
0.000 |
| Volume |
984 |
1,646 |
662 |
67.3% |
4,162 |
|
| Daily Pivots for day following 02-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7.390 |
7.219 |
6.426 |
|
| R3 |
6.960 |
6.789 |
6.307 |
|
| R2 |
6.530 |
6.530 |
6.268 |
|
| R1 |
6.359 |
6.359 |
6.228 |
6.445 |
| PP |
6.100 |
6.100 |
6.100 |
6.142 |
| S1 |
5.929 |
5.929 |
6.150 |
6.015 |
| S2 |
5.670 |
5.670 |
6.110 |
|
| S3 |
5.240 |
5.499 |
6.071 |
|
| S4 |
4.810 |
5.069 |
5.953 |
|
|
| Weekly Pivots for week ending 02-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7.576 |
7.383 |
6.464 |
|
| R3 |
7.076 |
6.883 |
6.327 |
|
| R2 |
6.576 |
6.576 |
6.281 |
|
| R1 |
6.383 |
6.383 |
6.235 |
6.480 |
| PP |
6.076 |
6.076 |
6.076 |
6.125 |
| S1 |
5.883 |
5.883 |
6.143 |
5.980 |
| S2 |
5.576 |
5.576 |
6.097 |
|
| S3 |
5.076 |
5.383 |
6.052 |
|
| S4 |
4.576 |
4.883 |
5.914 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6.270 |
5.770 |
0.500 |
8.1% |
0.212 |
3.4% |
84% |
True |
False |
1,221 |
| 10 |
6.270 |
5.571 |
0.699 |
11.3% |
0.227 |
3.7% |
88% |
True |
False |
1,414 |
| 20 |
6.544 |
5.571 |
0.973 |
15.7% |
0.208 |
3.4% |
64% |
False |
False |
1,482 |
| 40 |
7.573 |
5.571 |
2.002 |
32.3% |
0.222 |
3.6% |
31% |
False |
False |
1,385 |
| 60 |
7.599 |
5.571 |
2.028 |
32.8% |
0.218 |
3.5% |
30% |
False |
False |
1,333 |
| 80 |
8.545 |
5.571 |
2.974 |
48.1% |
0.220 |
3.6% |
21% |
False |
False |
1,205 |
| 100 |
9.170 |
5.571 |
3.599 |
58.2% |
0.223 |
3.6% |
17% |
False |
False |
1,083 |
| 120 |
11.195 |
5.571 |
5.624 |
90.9% |
0.230 |
3.7% |
11% |
False |
False |
993 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
8.098 |
|
2.618 |
7.396 |
|
1.618 |
6.966 |
|
1.000 |
6.700 |
|
0.618 |
6.536 |
|
HIGH |
6.270 |
|
0.618 |
6.106 |
|
0.500 |
6.055 |
|
0.382 |
6.004 |
|
LOW |
5.840 |
|
0.618 |
5.574 |
|
1.000 |
5.410 |
|
1.618 |
5.144 |
|
2.618 |
4.714 |
|
4.250 |
4.013 |
|
|
| Fisher Pivots for day following 02-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
6.144 |
6.133 |
| PP |
6.100 |
6.076 |
| S1 |
6.055 |
6.020 |
|