NYMEX Natural Gas Future June 2009
| Trading Metrics calculated at close of trading on 05-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jan-2009 |
05-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
5.840 |
6.190 |
0.350 |
6.0% |
6.138 |
| High |
6.270 |
6.331 |
0.061 |
1.0% |
6.270 |
| Low |
5.840 |
6.093 |
0.253 |
4.3% |
5.770 |
| Close |
6.189 |
6.283 |
0.094 |
1.5% |
6.189 |
| Range |
0.430 |
0.238 |
-0.192 |
-44.7% |
0.500 |
| ATR |
0.254 |
0.252 |
-0.001 |
-0.4% |
0.000 |
| Volume |
1,646 |
708 |
-938 |
-57.0% |
4,162 |
|
| Daily Pivots for day following 05-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6.950 |
6.854 |
6.414 |
|
| R3 |
6.712 |
6.616 |
6.348 |
|
| R2 |
6.474 |
6.474 |
6.327 |
|
| R1 |
6.378 |
6.378 |
6.305 |
6.426 |
| PP |
6.236 |
6.236 |
6.236 |
6.260 |
| S1 |
6.140 |
6.140 |
6.261 |
6.188 |
| S2 |
5.998 |
5.998 |
6.239 |
|
| S3 |
5.760 |
5.902 |
6.218 |
|
| S4 |
5.522 |
5.664 |
6.152 |
|
|
| 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 |
6.331 |
5.770 |
0.561 |
8.9% |
0.260 |
4.1% |
91% |
True |
False |
974 |
| 10 |
6.331 |
5.571 |
0.760 |
12.1% |
0.233 |
3.7% |
94% |
True |
False |
1,377 |
| 20 |
6.331 |
5.571 |
0.760 |
12.1% |
0.204 |
3.2% |
94% |
True |
False |
1,434 |
| 40 |
7.550 |
5.571 |
1.979 |
31.5% |
0.224 |
3.6% |
36% |
False |
False |
1,363 |
| 60 |
7.599 |
5.571 |
2.028 |
32.3% |
0.219 |
3.5% |
35% |
False |
False |
1,314 |
| 80 |
8.545 |
5.571 |
2.974 |
47.3% |
0.221 |
3.5% |
24% |
False |
False |
1,208 |
| 100 |
9.170 |
5.571 |
3.599 |
57.3% |
0.224 |
3.6% |
20% |
False |
False |
1,088 |
| 120 |
10.675 |
5.571 |
5.104 |
81.2% |
0.227 |
3.6% |
14% |
False |
False |
997 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7.343 |
|
2.618 |
6.954 |
|
1.618 |
6.716 |
|
1.000 |
6.569 |
|
0.618 |
6.478 |
|
HIGH |
6.331 |
|
0.618 |
6.240 |
|
0.500 |
6.212 |
|
0.382 |
6.184 |
|
LOW |
6.093 |
|
0.618 |
5.946 |
|
1.000 |
5.855 |
|
1.618 |
5.708 |
|
2.618 |
5.470 |
|
4.250 |
5.082 |
|
|
| Fisher Pivots for day following 05-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
6.259 |
6.206 |
| PP |
6.236 |
6.128 |
| S1 |
6.212 |
6.051 |
|