NYMEX Natural Gas Future June 2009
| Trading Metrics calculated at close of trading on 06-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jan-2009 |
06-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
6.190 |
6.403 |
0.213 |
3.4% |
6.138 |
| High |
6.331 |
6.413 |
0.082 |
1.3% |
6.270 |
| Low |
6.093 |
6.135 |
0.042 |
0.7% |
5.770 |
| Close |
6.283 |
6.210 |
-0.073 |
-1.2% |
6.189 |
| Range |
0.238 |
0.278 |
0.040 |
16.8% |
0.500 |
| ATR |
0.252 |
0.254 |
0.002 |
0.7% |
0.000 |
| Volume |
708 |
2,585 |
1,877 |
265.1% |
4,162 |
|
| Daily Pivots for day following 06-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7.087 |
6.926 |
6.363 |
|
| R3 |
6.809 |
6.648 |
6.286 |
|
| R2 |
6.531 |
6.531 |
6.261 |
|
| R1 |
6.370 |
6.370 |
6.235 |
6.312 |
| PP |
6.253 |
6.253 |
6.253 |
6.223 |
| S1 |
6.092 |
6.092 |
6.185 |
6.034 |
| S2 |
5.975 |
5.975 |
6.159 |
|
| S3 |
5.697 |
5.814 |
6.134 |
|
| S4 |
5.419 |
5.536 |
6.057 |
|
|
| 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 |
6.413 |
5.770 |
0.643 |
10.4% |
0.289 |
4.7% |
68% |
True |
False |
1,420 |
| 10 |
6.413 |
5.571 |
0.842 |
13.6% |
0.233 |
3.8% |
76% |
True |
False |
1,353 |
| 20 |
6.413 |
5.571 |
0.842 |
13.6% |
0.210 |
3.4% |
76% |
True |
False |
1,475 |
| 40 |
7.532 |
5.571 |
1.961 |
31.6% |
0.223 |
3.6% |
33% |
False |
False |
1,407 |
| 60 |
7.599 |
5.571 |
2.028 |
32.7% |
0.221 |
3.6% |
32% |
False |
False |
1,341 |
| 80 |
8.545 |
5.571 |
2.974 |
47.9% |
0.222 |
3.6% |
21% |
False |
False |
1,229 |
| 100 |
9.114 |
5.571 |
3.543 |
57.1% |
0.222 |
3.6% |
18% |
False |
False |
1,106 |
| 120 |
10.600 |
5.571 |
5.029 |
81.0% |
0.228 |
3.7% |
13% |
False |
False |
1,011 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7.595 |
|
2.618 |
7.141 |
|
1.618 |
6.863 |
|
1.000 |
6.691 |
|
0.618 |
6.585 |
|
HIGH |
6.413 |
|
0.618 |
6.307 |
|
0.500 |
6.274 |
|
0.382 |
6.241 |
|
LOW |
6.135 |
|
0.618 |
5.963 |
|
1.000 |
5.857 |
|
1.618 |
5.685 |
|
2.618 |
5.407 |
|
4.250 |
4.954 |
|
|
| Fisher Pivots for day following 06-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
6.274 |
6.182 |
| PP |
6.253 |
6.154 |
| S1 |
6.231 |
6.127 |
|