NYMEX Natural Gas Future June 2009
Trading Metrics calculated at close of trading on 13-Jan-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jan-2009 |
13-Jan-2009 |
Change |
Change % |
Previous Week |
Open |
5.639 |
5.665 |
0.026 |
0.5% |
6.190 |
High |
5.824 |
5.665 |
-0.159 |
-2.7% |
6.413 |
Low |
5.615 |
5.400 |
-0.215 |
-3.8% |
5.622 |
Close |
5.754 |
5.423 |
-0.331 |
-5.8% |
5.726 |
Range |
0.209 |
0.265 |
0.056 |
26.8% |
0.791 |
ATR |
0.253 |
0.260 |
0.007 |
2.9% |
0.000 |
Volume |
3,000 |
1,802 |
-1,198 |
-39.9% |
9,029 |
|
Daily Pivots for day following 13-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6.291 |
6.122 |
5.569 |
|
R3 |
6.026 |
5.857 |
5.496 |
|
R2 |
5.761 |
5.761 |
5.472 |
|
R1 |
5.592 |
5.592 |
5.447 |
5.544 |
PP |
5.496 |
5.496 |
5.496 |
5.472 |
S1 |
5.327 |
5.327 |
5.399 |
5.279 |
S2 |
5.231 |
5.231 |
5.374 |
|
S3 |
4.966 |
5.062 |
5.350 |
|
S4 |
4.701 |
4.797 |
5.277 |
|
|
Weekly Pivots for week ending 09-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8.293 |
7.801 |
6.161 |
|
R3 |
7.502 |
7.010 |
5.944 |
|
R2 |
6.711 |
6.711 |
5.871 |
|
R1 |
6.219 |
6.219 |
5.799 |
6.070 |
PP |
5.920 |
5.920 |
5.920 |
5.846 |
S1 |
5.428 |
5.428 |
5.653 |
5.279 |
S2 |
5.129 |
5.129 |
5.581 |
|
S3 |
4.338 |
4.637 |
5.508 |
|
S4 |
3.547 |
3.846 |
5.291 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6.278 |
5.400 |
0.878 |
16.2% |
0.251 |
4.6% |
3% |
False |
True |
2,107 |
10 |
6.413 |
5.400 |
1.013 |
18.7% |
0.270 |
5.0% |
2% |
False |
True |
1,764 |
20 |
6.413 |
5.400 |
1.013 |
18.7% |
0.229 |
4.2% |
2% |
False |
True |
1,563 |
40 |
6.995 |
5.400 |
1.595 |
29.4% |
0.221 |
4.1% |
1% |
False |
True |
1,554 |
60 |
7.599 |
5.400 |
2.199 |
40.5% |
0.229 |
4.2% |
1% |
False |
True |
1,427 |
80 |
8.510 |
5.400 |
3.110 |
57.3% |
0.221 |
4.1% |
1% |
False |
True |
1,308 |
100 |
9.114 |
5.400 |
3.714 |
68.5% |
0.225 |
4.1% |
1% |
False |
True |
1,156 |
120 |
9.637 |
5.400 |
4.237 |
78.1% |
0.225 |
4.1% |
1% |
False |
True |
1,077 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6.791 |
2.618 |
6.359 |
1.618 |
6.094 |
1.000 |
5.930 |
0.618 |
5.829 |
HIGH |
5.665 |
0.618 |
5.564 |
0.500 |
5.533 |
0.382 |
5.501 |
LOW |
5.400 |
0.618 |
5.236 |
1.000 |
5.135 |
1.618 |
4.971 |
2.618 |
4.706 |
4.250 |
4.274 |
|
|
Fisher Pivots for day following 13-Jan-2009 |
Pivot |
1 day |
3 day |
R1 |
5.533 |
5.612 |
PP |
5.496 |
5.549 |
S1 |
5.460 |
5.486 |
|