NYMEX Natural Gas Future June 2009
Trading Metrics calculated at close of trading on 14-Jan-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jan-2009 |
14-Jan-2009 |
Change |
Change % |
Previous Week |
Open |
5.665 |
5.416 |
-0.249 |
-4.4% |
6.190 |
High |
5.665 |
5.416 |
-0.249 |
-4.4% |
6.413 |
Low |
5.400 |
5.219 |
-0.181 |
-3.4% |
5.622 |
Close |
5.423 |
5.244 |
-0.179 |
-3.3% |
5.726 |
Range |
0.265 |
0.197 |
-0.068 |
-25.7% |
0.791 |
ATR |
0.260 |
0.256 |
-0.004 |
-1.5% |
0.000 |
Volume |
1,802 |
2,918 |
1,116 |
61.9% |
9,029 |
|
Daily Pivots for day following 14-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.884 |
5.761 |
5.352 |
|
R3 |
5.687 |
5.564 |
5.298 |
|
R2 |
5.490 |
5.490 |
5.280 |
|
R1 |
5.367 |
5.367 |
5.262 |
5.330 |
PP |
5.293 |
5.293 |
5.293 |
5.275 |
S1 |
5.170 |
5.170 |
5.226 |
5.133 |
S2 |
5.096 |
5.096 |
5.208 |
|
S3 |
4.899 |
4.973 |
5.190 |
|
S4 |
4.702 |
4.776 |
5.136 |
|
|
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 |
6.137 |
5.219 |
0.918 |
17.5% |
0.243 |
4.6% |
3% |
False |
True |
2,474 |
10 |
6.413 |
5.219 |
1.194 |
22.8% |
0.273 |
5.2% |
2% |
False |
True |
1,937 |
20 |
6.413 |
5.219 |
1.194 |
22.8% |
0.229 |
4.4% |
2% |
False |
True |
1,690 |
40 |
6.995 |
5.219 |
1.776 |
33.9% |
0.220 |
4.2% |
1% |
False |
True |
1,587 |
60 |
7.599 |
5.219 |
2.380 |
45.4% |
0.229 |
4.4% |
1% |
False |
True |
1,436 |
80 |
8.510 |
5.219 |
3.291 |
62.8% |
0.221 |
4.2% |
1% |
False |
True |
1,337 |
100 |
9.114 |
5.219 |
3.895 |
74.3% |
0.226 |
4.3% |
1% |
False |
True |
1,184 |
120 |
9.637 |
5.219 |
4.418 |
84.2% |
0.223 |
4.2% |
1% |
False |
True |
1,095 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6.253 |
2.618 |
5.932 |
1.618 |
5.735 |
1.000 |
5.613 |
0.618 |
5.538 |
HIGH |
5.416 |
0.618 |
5.341 |
0.500 |
5.318 |
0.382 |
5.294 |
LOW |
5.219 |
0.618 |
5.097 |
1.000 |
5.022 |
1.618 |
4.900 |
2.618 |
4.703 |
4.250 |
4.382 |
|
|
Fisher Pivots for day following 14-Jan-2009 |
Pivot |
1 day |
3 day |
R1 |
5.318 |
5.522 |
PP |
5.293 |
5.429 |
S1 |
5.269 |
5.337 |
|