NYMEX Natural Gas Future June 2009
Trading Metrics calculated at close of trading on 15-Jan-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jan-2009 |
15-Jan-2009 |
Change |
Change % |
Previous Week |
Open |
5.416 |
5.255 |
-0.161 |
-3.0% |
6.190 |
High |
5.416 |
5.255 |
-0.161 |
-3.0% |
6.413 |
Low |
5.219 |
5.029 |
-0.190 |
-3.6% |
5.622 |
Close |
5.244 |
5.102 |
-0.142 |
-2.7% |
5.726 |
Range |
0.197 |
0.226 |
0.029 |
14.7% |
0.791 |
ATR |
0.256 |
0.254 |
-0.002 |
-0.8% |
0.000 |
Volume |
2,918 |
1,604 |
-1,314 |
-45.0% |
9,029 |
|
Daily Pivots for day following 15-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.807 |
5.680 |
5.226 |
|
R3 |
5.581 |
5.454 |
5.164 |
|
R2 |
5.355 |
5.355 |
5.143 |
|
R1 |
5.228 |
5.228 |
5.123 |
5.179 |
PP |
5.129 |
5.129 |
5.129 |
5.104 |
S1 |
5.002 |
5.002 |
5.081 |
4.953 |
S2 |
4.903 |
4.903 |
5.061 |
|
S3 |
4.677 |
4.776 |
5.040 |
|
S4 |
4.451 |
4.550 |
4.978 |
|
|
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 |
5.824 |
5.029 |
0.795 |
15.6% |
0.211 |
4.1% |
9% |
False |
True |
2,334 |
10 |
6.413 |
5.029 |
1.384 |
27.1% |
0.263 |
5.1% |
5% |
False |
True |
1,999 |
20 |
6.413 |
5.029 |
1.384 |
27.1% |
0.235 |
4.6% |
5% |
False |
True |
1,668 |
40 |
6.995 |
5.029 |
1.966 |
38.5% |
0.221 |
4.3% |
4% |
False |
True |
1,608 |
60 |
7.599 |
5.029 |
2.570 |
50.4% |
0.229 |
4.5% |
3% |
False |
True |
1,450 |
80 |
8.510 |
5.029 |
3.481 |
68.2% |
0.222 |
4.3% |
2% |
False |
True |
1,354 |
100 |
9.114 |
5.029 |
4.085 |
80.1% |
0.226 |
4.4% |
2% |
False |
True |
1,199 |
120 |
9.637 |
5.029 |
4.608 |
90.3% |
0.222 |
4.3% |
2% |
False |
True |
1,102 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6.216 |
2.618 |
5.847 |
1.618 |
5.621 |
1.000 |
5.481 |
0.618 |
5.395 |
HIGH |
5.255 |
0.618 |
5.169 |
0.500 |
5.142 |
0.382 |
5.115 |
LOW |
5.029 |
0.618 |
4.889 |
1.000 |
4.803 |
1.618 |
4.663 |
2.618 |
4.437 |
4.250 |
4.069 |
|
|
Fisher Pivots for day following 15-Jan-2009 |
Pivot |
1 day |
3 day |
R1 |
5.142 |
5.347 |
PP |
5.129 |
5.265 |
S1 |
5.115 |
5.184 |
|