NYMEX Natural Gas Future June 2009
Trading Metrics calculated at close of trading on 16-Jan-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jan-2009 |
16-Jan-2009 |
Change |
Change % |
Previous Week |
Open |
5.255 |
5.150 |
-0.105 |
-2.0% |
5.639 |
High |
5.255 |
5.190 |
-0.065 |
-1.2% |
5.824 |
Low |
5.029 |
5.042 |
0.013 |
0.3% |
5.029 |
Close |
5.102 |
5.071 |
-0.031 |
-0.6% |
5.071 |
Range |
0.226 |
0.148 |
-0.078 |
-34.5% |
0.795 |
ATR |
0.254 |
0.246 |
-0.008 |
-3.0% |
0.000 |
Volume |
1,604 |
2,584 |
980 |
61.1% |
11,908 |
|
Daily Pivots for day following 16-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.545 |
5.456 |
5.152 |
|
R3 |
5.397 |
5.308 |
5.112 |
|
R2 |
5.249 |
5.249 |
5.098 |
|
R1 |
5.160 |
5.160 |
5.085 |
5.131 |
PP |
5.101 |
5.101 |
5.101 |
5.086 |
S1 |
5.012 |
5.012 |
5.057 |
4.983 |
S2 |
4.953 |
4.953 |
5.044 |
|
S3 |
4.805 |
4.864 |
5.030 |
|
S4 |
4.657 |
4.716 |
4.990 |
|
|
Weekly Pivots for week ending 16-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7.693 |
7.177 |
5.508 |
|
R3 |
6.898 |
6.382 |
5.290 |
|
R2 |
6.103 |
6.103 |
5.217 |
|
R1 |
5.587 |
5.587 |
5.144 |
5.448 |
PP |
5.308 |
5.308 |
5.308 |
5.238 |
S1 |
4.792 |
4.792 |
4.998 |
4.653 |
S2 |
4.513 |
4.513 |
4.925 |
|
S3 |
3.718 |
3.997 |
4.852 |
|
S4 |
2.923 |
3.202 |
4.634 |
|
|
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 |
15.7% |
0.209 |
4.1% |
5% |
False |
False |
2,381 |
10 |
6.413 |
5.029 |
1.384 |
27.3% |
0.234 |
4.6% |
3% |
False |
False |
2,093 |
20 |
6.413 |
5.029 |
1.384 |
27.3% |
0.231 |
4.6% |
3% |
False |
False |
1,753 |
40 |
6.995 |
5.029 |
1.966 |
38.8% |
0.219 |
4.3% |
2% |
False |
False |
1,618 |
60 |
7.599 |
5.029 |
2.570 |
50.7% |
0.228 |
4.5% |
2% |
False |
False |
1,479 |
80 |
8.476 |
5.029 |
3.447 |
68.0% |
0.221 |
4.4% |
1% |
False |
False |
1,384 |
100 |
9.114 |
5.029 |
4.085 |
80.6% |
0.226 |
4.5% |
1% |
False |
False |
1,223 |
120 |
9.637 |
5.029 |
4.608 |
90.9% |
0.222 |
4.4% |
1% |
False |
False |
1,118 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.819 |
2.618 |
5.577 |
1.618 |
5.429 |
1.000 |
5.338 |
0.618 |
5.281 |
HIGH |
5.190 |
0.618 |
5.133 |
0.500 |
5.116 |
0.382 |
5.099 |
LOW |
5.042 |
0.618 |
4.951 |
1.000 |
4.894 |
1.618 |
4.803 |
2.618 |
4.655 |
4.250 |
4.413 |
|
|
Fisher Pivots for day following 16-Jan-2009 |
Pivot |
1 day |
3 day |
R1 |
5.116 |
5.223 |
PP |
5.101 |
5.172 |
S1 |
5.086 |
5.122 |
|