NYMEX Natural Gas Future June 2009
Trading Metrics calculated at close of trading on 21-Jan-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jan-2009 |
21-Jan-2009 |
Change |
Change % |
Previous Week |
Open |
5.000 |
4.935 |
-0.065 |
-1.3% |
5.639 |
High |
5.054 |
5.050 |
-0.004 |
-0.1% |
5.824 |
Low |
4.833 |
4.902 |
0.069 |
1.4% |
5.029 |
Close |
4.879 |
4.975 |
0.096 |
2.0% |
5.071 |
Range |
0.221 |
0.148 |
-0.073 |
-33.0% |
0.795 |
ATR |
0.246 |
0.240 |
-0.005 |
-2.2% |
0.000 |
Volume |
2,738 |
1,348 |
-1,390 |
-50.8% |
11,908 |
|
Daily Pivots for day following 21-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.420 |
5.345 |
5.056 |
|
R3 |
5.272 |
5.197 |
5.016 |
|
R2 |
5.124 |
5.124 |
5.002 |
|
R1 |
5.049 |
5.049 |
4.989 |
5.087 |
PP |
4.976 |
4.976 |
4.976 |
4.994 |
S1 |
4.901 |
4.901 |
4.961 |
4.939 |
S2 |
4.828 |
4.828 |
4.948 |
|
S3 |
4.680 |
4.753 |
4.934 |
|
S4 |
4.532 |
4.605 |
4.894 |
|
|
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 |
5.416 |
4.833 |
0.583 |
11.7% |
0.188 |
3.8% |
24% |
False |
False |
2,238 |
10 |
6.278 |
4.833 |
1.445 |
29.0% |
0.220 |
4.4% |
10% |
False |
False |
2,173 |
20 |
6.413 |
4.833 |
1.580 |
31.8% |
0.226 |
4.6% |
9% |
False |
False |
1,763 |
40 |
6.995 |
4.833 |
2.162 |
43.5% |
0.219 |
4.4% |
7% |
False |
False |
1,609 |
60 |
7.599 |
4.833 |
2.766 |
55.6% |
0.228 |
4.6% |
5% |
False |
False |
1,531 |
80 |
8.300 |
4.833 |
3.467 |
69.7% |
0.220 |
4.4% |
4% |
False |
False |
1,417 |
100 |
9.114 |
4.833 |
4.281 |
86.1% |
0.227 |
4.6% |
3% |
False |
False |
1,259 |
120 |
9.637 |
4.833 |
4.804 |
96.6% |
0.222 |
4.5% |
3% |
False |
False |
1,147 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.679 |
2.618 |
5.437 |
1.618 |
5.289 |
1.000 |
5.198 |
0.618 |
5.141 |
HIGH |
5.050 |
0.618 |
4.993 |
0.500 |
4.976 |
0.382 |
4.959 |
LOW |
4.902 |
0.618 |
4.811 |
1.000 |
4.754 |
1.618 |
4.663 |
2.618 |
4.515 |
4.250 |
4.273 |
|
|
Fisher Pivots for day following 21-Jan-2009 |
Pivot |
1 day |
3 day |
R1 |
4.976 |
5.012 |
PP |
4.976 |
4.999 |
S1 |
4.975 |
4.987 |
|