NYMEX Natural Gas Future June 2009
Trading Metrics calculated at close of trading on 22-Jan-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jan-2009 |
22-Jan-2009 |
Change |
Change % |
Previous Week |
Open |
4.935 |
4.948 |
0.013 |
0.3% |
5.639 |
High |
5.050 |
4.950 |
-0.100 |
-2.0% |
5.824 |
Low |
4.902 |
4.726 |
-0.176 |
-3.6% |
5.029 |
Close |
4.975 |
4.892 |
-0.083 |
-1.7% |
5.071 |
Range |
0.148 |
0.224 |
0.076 |
51.4% |
0.795 |
ATR |
0.240 |
0.241 |
0.001 |
0.3% |
0.000 |
Volume |
1,348 |
3,126 |
1,778 |
131.9% |
11,908 |
|
Daily Pivots for day following 22-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.528 |
5.434 |
5.015 |
|
R3 |
5.304 |
5.210 |
4.954 |
|
R2 |
5.080 |
5.080 |
4.933 |
|
R1 |
4.986 |
4.986 |
4.913 |
4.921 |
PP |
4.856 |
4.856 |
4.856 |
4.824 |
S1 |
4.762 |
4.762 |
4.871 |
4.697 |
S2 |
4.632 |
4.632 |
4.851 |
|
S3 |
4.408 |
4.538 |
4.830 |
|
S4 |
4.184 |
4.314 |
4.769 |
|
|
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 |
5.255 |
4.726 |
0.529 |
10.8% |
0.193 |
4.0% |
31% |
False |
True |
2,280 |
10 |
6.137 |
4.726 |
1.411 |
28.8% |
0.218 |
4.5% |
12% |
False |
True |
2,377 |
20 |
6.413 |
4.726 |
1.687 |
34.5% |
0.231 |
4.7% |
10% |
False |
True |
1,845 |
40 |
6.995 |
4.726 |
2.269 |
46.4% |
0.220 |
4.5% |
7% |
False |
True |
1,658 |
60 |
7.599 |
4.726 |
2.873 |
58.7% |
0.229 |
4.7% |
6% |
False |
True |
1,570 |
80 |
8.249 |
4.726 |
3.523 |
72.0% |
0.219 |
4.5% |
5% |
False |
True |
1,451 |
100 |
8.846 |
4.726 |
4.120 |
84.2% |
0.223 |
4.6% |
4% |
False |
True |
1,287 |
120 |
9.637 |
4.726 |
4.911 |
100.4% |
0.223 |
4.6% |
3% |
False |
True |
1,170 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.902 |
2.618 |
5.536 |
1.618 |
5.312 |
1.000 |
5.174 |
0.618 |
5.088 |
HIGH |
4.950 |
0.618 |
4.864 |
0.500 |
4.838 |
0.382 |
4.812 |
LOW |
4.726 |
0.618 |
4.588 |
1.000 |
4.502 |
1.618 |
4.364 |
2.618 |
4.140 |
4.250 |
3.774 |
|
|
Fisher Pivots for day following 22-Jan-2009 |
Pivot |
1 day |
3 day |
R1 |
4.874 |
4.891 |
PP |
4.856 |
4.891 |
S1 |
4.838 |
4.890 |
|