NYMEX Natural Gas Future June 2009
Trading Metrics calculated at close of trading on 23-Jan-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jan-2009 |
23-Jan-2009 |
Change |
Change % |
Previous Week |
Open |
4.948 |
4.813 |
-0.135 |
-2.7% |
5.000 |
High |
4.950 |
4.880 |
-0.070 |
-1.4% |
5.054 |
Low |
4.726 |
4.662 |
-0.064 |
-1.4% |
4.662 |
Close |
4.892 |
4.746 |
-0.146 |
-3.0% |
4.746 |
Range |
0.224 |
0.218 |
-0.006 |
-2.7% |
0.392 |
ATR |
0.241 |
0.240 |
-0.001 |
-0.3% |
0.000 |
Volume |
3,126 |
3,648 |
522 |
16.7% |
10,860 |
|
Daily Pivots for day following 23-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.417 |
5.299 |
4.866 |
|
R3 |
5.199 |
5.081 |
4.806 |
|
R2 |
4.981 |
4.981 |
4.786 |
|
R1 |
4.863 |
4.863 |
4.766 |
4.813 |
PP |
4.763 |
4.763 |
4.763 |
4.738 |
S1 |
4.645 |
4.645 |
4.726 |
4.595 |
S2 |
4.545 |
4.545 |
4.706 |
|
S3 |
4.327 |
4.427 |
4.686 |
|
S4 |
4.109 |
4.209 |
4.626 |
|
|
Weekly Pivots for week ending 23-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.997 |
5.763 |
4.962 |
|
R3 |
5.605 |
5.371 |
4.854 |
|
R2 |
5.213 |
5.213 |
4.818 |
|
R1 |
4.979 |
4.979 |
4.782 |
4.900 |
PP |
4.821 |
4.821 |
4.821 |
4.781 |
S1 |
4.587 |
4.587 |
4.710 |
4.508 |
S2 |
4.429 |
4.429 |
4.674 |
|
S3 |
4.037 |
4.195 |
4.638 |
|
S4 |
3.645 |
3.803 |
4.530 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5.190 |
4.662 |
0.528 |
11.1% |
0.192 |
4.0% |
16% |
False |
True |
2,688 |
10 |
5.824 |
4.662 |
1.162 |
24.5% |
0.201 |
4.2% |
7% |
False |
True |
2,511 |
20 |
6.413 |
4.662 |
1.751 |
36.9% |
0.226 |
4.8% |
5% |
False |
True |
1,945 |
40 |
6.995 |
4.662 |
2.333 |
49.2% |
0.222 |
4.7% |
4% |
False |
True |
1,731 |
60 |
7.599 |
4.662 |
2.937 |
61.9% |
0.230 |
4.9% |
3% |
False |
True |
1,605 |
80 |
8.249 |
4.662 |
3.587 |
75.6% |
0.219 |
4.6% |
2% |
False |
True |
1,490 |
100 |
8.545 |
4.662 |
3.883 |
81.8% |
0.223 |
4.7% |
2% |
False |
True |
1,314 |
120 |
9.524 |
4.662 |
4.862 |
102.4% |
0.224 |
4.7% |
2% |
False |
True |
1,197 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.807 |
2.618 |
5.451 |
1.618 |
5.233 |
1.000 |
5.098 |
0.618 |
5.015 |
HIGH |
4.880 |
0.618 |
4.797 |
0.500 |
4.771 |
0.382 |
4.745 |
LOW |
4.662 |
0.618 |
4.527 |
1.000 |
4.444 |
1.618 |
4.309 |
2.618 |
4.091 |
4.250 |
3.736 |
|
|
Fisher Pivots for day following 23-Jan-2009 |
Pivot |
1 day |
3 day |
R1 |
4.771 |
4.856 |
PP |
4.763 |
4.819 |
S1 |
4.754 |
4.783 |
|