NYMEX Natural Gas Future June 2009
Trading Metrics calculated at close of trading on 26-Jan-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jan-2009 |
26-Jan-2009 |
Change |
Change % |
Previous Week |
Open |
4.813 |
4.680 |
-0.133 |
-2.8% |
5.000 |
High |
4.880 |
4.824 |
-0.056 |
-1.1% |
5.054 |
Low |
4.662 |
4.642 |
-0.020 |
-0.4% |
4.662 |
Close |
4.746 |
4.717 |
-0.029 |
-0.6% |
4.746 |
Range |
0.218 |
0.182 |
-0.036 |
-16.5% |
0.392 |
ATR |
0.240 |
0.236 |
-0.004 |
-1.7% |
0.000 |
Volume |
3,648 |
2,518 |
-1,130 |
-31.0% |
10,860 |
|
Daily Pivots for day following 26-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.274 |
5.177 |
4.817 |
|
R3 |
5.092 |
4.995 |
4.767 |
|
R2 |
4.910 |
4.910 |
4.750 |
|
R1 |
4.813 |
4.813 |
4.734 |
4.862 |
PP |
4.728 |
4.728 |
4.728 |
4.752 |
S1 |
4.631 |
4.631 |
4.700 |
4.680 |
S2 |
4.546 |
4.546 |
4.684 |
|
S3 |
4.364 |
4.449 |
4.667 |
|
S4 |
4.182 |
4.267 |
4.617 |
|
|
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 |
5.054 |
4.642 |
0.412 |
8.7% |
0.199 |
4.2% |
18% |
False |
True |
2,675 |
10 |
5.824 |
4.642 |
1.182 |
25.1% |
0.204 |
4.3% |
6% |
False |
True |
2,528 |
20 |
6.413 |
4.642 |
1.771 |
37.5% |
0.220 |
4.7% |
4% |
False |
True |
2,021 |
40 |
6.995 |
4.642 |
2.353 |
49.9% |
0.220 |
4.7% |
3% |
False |
True |
1,755 |
60 |
7.599 |
4.642 |
2.957 |
62.7% |
0.230 |
4.9% |
3% |
False |
True |
1,615 |
80 |
8.249 |
4.642 |
3.607 |
76.5% |
0.219 |
4.6% |
2% |
False |
True |
1,508 |
100 |
8.545 |
4.642 |
3.903 |
82.7% |
0.222 |
4.7% |
2% |
False |
True |
1,333 |
120 |
9.387 |
4.642 |
4.745 |
100.6% |
0.223 |
4.7% |
2% |
False |
True |
1,216 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.598 |
2.618 |
5.300 |
1.618 |
5.118 |
1.000 |
5.006 |
0.618 |
4.936 |
HIGH |
4.824 |
0.618 |
4.754 |
0.500 |
4.733 |
0.382 |
4.712 |
LOW |
4.642 |
0.618 |
4.530 |
1.000 |
4.460 |
1.618 |
4.348 |
2.618 |
4.166 |
4.250 |
3.869 |
|
|
Fisher Pivots for day following 26-Jan-2009 |
Pivot |
1 day |
3 day |
R1 |
4.733 |
4.796 |
PP |
4.728 |
4.770 |
S1 |
4.722 |
4.743 |
|