NYMEX Natural Gas Future June 2009
Trading Metrics calculated at close of trading on 28-Jan-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jan-2009 |
28-Jan-2009 |
Change |
Change % |
Previous Week |
Open |
4.710 |
4.650 |
-0.060 |
-1.3% |
5.000 |
High |
4.785 |
4.816 |
0.031 |
0.6% |
5.054 |
Low |
4.660 |
4.607 |
-0.053 |
-1.1% |
4.662 |
Close |
4.686 |
4.669 |
-0.017 |
-0.4% |
4.746 |
Range |
0.125 |
0.209 |
0.084 |
67.2% |
0.392 |
ATR |
0.228 |
0.227 |
-0.001 |
-0.6% |
0.000 |
Volume |
1,814 |
3,296 |
1,482 |
81.7% |
10,860 |
|
Daily Pivots for day following 28-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.324 |
5.206 |
4.784 |
|
R3 |
5.115 |
4.997 |
4.726 |
|
R2 |
4.906 |
4.906 |
4.707 |
|
R1 |
4.788 |
4.788 |
4.688 |
4.847 |
PP |
4.697 |
4.697 |
4.697 |
4.727 |
S1 |
4.579 |
4.579 |
4.650 |
4.638 |
S2 |
4.488 |
4.488 |
4.631 |
|
S3 |
4.279 |
4.370 |
4.612 |
|
S4 |
4.070 |
4.161 |
4.554 |
|
|
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 |
4.950 |
4.607 |
0.343 |
7.3% |
0.192 |
4.1% |
18% |
False |
True |
2,880 |
10 |
5.416 |
4.607 |
0.809 |
17.3% |
0.190 |
4.1% |
8% |
False |
True |
2,559 |
20 |
6.413 |
4.607 |
1.806 |
38.7% |
0.230 |
4.9% |
3% |
False |
True |
2,161 |
40 |
6.760 |
4.607 |
2.153 |
46.1% |
0.209 |
4.5% |
3% |
False |
True |
1,806 |
60 |
7.599 |
4.607 |
2.992 |
64.1% |
0.225 |
4.8% |
2% |
False |
True |
1,650 |
80 |
7.940 |
4.607 |
3.333 |
71.4% |
0.217 |
4.6% |
2% |
False |
True |
1,547 |
100 |
8.545 |
4.607 |
3.938 |
84.3% |
0.221 |
4.7% |
2% |
False |
True |
1,368 |
120 |
9.285 |
4.607 |
4.678 |
100.2% |
0.222 |
4.7% |
1% |
False |
True |
1,249 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.704 |
2.618 |
5.363 |
1.618 |
5.154 |
1.000 |
5.025 |
0.618 |
4.945 |
HIGH |
4.816 |
0.618 |
4.736 |
0.500 |
4.712 |
0.382 |
4.687 |
LOW |
4.607 |
0.618 |
4.478 |
1.000 |
4.398 |
1.618 |
4.269 |
2.618 |
4.060 |
4.250 |
3.719 |
|
|
Fisher Pivots for day following 28-Jan-2009 |
Pivot |
1 day |
3 day |
R1 |
4.712 |
4.716 |
PP |
4.697 |
4.700 |
S1 |
4.683 |
4.685 |
|