NYMEX Natural Gas Future June 2009
Trading Metrics calculated at close of trading on 29-Jan-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jan-2009 |
29-Jan-2009 |
Change |
Change % |
Previous Week |
Open |
4.650 |
4.685 |
0.035 |
0.8% |
5.000 |
High |
4.816 |
4.891 |
0.075 |
1.6% |
5.054 |
Low |
4.607 |
4.651 |
0.044 |
1.0% |
4.662 |
Close |
4.669 |
4.828 |
0.159 |
3.4% |
4.746 |
Range |
0.209 |
0.240 |
0.031 |
14.8% |
0.392 |
ATR |
0.227 |
0.228 |
0.001 |
0.4% |
0.000 |
Volume |
3,296 |
3,280 |
-16 |
-0.5% |
10,860 |
|
Daily Pivots for day following 29-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.510 |
5.409 |
4.960 |
|
R3 |
5.270 |
5.169 |
4.894 |
|
R2 |
5.030 |
5.030 |
4.872 |
|
R1 |
4.929 |
4.929 |
4.850 |
4.980 |
PP |
4.790 |
4.790 |
4.790 |
4.815 |
S1 |
4.689 |
4.689 |
4.806 |
4.740 |
S2 |
4.550 |
4.550 |
4.784 |
|
S3 |
4.310 |
4.449 |
4.762 |
|
S4 |
4.070 |
4.209 |
4.696 |
|
|
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 |
4.891 |
4.607 |
0.284 |
5.9% |
0.195 |
4.0% |
78% |
True |
False |
2,911 |
10 |
5.255 |
4.607 |
0.648 |
13.4% |
0.194 |
4.0% |
34% |
False |
False |
2,595 |
20 |
6.413 |
4.607 |
1.806 |
37.4% |
0.234 |
4.8% |
12% |
False |
False |
2,266 |
40 |
6.760 |
4.607 |
2.153 |
44.6% |
0.211 |
4.4% |
10% |
False |
False |
1,878 |
60 |
7.599 |
4.607 |
2.992 |
62.0% |
0.223 |
4.6% |
7% |
False |
False |
1,677 |
80 |
7.800 |
4.607 |
3.193 |
66.1% |
0.218 |
4.5% |
7% |
False |
False |
1,568 |
100 |
8.545 |
4.607 |
3.938 |
81.6% |
0.222 |
4.6% |
6% |
False |
False |
1,397 |
120 |
9.170 |
4.607 |
4.563 |
94.5% |
0.222 |
4.6% |
5% |
False |
False |
1,266 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.911 |
2.618 |
5.519 |
1.618 |
5.279 |
1.000 |
5.131 |
0.618 |
5.039 |
HIGH |
4.891 |
0.618 |
4.799 |
0.500 |
4.771 |
0.382 |
4.743 |
LOW |
4.651 |
0.618 |
4.503 |
1.000 |
4.411 |
1.618 |
4.263 |
2.618 |
4.023 |
4.250 |
3.631 |
|
|
Fisher Pivots for day following 29-Jan-2009 |
Pivot |
1 day |
3 day |
R1 |
4.809 |
4.802 |
PP |
4.790 |
4.775 |
S1 |
4.771 |
4.749 |
|