NYMEX Natural Gas Future July 2009
| Trading Metrics calculated at close of trading on 05-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jan-2009 |
05-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
6.010 |
6.257 |
0.247 |
4.1% |
6.250 |
| High |
6.347 |
6.444 |
0.097 |
1.5% |
6.371 |
| Low |
6.003 |
6.206 |
0.203 |
3.4% |
5.898 |
| Close |
6.307 |
6.398 |
0.091 |
1.4% |
6.307 |
| Range |
0.344 |
0.238 |
-0.106 |
-30.8% |
0.473 |
| ATR |
0.240 |
0.240 |
0.000 |
-0.1% |
0.000 |
| Volume |
922 |
826 |
-96 |
-10.4% |
4,220 |
|
| Daily Pivots for day following 05-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7.063 |
6.969 |
6.529 |
|
| R3 |
6.825 |
6.731 |
6.463 |
|
| R2 |
6.587 |
6.587 |
6.442 |
|
| R1 |
6.493 |
6.493 |
6.420 |
6.540 |
| PP |
6.349 |
6.349 |
6.349 |
6.373 |
| S1 |
6.255 |
6.255 |
6.376 |
6.302 |
| S2 |
6.111 |
6.111 |
6.354 |
|
| S3 |
5.873 |
6.017 |
6.333 |
|
| S4 |
5.635 |
5.779 |
6.267 |
|
|
| Weekly Pivots for week ending 02-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7.611 |
7.432 |
6.567 |
|
| R3 |
7.138 |
6.959 |
6.437 |
|
| R2 |
6.665 |
6.665 |
6.394 |
|
| R1 |
6.486 |
6.486 |
6.350 |
6.576 |
| PP |
6.192 |
6.192 |
6.192 |
6.237 |
| S1 |
6.013 |
6.013 |
6.264 |
6.103 |
| S2 |
5.719 |
5.719 |
6.220 |
|
| S3 |
5.246 |
5.540 |
6.177 |
|
| S4 |
4.773 |
5.067 |
6.047 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6.444 |
5.898 |
0.546 |
8.5% |
0.218 |
3.4% |
92% |
True |
False |
1,009 |
| 10 |
6.444 |
5.692 |
0.752 |
11.8% |
0.221 |
3.5% |
94% |
True |
False |
1,237 |
| 20 |
6.444 |
5.692 |
0.752 |
11.8% |
0.188 |
2.9% |
94% |
True |
False |
1,346 |
| 40 |
7.670 |
5.692 |
1.978 |
30.9% |
0.212 |
3.3% |
36% |
False |
False |
1,233 |
| 60 |
7.708 |
5.692 |
2.016 |
31.5% |
0.205 |
3.2% |
35% |
False |
False |
1,139 |
| 80 |
8.598 |
5.692 |
2.906 |
45.4% |
0.209 |
3.3% |
24% |
False |
False |
1,023 |
| 100 |
9.250 |
5.692 |
3.558 |
55.6% |
0.212 |
3.3% |
20% |
False |
False |
934 |
| 120 |
10.800 |
5.692 |
5.108 |
79.8% |
0.219 |
3.4% |
14% |
False |
False |
847 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7.456 |
|
2.618 |
7.067 |
|
1.618 |
6.829 |
|
1.000 |
6.682 |
|
0.618 |
6.591 |
|
HIGH |
6.444 |
|
0.618 |
6.353 |
|
0.500 |
6.325 |
|
0.382 |
6.297 |
|
LOW |
6.206 |
|
0.618 |
6.059 |
|
1.000 |
5.968 |
|
1.618 |
5.821 |
|
2.618 |
5.583 |
|
4.250 |
5.195 |
|
|
| Fisher Pivots for day following 05-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
6.374 |
6.322 |
| PP |
6.349 |
6.247 |
| S1 |
6.325 |
6.171 |
|