NYMEX Natural Gas Future July 2009
| Trading Metrics calculated at close of trading on 07-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jan-2009 |
07-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
6.500 |
6.390 |
-0.110 |
-1.7% |
6.250 |
| High |
6.521 |
6.390 |
-0.131 |
-2.0% |
6.371 |
| Low |
6.252 |
6.160 |
-0.092 |
-1.5% |
5.898 |
| Close |
6.328 |
6.203 |
-0.125 |
-2.0% |
6.307 |
| Range |
0.269 |
0.230 |
-0.039 |
-14.5% |
0.473 |
| ATR |
0.242 |
0.241 |
-0.001 |
-0.3% |
0.000 |
| Volume |
1,741 |
1,212 |
-529 |
-30.4% |
4,220 |
|
| Daily Pivots for day following 07-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6.941 |
6.802 |
6.330 |
|
| R3 |
6.711 |
6.572 |
6.266 |
|
| R2 |
6.481 |
6.481 |
6.245 |
|
| R1 |
6.342 |
6.342 |
6.224 |
6.297 |
| PP |
6.251 |
6.251 |
6.251 |
6.228 |
| S1 |
6.112 |
6.112 |
6.182 |
6.067 |
| S2 |
6.021 |
6.021 |
6.161 |
|
| S3 |
5.791 |
5.882 |
6.140 |
|
| S4 |
5.561 |
5.652 |
6.077 |
|
|
| 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 |
6.521 |
5.898 |
0.623 |
10.0% |
0.267 |
4.3% |
49% |
False |
False |
1,132 |
| 10 |
6.521 |
5.800 |
0.721 |
11.6% |
0.231 |
3.7% |
56% |
False |
False |
1,165 |
| 20 |
6.521 |
5.692 |
0.829 |
13.4% |
0.197 |
3.2% |
62% |
False |
False |
1,350 |
| 40 |
7.670 |
5.692 |
1.978 |
31.9% |
0.215 |
3.5% |
26% |
False |
False |
1,259 |
| 60 |
7.708 |
5.692 |
2.016 |
32.5% |
0.209 |
3.4% |
25% |
False |
False |
1,158 |
| 80 |
8.598 |
5.692 |
2.906 |
46.8% |
0.211 |
3.4% |
18% |
False |
False |
1,054 |
| 100 |
9.240 |
5.692 |
3.548 |
57.2% |
0.209 |
3.4% |
14% |
False |
False |
948 |
| 120 |
10.380 |
5.692 |
4.688 |
75.6% |
0.217 |
3.5% |
11% |
False |
False |
858 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7.368 |
|
2.618 |
6.992 |
|
1.618 |
6.762 |
|
1.000 |
6.620 |
|
0.618 |
6.532 |
|
HIGH |
6.390 |
|
0.618 |
6.302 |
|
0.500 |
6.275 |
|
0.382 |
6.248 |
|
LOW |
6.160 |
|
0.618 |
6.018 |
|
1.000 |
5.930 |
|
1.618 |
5.788 |
|
2.618 |
5.558 |
|
4.250 |
5.183 |
|
|
| Fisher Pivots for day following 07-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
6.275 |
6.341 |
| PP |
6.251 |
6.295 |
| S1 |
6.227 |
6.249 |
|