NYMEX Natural Gas Future July 2009
Trading Metrics calculated at close of trading on 12-Jan-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jan-2009 |
12-Jan-2009 |
Change |
Change % |
Previous Week |
Open |
5.977 |
5.767 |
-0.210 |
-3.5% |
6.257 |
High |
5.977 |
5.925 |
-0.052 |
-0.9% |
6.521 |
Low |
5.736 |
5.740 |
0.004 |
0.1% |
5.736 |
Close |
5.846 |
5.874 |
0.028 |
0.5% |
5.846 |
Range |
0.241 |
0.185 |
-0.056 |
-23.2% |
0.785 |
ATR |
0.254 |
0.249 |
-0.005 |
-1.9% |
0.000 |
Volume |
2,395 |
1,472 |
-923 |
-38.5% |
7,811 |
|
Daily Pivots for day following 12-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6.401 |
6.323 |
5.976 |
|
R3 |
6.216 |
6.138 |
5.925 |
|
R2 |
6.031 |
6.031 |
5.908 |
|
R1 |
5.953 |
5.953 |
5.891 |
5.992 |
PP |
5.846 |
5.846 |
5.846 |
5.866 |
S1 |
5.768 |
5.768 |
5.857 |
5.807 |
S2 |
5.661 |
5.661 |
5.840 |
|
S3 |
5.476 |
5.583 |
5.823 |
|
S4 |
5.291 |
5.398 |
5.772 |
|
|
Weekly Pivots for week ending 09-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8.389 |
7.903 |
6.278 |
|
R3 |
7.604 |
7.118 |
6.062 |
|
R2 |
6.819 |
6.819 |
5.990 |
|
R1 |
6.333 |
6.333 |
5.918 |
6.184 |
PP |
6.034 |
6.034 |
6.034 |
5.960 |
S1 |
5.548 |
5.548 |
5.774 |
5.399 |
S2 |
5.249 |
5.249 |
5.702 |
|
S3 |
4.464 |
4.763 |
5.630 |
|
S4 |
3.679 |
3.978 |
5.414 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6.521 |
5.736 |
0.785 |
13.4% |
0.273 |
4.6% |
18% |
False |
False |
1,691 |
10 |
6.521 |
5.736 |
0.785 |
13.4% |
0.245 |
4.2% |
18% |
False |
False |
1,350 |
20 |
6.521 |
5.692 |
0.829 |
14.1% |
0.214 |
3.6% |
22% |
False |
False |
1,307 |
40 |
7.121 |
5.692 |
1.429 |
24.3% |
0.215 |
3.7% |
13% |
False |
False |
1,344 |
60 |
7.708 |
5.692 |
2.016 |
34.3% |
0.216 |
3.7% |
9% |
False |
False |
1,207 |
80 |
8.598 |
5.692 |
2.906 |
49.5% |
0.212 |
3.6% |
6% |
False |
False |
1,107 |
100 |
9.240 |
5.692 |
3.548 |
60.4% |
0.214 |
3.6% |
5% |
False |
False |
992 |
120 |
10.025 |
5.692 |
4.333 |
73.8% |
0.220 |
3.7% |
4% |
False |
False |
893 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6.711 |
2.618 |
6.409 |
1.618 |
6.224 |
1.000 |
6.110 |
0.618 |
6.039 |
HIGH |
5.925 |
0.618 |
5.854 |
0.500 |
5.833 |
0.382 |
5.811 |
LOW |
5.740 |
0.618 |
5.626 |
1.000 |
5.555 |
1.618 |
5.441 |
2.618 |
5.256 |
4.250 |
4.954 |
|
|
Fisher Pivots for day following 12-Jan-2009 |
Pivot |
1 day |
3 day |
R1 |
5.860 |
6.016 |
PP |
5.846 |
5.968 |
S1 |
5.833 |
5.921 |
|