NYMEX Natural Gas Future July 2009
Trading Metrics calculated at close of trading on 14-Jan-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jan-2009 |
14-Jan-2009 |
Change |
Change % |
Previous Week |
Open |
5.787 |
5.595 |
-0.192 |
-3.3% |
6.257 |
High |
5.800 |
5.600 |
-0.200 |
-3.4% |
6.521 |
Low |
5.530 |
5.351 |
-0.179 |
-3.2% |
5.736 |
Close |
5.548 |
5.370 |
-0.178 |
-3.2% |
5.846 |
Range |
0.270 |
0.249 |
-0.021 |
-7.8% |
0.785 |
ATR |
0.256 |
0.255 |
0.000 |
-0.2% |
0.000 |
Volume |
1,606 |
4,238 |
2,632 |
163.9% |
7,811 |
|
Daily Pivots for day following 14-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6.187 |
6.028 |
5.507 |
|
R3 |
5.938 |
5.779 |
5.438 |
|
R2 |
5.689 |
5.689 |
5.416 |
|
R1 |
5.530 |
5.530 |
5.393 |
5.485 |
PP |
5.440 |
5.440 |
5.440 |
5.418 |
S1 |
5.281 |
5.281 |
5.347 |
5.236 |
S2 |
5.191 |
5.191 |
5.324 |
|
S3 |
4.942 |
5.032 |
5.302 |
|
S4 |
4.693 |
4.783 |
5.233 |
|
|
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 |
6.295 |
5.351 |
0.944 |
17.6% |
0.277 |
5.2% |
2% |
False |
True |
2,269 |
10 |
6.521 |
5.351 |
1.170 |
21.8% |
0.272 |
5.1% |
2% |
False |
True |
1,700 |
20 |
6.521 |
5.351 |
1.170 |
21.8% |
0.227 |
4.2% |
2% |
False |
True |
1,513 |
40 |
7.121 |
5.351 |
1.770 |
33.0% |
0.215 |
4.0% |
1% |
False |
True |
1,414 |
60 |
7.708 |
5.351 |
2.357 |
43.9% |
0.220 |
4.1% |
1% |
False |
True |
1,269 |
80 |
8.598 |
5.351 |
3.247 |
60.5% |
0.212 |
4.0% |
1% |
False |
True |
1,154 |
100 |
9.240 |
5.351 |
3.889 |
72.4% |
0.216 |
4.0% |
0% |
False |
True |
1,033 |
120 |
9.739 |
5.351 |
4.388 |
81.7% |
0.215 |
4.0% |
0% |
False |
True |
931 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6.658 |
2.618 |
6.252 |
1.618 |
6.003 |
1.000 |
5.849 |
0.618 |
5.754 |
HIGH |
5.600 |
0.618 |
5.505 |
0.500 |
5.476 |
0.382 |
5.446 |
LOW |
5.351 |
0.618 |
5.197 |
1.000 |
5.102 |
1.618 |
4.948 |
2.618 |
4.699 |
4.250 |
4.293 |
|
|
Fisher Pivots for day following 14-Jan-2009 |
Pivot |
1 day |
3 day |
R1 |
5.476 |
5.638 |
PP |
5.440 |
5.549 |
S1 |
5.405 |
5.459 |
|