NYMEX Natural Gas Future July 2009
Trading Metrics calculated at close of trading on 16-Jan-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jan-2009 |
16-Jan-2009 |
Change |
Change % |
Previous Week |
Open |
5.358 |
5.229 |
-0.129 |
-2.4% |
5.767 |
High |
5.366 |
5.229 |
-0.137 |
-2.6% |
5.925 |
Low |
5.150 |
5.229 |
0.079 |
1.5% |
5.150 |
Close |
5.229 |
5.200 |
-0.029 |
-0.6% |
5.200 |
Range |
0.216 |
0.000 |
-0.216 |
-100.0% |
0.775 |
ATR |
0.253 |
0.235 |
-0.018 |
-7.1% |
0.000 |
Volume |
1,444 |
1,420 |
-24 |
-1.7% |
10,180 |
|
Daily Pivots for day following 16-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.219 |
5.210 |
5.200 |
|
R3 |
5.219 |
5.210 |
5.200 |
|
R2 |
5.219 |
5.219 |
5.200 |
|
R1 |
5.210 |
5.210 |
5.200 |
5.215 |
PP |
5.219 |
5.219 |
5.219 |
5.222 |
S1 |
5.210 |
5.210 |
5.200 |
5.215 |
S2 |
5.219 |
5.219 |
5.200 |
|
S3 |
5.219 |
5.210 |
5.200 |
|
S4 |
5.219 |
5.210 |
5.200 |
|
|
Weekly Pivots for week ending 16-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7.750 |
7.250 |
5.626 |
|
R3 |
6.975 |
6.475 |
5.413 |
|
R2 |
6.200 |
6.200 |
5.342 |
|
R1 |
5.700 |
5.700 |
5.271 |
5.563 |
PP |
5.425 |
5.425 |
5.425 |
5.356 |
S1 |
4.925 |
4.925 |
5.129 |
4.788 |
S2 |
4.650 |
4.650 |
5.058 |
|
S3 |
3.875 |
4.150 |
4.987 |
|
S4 |
3.100 |
3.375 |
4.774 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5.925 |
5.150 |
0.775 |
14.9% |
0.184 |
3.5% |
6% |
False |
False |
2,036 |
10 |
6.521 |
5.150 |
1.371 |
26.4% |
0.234 |
4.5% |
4% |
False |
False |
1,799 |
20 |
6.521 |
5.150 |
1.371 |
26.4% |
0.225 |
4.3% |
4% |
False |
False |
1,536 |
40 |
7.121 |
5.150 |
1.971 |
37.9% |
0.212 |
4.1% |
3% |
False |
False |
1,441 |
60 |
7.708 |
5.150 |
2.558 |
49.2% |
0.216 |
4.1% |
2% |
False |
False |
1,281 |
80 |
8.587 |
5.150 |
3.437 |
66.1% |
0.210 |
4.0% |
1% |
False |
False |
1,184 |
100 |
9.240 |
5.150 |
4.090 |
78.7% |
0.215 |
4.1% |
1% |
False |
False |
1,054 |
120 |
9.739 |
5.150 |
4.589 |
88.3% |
0.213 |
4.1% |
1% |
False |
False |
948 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.229 |
2.618 |
5.229 |
1.618 |
5.229 |
1.000 |
5.229 |
0.618 |
5.229 |
HIGH |
5.229 |
0.618 |
5.229 |
0.500 |
5.229 |
0.382 |
5.229 |
LOW |
5.229 |
0.618 |
5.229 |
1.000 |
5.229 |
1.618 |
5.229 |
2.618 |
5.229 |
4.250 |
5.229 |
|
|
Fisher Pivots for day following 16-Jan-2009 |
Pivot |
1 day |
3 day |
R1 |
5.229 |
5.375 |
PP |
5.219 |
5.317 |
S1 |
5.210 |
5.258 |
|