NYMEX Natural Gas Future July 2009
Trading Metrics calculated at close of trading on 20-Jan-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jan-2009 |
20-Jan-2009 |
Change |
Change % |
Previous Week |
Open |
5.229 |
5.150 |
-0.079 |
-1.5% |
5.767 |
High |
5.229 |
5.163 |
-0.066 |
-1.3% |
5.925 |
Low |
5.229 |
5.000 |
-0.229 |
-4.4% |
5.150 |
Close |
5.200 |
5.009 |
-0.191 |
-3.7% |
5.200 |
Range |
0.000 |
0.163 |
0.163 |
|
0.775 |
ATR |
0.235 |
0.232 |
-0.002 |
-1.1% |
0.000 |
Volume |
1,420 |
1,080 |
-340 |
-23.9% |
10,180 |
|
Daily Pivots for day following 20-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.546 |
5.441 |
5.099 |
|
R3 |
5.383 |
5.278 |
5.054 |
|
R2 |
5.220 |
5.220 |
5.039 |
|
R1 |
5.115 |
5.115 |
5.024 |
5.086 |
PP |
5.057 |
5.057 |
5.057 |
5.043 |
S1 |
4.952 |
4.952 |
4.994 |
4.923 |
S2 |
4.894 |
4.894 |
4.979 |
|
S3 |
4.731 |
4.789 |
4.964 |
|
S4 |
4.568 |
4.626 |
4.919 |
|
|
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 |
5.800 |
5.000 |
0.800 |
16.0% |
0.180 |
3.6% |
1% |
False |
True |
1,957 |
10 |
6.521 |
5.000 |
1.521 |
30.4% |
0.226 |
4.5% |
1% |
False |
True |
1,824 |
20 |
6.521 |
5.000 |
1.521 |
30.4% |
0.224 |
4.5% |
1% |
False |
True |
1,530 |
40 |
7.106 |
5.000 |
2.106 |
42.0% |
0.212 |
4.2% |
0% |
False |
True |
1,438 |
60 |
7.708 |
5.000 |
2.708 |
54.1% |
0.216 |
4.3% |
0% |
False |
True |
1,284 |
80 |
8.587 |
5.000 |
3.587 |
71.6% |
0.209 |
4.2% |
0% |
False |
True |
1,181 |
100 |
9.240 |
5.000 |
4.240 |
84.6% |
0.215 |
4.3% |
0% |
False |
True |
1,061 |
120 |
9.739 |
5.000 |
4.739 |
94.6% |
0.213 |
4.3% |
0% |
False |
True |
955 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.856 |
2.618 |
5.590 |
1.618 |
5.427 |
1.000 |
5.326 |
0.618 |
5.264 |
HIGH |
5.163 |
0.618 |
5.101 |
0.500 |
5.082 |
0.382 |
5.062 |
LOW |
5.000 |
0.618 |
4.899 |
1.000 |
4.837 |
1.618 |
4.736 |
2.618 |
4.573 |
4.250 |
4.307 |
|
|
Fisher Pivots for day following 20-Jan-2009 |
Pivot |
1 day |
3 day |
R1 |
5.082 |
5.183 |
PP |
5.057 |
5.125 |
S1 |
5.033 |
5.067 |
|