NYMEX Natural Gas Future July 2009
Trading Metrics calculated at close of trading on 22-Jan-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jan-2009 |
22-Jan-2009 |
Change |
Change % |
Previous Week |
Open |
5.030 |
5.000 |
-0.030 |
-0.6% |
5.767 |
High |
5.168 |
5.099 |
-0.069 |
-1.3% |
5.925 |
Low |
5.026 |
4.860 |
-0.166 |
-3.3% |
5.150 |
Close |
5.099 |
5.017 |
-0.082 |
-1.6% |
5.200 |
Range |
0.142 |
0.239 |
0.097 |
68.3% |
0.775 |
ATR |
0.227 |
0.228 |
0.001 |
0.4% |
0.000 |
Volume |
1,009 |
2,239 |
1,230 |
121.9% |
10,180 |
|
Daily Pivots for day following 22-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.709 |
5.602 |
5.148 |
|
R3 |
5.470 |
5.363 |
5.083 |
|
R2 |
5.231 |
5.231 |
5.061 |
|
R1 |
5.124 |
5.124 |
5.039 |
5.178 |
PP |
4.992 |
4.992 |
4.992 |
5.019 |
S1 |
4.885 |
4.885 |
4.995 |
4.939 |
S2 |
4.753 |
4.753 |
4.973 |
|
S3 |
4.514 |
4.646 |
4.951 |
|
S4 |
4.275 |
4.407 |
4.886 |
|
|
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 |
5.366 |
4.860 |
0.506 |
10.1% |
0.152 |
3.0% |
31% |
False |
True |
1,438 |
10 |
6.295 |
4.860 |
1.435 |
28.6% |
0.215 |
4.3% |
11% |
False |
True |
1,854 |
20 |
6.521 |
4.860 |
1.661 |
33.1% |
0.223 |
4.4% |
9% |
False |
True |
1,509 |
40 |
7.106 |
4.860 |
2.246 |
44.8% |
0.210 |
4.2% |
7% |
False |
True |
1,438 |
60 |
7.708 |
4.860 |
2.848 |
56.8% |
0.216 |
4.3% |
6% |
False |
True |
1,324 |
80 |
8.373 |
4.860 |
3.513 |
70.0% |
0.207 |
4.1% |
4% |
False |
True |
1,212 |
100 |
8.975 |
4.860 |
4.115 |
82.0% |
0.212 |
4.2% |
4% |
False |
True |
1,085 |
120 |
9.739 |
4.860 |
4.879 |
97.2% |
0.212 |
4.2% |
3% |
False |
True |
978 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6.115 |
2.618 |
5.725 |
1.618 |
5.486 |
1.000 |
5.338 |
0.618 |
5.247 |
HIGH |
5.099 |
0.618 |
5.008 |
0.500 |
4.980 |
0.382 |
4.951 |
LOW |
4.860 |
0.618 |
4.712 |
1.000 |
4.621 |
1.618 |
4.473 |
2.618 |
4.234 |
4.250 |
3.844 |
|
|
Fisher Pivots for day following 22-Jan-2009 |
Pivot |
1 day |
3 day |
R1 |
5.005 |
5.016 |
PP |
4.992 |
5.015 |
S1 |
4.980 |
5.014 |
|