NYMEX Natural Gas Future July 2009
Trading Metrics calculated at close of trading on 26-Jan-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jan-2009 |
26-Jan-2009 |
Change |
Change % |
Previous Week |
Open |
4.948 |
4.820 |
-0.128 |
-2.6% |
5.150 |
High |
4.988 |
4.938 |
-0.050 |
-1.0% |
5.168 |
Low |
4.800 |
4.776 |
-0.024 |
-0.5% |
4.800 |
Close |
4.871 |
4.842 |
-0.029 |
-0.6% |
4.871 |
Range |
0.188 |
0.162 |
-0.026 |
-13.8% |
0.368 |
ATR |
0.227 |
0.223 |
-0.005 |
-2.0% |
0.000 |
Volume |
1,785 |
1,170 |
-615 |
-34.5% |
6,113 |
|
Daily Pivots for day following 26-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.338 |
5.252 |
4.931 |
|
R3 |
5.176 |
5.090 |
4.887 |
|
R2 |
5.014 |
5.014 |
4.872 |
|
R1 |
4.928 |
4.928 |
4.857 |
4.971 |
PP |
4.852 |
4.852 |
4.852 |
4.874 |
S1 |
4.766 |
4.766 |
4.827 |
4.809 |
S2 |
4.690 |
4.690 |
4.812 |
|
S3 |
4.528 |
4.604 |
4.797 |
|
S4 |
4.366 |
4.442 |
4.753 |
|
|
Weekly Pivots for week ending 23-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6.050 |
5.829 |
5.073 |
|
R3 |
5.682 |
5.461 |
4.972 |
|
R2 |
5.314 |
5.314 |
4.938 |
|
R1 |
5.093 |
5.093 |
4.905 |
5.020 |
PP |
4.946 |
4.946 |
4.946 |
4.910 |
S1 |
4.725 |
4.725 |
4.837 |
4.652 |
S2 |
4.578 |
4.578 |
4.804 |
|
S3 |
4.210 |
4.357 |
4.770 |
|
S4 |
3.842 |
3.989 |
4.669 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5.168 |
4.776 |
0.392 |
8.1% |
0.179 |
3.7% |
17% |
False |
True |
1,456 |
10 |
5.925 |
4.776 |
1.149 |
23.7% |
0.181 |
3.7% |
6% |
False |
True |
1,746 |
20 |
6.521 |
4.776 |
1.745 |
36.0% |
0.205 |
4.2% |
4% |
False |
True |
1,524 |
40 |
7.106 |
4.776 |
2.330 |
48.1% |
0.207 |
4.3% |
3% |
False |
True |
1,456 |
60 |
7.708 |
4.776 |
2.932 |
60.6% |
0.217 |
4.5% |
2% |
False |
True |
1,329 |
80 |
8.373 |
4.776 |
3.597 |
74.3% |
0.208 |
4.3% |
2% |
False |
True |
1,235 |
100 |
8.626 |
4.776 |
3.850 |
79.5% |
0.211 |
4.4% |
2% |
False |
True |
1,104 |
120 |
9.470 |
4.776 |
4.694 |
96.9% |
0.211 |
4.4% |
1% |
False |
True |
999 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.627 |
2.618 |
5.362 |
1.618 |
5.200 |
1.000 |
5.100 |
0.618 |
5.038 |
HIGH |
4.938 |
0.618 |
4.876 |
0.500 |
4.857 |
0.382 |
4.838 |
LOW |
4.776 |
0.618 |
4.676 |
1.000 |
4.614 |
1.618 |
4.514 |
2.618 |
4.352 |
4.250 |
4.088 |
|
|
Fisher Pivots for day following 26-Jan-2009 |
Pivot |
1 day |
3 day |
R1 |
4.857 |
4.938 |
PP |
4.852 |
4.906 |
S1 |
4.847 |
4.874 |
|