NYMEX Natural Gas Future July 2009
Trading Metrics calculated at close of trading on 28-Jan-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jan-2009 |
28-Jan-2009 |
Change |
Change % |
Previous Week |
Open |
4.846 |
4.841 |
-0.005 |
-0.1% |
5.150 |
High |
4.912 |
4.935 |
0.023 |
0.5% |
5.168 |
Low |
4.787 |
4.731 |
-0.056 |
-1.2% |
4.800 |
Close |
4.811 |
4.794 |
-0.017 |
-0.4% |
4.871 |
Range |
0.125 |
0.204 |
0.079 |
63.2% |
0.368 |
ATR |
0.216 |
0.215 |
-0.001 |
-0.4% |
0.000 |
Volume |
1,903 |
1,940 |
37 |
1.9% |
6,113 |
|
Daily Pivots for day following 28-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.432 |
5.317 |
4.906 |
|
R3 |
5.228 |
5.113 |
4.850 |
|
R2 |
5.024 |
5.024 |
4.831 |
|
R1 |
4.909 |
4.909 |
4.813 |
4.865 |
PP |
4.820 |
4.820 |
4.820 |
4.798 |
S1 |
4.705 |
4.705 |
4.775 |
4.661 |
S2 |
4.616 |
4.616 |
4.757 |
|
S3 |
4.412 |
4.501 |
4.738 |
|
S4 |
4.208 |
4.297 |
4.682 |
|
|
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 |
5.099 |
4.731 |
0.368 |
7.7% |
0.184 |
3.8% |
17% |
False |
True |
1,807 |
10 |
5.600 |
4.731 |
0.869 |
18.1% |
0.169 |
3.5% |
7% |
False |
True |
1,822 |
20 |
6.521 |
4.731 |
1.790 |
37.3% |
0.215 |
4.5% |
4% |
False |
True |
1,639 |
40 |
6.892 |
4.731 |
2.161 |
45.1% |
0.199 |
4.1% |
3% |
False |
True |
1,490 |
60 |
7.708 |
4.731 |
2.977 |
62.1% |
0.213 |
4.4% |
2% |
False |
True |
1,364 |
80 |
8.072 |
4.731 |
3.341 |
69.7% |
0.206 |
4.3% |
2% |
False |
True |
1,264 |
100 |
8.626 |
4.731 |
3.895 |
81.2% |
0.210 |
4.4% |
2% |
False |
True |
1,129 |
120 |
9.390 |
4.731 |
4.659 |
97.2% |
0.210 |
4.4% |
1% |
False |
True |
1,022 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.802 |
2.618 |
5.469 |
1.618 |
5.265 |
1.000 |
5.139 |
0.618 |
5.061 |
HIGH |
4.935 |
0.618 |
4.857 |
0.500 |
4.833 |
0.382 |
4.809 |
LOW |
4.731 |
0.618 |
4.605 |
1.000 |
4.527 |
1.618 |
4.401 |
2.618 |
4.197 |
4.250 |
3.864 |
|
|
Fisher Pivots for day following 28-Jan-2009 |
Pivot |
1 day |
3 day |
R1 |
4.833 |
4.835 |
PP |
4.820 |
4.821 |
S1 |
4.807 |
4.808 |
|