NYMEX Natural Gas Future August 2009
| Trading Metrics calculated at close of trading on 02-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Dec-2008 |
02-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
6.250 |
6.055 |
-0.195 |
-3.1% |
6.399 |
| High |
6.250 |
6.465 |
0.215 |
3.4% |
6.465 |
| Low |
6.030 |
6.055 |
0.025 |
0.4% |
6.030 |
| Close |
6.126 |
6.400 |
0.274 |
4.5% |
6.400 |
| Range |
0.220 |
0.410 |
0.190 |
86.4% |
0.435 |
| ATR |
0.219 |
0.233 |
0.014 |
6.2% |
0.000 |
| Volume |
243 |
662 |
419 |
172.4% |
3,860 |
|
| Daily Pivots for day following 02-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7.537 |
7.378 |
6.626 |
|
| R3 |
7.127 |
6.968 |
6.513 |
|
| R2 |
6.717 |
6.717 |
6.475 |
|
| R1 |
6.558 |
6.558 |
6.438 |
6.638 |
| PP |
6.307 |
6.307 |
6.307 |
6.346 |
| S1 |
6.148 |
6.148 |
6.362 |
6.228 |
| S2 |
5.897 |
5.897 |
6.325 |
|
| S3 |
5.487 |
5.738 |
6.287 |
|
| S4 |
5.077 |
5.328 |
6.175 |
|
|
| Weekly Pivots for week ending 02-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7.603 |
7.437 |
6.639 |
|
| R3 |
7.168 |
7.002 |
6.520 |
|
| R2 |
6.733 |
6.733 |
6.480 |
|
| R1 |
6.567 |
6.567 |
6.440 |
6.650 |
| PP |
6.298 |
6.298 |
6.298 |
6.340 |
| S1 |
6.132 |
6.132 |
6.360 |
6.215 |
| S2 |
5.863 |
5.863 |
6.320 |
|
| S3 |
5.428 |
5.697 |
6.280 |
|
| S4 |
4.993 |
5.262 |
6.161 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
8.208 |
|
2.618 |
7.538 |
|
1.618 |
7.128 |
|
1.000 |
6.875 |
|
0.618 |
6.718 |
|
HIGH |
6.465 |
|
0.618 |
6.308 |
|
0.500 |
6.260 |
|
0.382 |
6.212 |
|
LOW |
6.055 |
|
0.618 |
5.802 |
|
1.000 |
5.645 |
|
1.618 |
5.392 |
|
2.618 |
4.982 |
|
4.250 |
4.313 |
|
|
| Fisher Pivots for day following 02-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
6.353 |
6.349 |
| PP |
6.307 |
6.298 |
| S1 |
6.260 |
6.248 |
|