NYMEX Natural Gas Future August 2009
| Trading Metrics calculated at close of trading on 05-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jan-2009 |
05-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
6.055 |
6.340 |
0.285 |
4.7% |
6.399 |
| High |
6.465 |
6.534 |
0.069 |
1.1% |
6.465 |
| Low |
6.055 |
6.306 |
0.251 |
4.1% |
6.030 |
| Close |
6.400 |
6.490 |
0.090 |
1.4% |
6.400 |
| Range |
0.410 |
0.228 |
-0.182 |
-44.4% |
0.435 |
| ATR |
0.233 |
0.233 |
0.000 |
-0.2% |
0.000 |
| Volume |
662 |
610 |
-52 |
-7.9% |
3,860 |
|
| Daily Pivots for day following 05-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7.127 |
7.037 |
6.615 |
|
| R3 |
6.899 |
6.809 |
6.553 |
|
| R2 |
6.671 |
6.671 |
6.532 |
|
| R1 |
6.581 |
6.581 |
6.511 |
6.626 |
| PP |
6.443 |
6.443 |
6.443 |
6.466 |
| S1 |
6.353 |
6.353 |
6.469 |
6.398 |
| S2 |
6.215 |
6.215 |
6.448 |
|
| S3 |
5.987 |
6.125 |
6.427 |
|
| S4 |
5.759 |
5.897 |
6.365 |
|
|
| 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 |
7.503 |
|
2.618 |
7.131 |
|
1.618 |
6.903 |
|
1.000 |
6.762 |
|
0.618 |
6.675 |
|
HIGH |
6.534 |
|
0.618 |
6.447 |
|
0.500 |
6.420 |
|
0.382 |
6.393 |
|
LOW |
6.306 |
|
0.618 |
6.165 |
|
1.000 |
6.078 |
|
1.618 |
5.937 |
|
2.618 |
5.709 |
|
4.250 |
5.337 |
|
|
| Fisher Pivots for day following 05-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
6.467 |
6.421 |
| PP |
6.443 |
6.351 |
| S1 |
6.420 |
6.282 |
|