NYMEX Natural Gas Future August 2009
| Trading Metrics calculated at close of trading on 06-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jan-2009 |
06-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
6.340 |
6.588 |
0.248 |
3.9% |
6.399 |
| High |
6.534 |
6.619 |
0.085 |
1.3% |
6.465 |
| Low |
6.306 |
6.343 |
0.037 |
0.6% |
6.030 |
| Close |
6.490 |
6.420 |
-0.070 |
-1.1% |
6.400 |
| Range |
0.228 |
0.276 |
0.048 |
21.1% |
0.435 |
| ATR |
0.233 |
0.236 |
0.003 |
1.3% |
0.000 |
| Volume |
610 |
966 |
356 |
58.4% |
3,860 |
|
| Daily Pivots for day following 06-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7.289 |
7.130 |
6.572 |
|
| R3 |
7.013 |
6.854 |
6.496 |
|
| R2 |
6.737 |
6.737 |
6.471 |
|
| R1 |
6.578 |
6.578 |
6.445 |
6.520 |
| PP |
6.461 |
6.461 |
6.461 |
6.431 |
| S1 |
6.302 |
6.302 |
6.395 |
6.244 |
| S2 |
6.185 |
6.185 |
6.369 |
|
| S3 |
5.909 |
6.026 |
6.344 |
|
| S4 |
5.633 |
5.750 |
6.268 |
|
|
| 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 |
7.792 |
|
2.618 |
7.342 |
|
1.618 |
7.066 |
|
1.000 |
6.895 |
|
0.618 |
6.790 |
|
HIGH |
6.619 |
|
0.618 |
6.514 |
|
0.500 |
6.481 |
|
0.382 |
6.448 |
|
LOW |
6.343 |
|
0.618 |
6.172 |
|
1.000 |
6.067 |
|
1.618 |
5.896 |
|
2.618 |
5.620 |
|
4.250 |
5.170 |
|
|
| Fisher Pivots for day following 06-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
6.481 |
6.392 |
| PP |
6.461 |
6.365 |
| S1 |
6.440 |
6.337 |
|