NYMEX Natural Gas Future August 2009
| Trading Metrics calculated at close of trading on 07-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jan-2009 |
07-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
6.588 |
6.430 |
-0.158 |
-2.4% |
6.399 |
| High |
6.619 |
6.430 |
-0.189 |
-2.9% |
6.465 |
| Low |
6.343 |
6.260 |
-0.083 |
-1.3% |
6.030 |
| Close |
6.420 |
6.298 |
-0.122 |
-1.9% |
6.400 |
| Range |
0.276 |
0.170 |
-0.106 |
-38.4% |
0.435 |
| ATR |
0.236 |
0.231 |
-0.005 |
-2.0% |
0.000 |
| Volume |
966 |
547 |
-419 |
-43.4% |
3,860 |
|
| Daily Pivots for day following 07-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6.839 |
6.739 |
6.392 |
|
| R3 |
6.669 |
6.569 |
6.345 |
|
| R2 |
6.499 |
6.499 |
6.329 |
|
| R1 |
6.399 |
6.399 |
6.314 |
6.364 |
| PP |
6.329 |
6.329 |
6.329 |
6.312 |
| S1 |
6.229 |
6.229 |
6.282 |
6.194 |
| S2 |
6.159 |
6.159 |
6.267 |
|
| S3 |
5.989 |
6.059 |
6.251 |
|
| S4 |
5.819 |
5.889 |
6.205 |
|
|
| 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 |
7.153 |
|
2.618 |
6.875 |
|
1.618 |
6.705 |
|
1.000 |
6.600 |
|
0.618 |
6.535 |
|
HIGH |
6.430 |
|
0.618 |
6.365 |
|
0.500 |
6.345 |
|
0.382 |
6.325 |
|
LOW |
6.260 |
|
0.618 |
6.155 |
|
1.000 |
6.090 |
|
1.618 |
5.985 |
|
2.618 |
5.815 |
|
4.250 |
5.538 |
|
|
| Fisher Pivots for day following 07-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
6.345 |
6.440 |
| PP |
6.329 |
6.392 |
| S1 |
6.314 |
6.345 |
|