NYMEX Natural Gas Future September 2009
Trading Metrics calculated at close of trading on 20-Jan-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jan-2009 |
20-Jan-2009 |
Change |
Change % |
Previous Week |
Open |
5.430 |
5.347 |
-0.083 |
-1.5% |
5.911 |
High |
5.490 |
5.347 |
-0.143 |
-2.6% |
6.091 |
Low |
5.340 |
5.171 |
-0.169 |
-3.2% |
5.314 |
Close |
5.365 |
5.174 |
-0.191 |
-3.6% |
5.365 |
Range |
0.150 |
0.176 |
0.026 |
17.3% |
0.777 |
ATR |
|
|
|
|
|
Volume |
979 |
602 |
-377 |
-38.5% |
5,560 |
|
Daily Pivots for day following 20-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.759 |
5.642 |
5.271 |
|
R3 |
5.583 |
5.466 |
5.222 |
|
R2 |
5.407 |
5.407 |
5.206 |
|
R1 |
5.290 |
5.290 |
5.190 |
5.261 |
PP |
5.231 |
5.231 |
5.231 |
5.216 |
S1 |
5.114 |
5.114 |
5.158 |
5.085 |
S2 |
5.055 |
5.055 |
5.142 |
|
S3 |
4.879 |
4.938 |
5.126 |
|
S4 |
4.703 |
4.762 |
5.077 |
|
|
Weekly Pivots for week ending 16-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7.921 |
7.420 |
5.792 |
|
R3 |
7.144 |
6.643 |
5.579 |
|
R2 |
6.367 |
6.367 |
5.507 |
|
R1 |
5.866 |
5.866 |
5.436 |
5.728 |
PP |
5.590 |
5.590 |
5.590 |
5.521 |
S1 |
5.089 |
5.089 |
5.294 |
4.951 |
S2 |
4.813 |
4.813 |
5.223 |
|
S3 |
4.036 |
4.312 |
5.151 |
|
S4 |
3.259 |
3.535 |
4.938 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
6.095 |
2.618 |
5.808 |
1.618 |
5.632 |
1.000 |
5.523 |
0.618 |
5.456 |
HIGH |
5.347 |
0.618 |
5.280 |
0.500 |
5.259 |
0.382 |
5.238 |
LOW |
5.171 |
0.618 |
5.062 |
1.000 |
4.995 |
1.618 |
4.886 |
2.618 |
4.710 |
4.250 |
4.423 |
|
|
Fisher Pivots for day following 20-Jan-2009 |
Pivot |
1 day |
3 day |
R1 |
5.259 |
5.351 |
PP |
5.231 |
5.292 |
S1 |
5.202 |
5.233 |
|