NYMEX Natural Gas Future September 2009
Trading Metrics calculated at close of trading on 27-Jan-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jan-2009 |
27-Jan-2009 |
Change |
Change % |
Previous Week |
Open |
4.948 |
5.030 |
0.082 |
1.7% |
5.347 |
High |
5.105 |
5.050 |
-0.055 |
-1.1% |
5.347 |
Low |
4.936 |
4.940 |
0.004 |
0.1% |
4.954 |
Close |
5.000 |
4.964 |
-0.036 |
-0.7% |
5.031 |
Range |
0.169 |
0.110 |
-0.059 |
-34.9% |
0.393 |
ATR |
0.231 |
0.223 |
-0.009 |
-3.7% |
0.000 |
Volume |
678 |
913 |
235 |
34.7% |
3,284 |
|
Daily Pivots for day following 27-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.315 |
5.249 |
5.025 |
|
R3 |
5.205 |
5.139 |
4.994 |
|
R2 |
5.095 |
5.095 |
4.984 |
|
R1 |
5.029 |
5.029 |
4.974 |
5.007 |
PP |
4.985 |
4.985 |
4.985 |
4.974 |
S1 |
4.919 |
4.919 |
4.954 |
4.897 |
S2 |
4.875 |
4.875 |
4.944 |
|
S3 |
4.765 |
4.809 |
4.934 |
|
S4 |
4.655 |
4.699 |
4.904 |
|
|
Weekly Pivots for week ending 23-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6.290 |
6.053 |
5.247 |
|
R3 |
5.897 |
5.660 |
5.139 |
|
R2 |
5.504 |
5.504 |
5.103 |
|
R1 |
5.267 |
5.267 |
5.067 |
5.189 |
PP |
5.111 |
5.111 |
5.111 |
5.072 |
S1 |
4.874 |
4.874 |
4.995 |
4.796 |
S2 |
4.718 |
4.718 |
4.959 |
|
S3 |
4.325 |
4.481 |
4.923 |
|
S4 |
3.932 |
4.088 |
4.815 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.518 |
2.618 |
5.338 |
1.618 |
5.228 |
1.000 |
5.160 |
0.618 |
5.118 |
HIGH |
5.050 |
0.618 |
5.008 |
0.500 |
4.995 |
0.382 |
4.982 |
LOW |
4.940 |
0.618 |
4.872 |
1.000 |
4.830 |
1.618 |
4.762 |
2.618 |
4.652 |
4.250 |
4.473 |
|
|
Fisher Pivots for day following 27-Jan-2009 |
Pivot |
1 day |
3 day |
R1 |
4.995 |
5.051 |
PP |
4.985 |
5.022 |
S1 |
4.974 |
4.993 |
|