NYMEX Natural Gas Future October 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 |
5.510 |
5.439 |
-0.071 |
-1.3% |
6.120 |
High |
5.608 |
5.460 |
-0.148 |
-2.6% |
6.200 |
Low |
5.462 |
5.277 |
-0.185 |
-3.4% |
5.430 |
Close |
5.483 |
5.294 |
-0.189 |
-3.4% |
5.483 |
Range |
0.146 |
0.183 |
0.037 |
25.3% |
0.770 |
ATR |
|
|
|
|
|
Volume |
4,250 |
2,744 |
-1,506 |
-35.4% |
17,775 |
|
Daily Pivots for day following 20-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.893 |
5.776 |
5.395 |
|
R3 |
5.710 |
5.593 |
5.344 |
|
R2 |
5.527 |
5.527 |
5.328 |
|
R1 |
5.410 |
5.410 |
5.311 |
5.377 |
PP |
5.344 |
5.344 |
5.344 |
5.327 |
S1 |
5.227 |
5.227 |
5.277 |
5.194 |
S2 |
5.161 |
5.161 |
5.260 |
|
S3 |
4.978 |
5.044 |
5.244 |
|
S4 |
4.795 |
4.861 |
5.193 |
|
|
Weekly Pivots for week ending 16-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8.014 |
7.519 |
5.907 |
|
R3 |
7.244 |
6.749 |
5.695 |
|
R2 |
6.474 |
6.474 |
5.624 |
|
R1 |
5.979 |
5.979 |
5.554 |
5.842 |
PP |
5.704 |
5.704 |
5.704 |
5.636 |
S1 |
5.209 |
5.209 |
5.412 |
5.072 |
S2 |
4.934 |
4.934 |
5.342 |
|
S3 |
4.164 |
4.439 |
5.271 |
|
S4 |
3.394 |
3.669 |
5.060 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
6.238 |
2.618 |
5.939 |
1.618 |
5.756 |
1.000 |
5.643 |
0.618 |
5.573 |
HIGH |
5.460 |
0.618 |
5.390 |
0.500 |
5.369 |
0.382 |
5.347 |
LOW |
5.277 |
0.618 |
5.164 |
1.000 |
5.094 |
1.618 |
4.981 |
2.618 |
4.798 |
4.250 |
4.499 |
|
|
Fisher Pivots for day following 20-Jan-2009 |
Pivot |
1 day |
3 day |
R1 |
5.369 |
5.464 |
PP |
5.344 |
5.407 |
S1 |
5.319 |
5.351 |
|