NYMEX Natural Gas Future October 2009
Trading Metrics calculated at close of trading on 21-Jan-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jan-2009 |
21-Jan-2009 |
Change |
Change % |
Previous Week |
Open |
5.439 |
5.360 |
-0.079 |
-1.5% |
6.120 |
High |
5.460 |
5.450 |
-0.010 |
-0.2% |
6.200 |
Low |
5.277 |
5.310 |
0.033 |
0.6% |
5.430 |
Close |
5.294 |
5.386 |
0.092 |
1.7% |
5.483 |
Range |
0.183 |
0.140 |
-0.043 |
-23.5% |
0.770 |
ATR |
|
|
|
|
|
Volume |
2,744 |
2,264 |
-480 |
-17.5% |
17,775 |
|
Daily Pivots for day following 21-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.802 |
5.734 |
5.463 |
|
R3 |
5.662 |
5.594 |
5.425 |
|
R2 |
5.522 |
5.522 |
5.412 |
|
R1 |
5.454 |
5.454 |
5.399 |
5.488 |
PP |
5.382 |
5.382 |
5.382 |
5.399 |
S1 |
5.314 |
5.314 |
5.373 |
5.348 |
S2 |
5.242 |
5.242 |
5.360 |
|
S3 |
5.102 |
5.174 |
5.348 |
|
S4 |
4.962 |
5.034 |
5.309 |
|
|
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 |
6.045 |
2.618 |
5.817 |
1.618 |
5.677 |
1.000 |
5.590 |
0.618 |
5.537 |
HIGH |
5.450 |
0.618 |
5.397 |
0.500 |
5.380 |
0.382 |
5.363 |
LOW |
5.310 |
0.618 |
5.223 |
1.000 |
5.170 |
1.618 |
5.083 |
2.618 |
4.943 |
4.250 |
4.715 |
|
|
Fisher Pivots for day following 21-Jan-2009 |
Pivot |
1 day |
3 day |
R1 |
5.384 |
5.443 |
PP |
5.382 |
5.424 |
S1 |
5.380 |
5.405 |
|