NYMEX Natural Gas Future October 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 |
5.110 |
5.169 |
0.059 |
1.2% |
5.439 |
High |
5.219 |
5.196 |
-0.023 |
-0.4% |
5.460 |
Low |
5.062 |
5.070 |
0.008 |
0.2% |
5.089 |
Close |
5.128 |
5.091 |
-0.037 |
-0.7% |
5.161 |
Range |
0.157 |
0.126 |
-0.031 |
-19.7% |
0.371 |
ATR |
0.229 |
0.222 |
-0.007 |
-3.2% |
0.000 |
Volume |
3,902 |
3,515 |
-387 |
-9.9% |
13,419 |
|
Daily Pivots for day following 27-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.497 |
5.420 |
5.160 |
|
R3 |
5.371 |
5.294 |
5.126 |
|
R2 |
5.245 |
5.245 |
5.114 |
|
R1 |
5.168 |
5.168 |
5.103 |
5.144 |
PP |
5.119 |
5.119 |
5.119 |
5.107 |
S1 |
5.042 |
5.042 |
5.079 |
5.018 |
S2 |
4.993 |
4.993 |
5.068 |
|
S3 |
4.867 |
4.916 |
5.056 |
|
S4 |
4.741 |
4.790 |
5.022 |
|
|
Weekly Pivots for week ending 23-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6.350 |
6.126 |
5.365 |
|
R3 |
5.979 |
5.755 |
5.263 |
|
R2 |
5.608 |
5.608 |
5.229 |
|
R1 |
5.384 |
5.384 |
5.195 |
5.311 |
PP |
5.237 |
5.237 |
5.237 |
5.200 |
S1 |
5.013 |
5.013 |
5.127 |
4.940 |
S2 |
4.866 |
4.866 |
5.093 |
|
S3 |
4.495 |
4.642 |
5.059 |
|
S4 |
4.124 |
4.271 |
4.957 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.732 |
2.618 |
5.526 |
1.618 |
5.400 |
1.000 |
5.322 |
0.618 |
5.274 |
HIGH |
5.196 |
0.618 |
5.148 |
0.500 |
5.133 |
0.382 |
5.118 |
LOW |
5.070 |
0.618 |
4.992 |
1.000 |
4.944 |
1.618 |
4.866 |
2.618 |
4.740 |
4.250 |
4.535 |
|
|
Fisher Pivots for day following 27-Jan-2009 |
Pivot |
1 day |
3 day |
R1 |
5.133 |
5.177 |
PP |
5.119 |
5.148 |
S1 |
5.105 |
5.120 |
|