NYMEX Natural Gas Future November 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 |
6.015 |
5.961 |
-0.054 |
-0.9% |
6.470 |
High |
6.066 |
5.985 |
-0.081 |
-1.3% |
6.647 |
Low |
5.989 |
5.811 |
-0.178 |
-3.0% |
5.942 |
Close |
6.003 |
5.824 |
-0.179 |
-3.0% |
6.003 |
Range |
0.077 |
0.174 |
0.097 |
126.0% |
0.705 |
ATR |
|
|
|
|
|
Volume |
1,037 |
674 |
-363 |
-35.0% |
3,603 |
|
Daily Pivots for day following 20-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6.395 |
6.284 |
5.920 |
|
R3 |
6.221 |
6.110 |
5.872 |
|
R2 |
6.047 |
6.047 |
5.856 |
|
R1 |
5.936 |
5.936 |
5.840 |
5.905 |
PP |
5.873 |
5.873 |
5.873 |
5.858 |
S1 |
5.762 |
5.762 |
5.808 |
5.731 |
S2 |
5.699 |
5.699 |
5.792 |
|
S3 |
5.525 |
5.588 |
5.776 |
|
S4 |
5.351 |
5.414 |
5.728 |
|
|
Weekly Pivots for week ending 16-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8.312 |
7.863 |
6.391 |
|
R3 |
7.607 |
7.158 |
6.197 |
|
R2 |
6.902 |
6.902 |
6.132 |
|
R1 |
6.453 |
6.453 |
6.068 |
6.325 |
PP |
6.197 |
6.197 |
6.197 |
6.134 |
S1 |
5.748 |
5.748 |
5.938 |
5.620 |
S2 |
5.492 |
5.492 |
5.874 |
|
S3 |
4.787 |
5.043 |
5.809 |
|
S4 |
4.082 |
4.338 |
5.615 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
6.725 |
2.618 |
6.441 |
1.618 |
6.267 |
1.000 |
6.159 |
0.618 |
6.093 |
HIGH |
5.985 |
0.618 |
5.919 |
0.500 |
5.898 |
0.382 |
5.877 |
LOW |
5.811 |
0.618 |
5.703 |
1.000 |
5.637 |
1.618 |
5.529 |
2.618 |
5.355 |
4.250 |
5.072 |
|
|
Fisher Pivots for day following 20-Jan-2009 |
Pivot |
1 day |
3 day |
R1 |
5.898 |
5.987 |
PP |
5.873 |
5.932 |
S1 |
5.849 |
5.878 |
|