NYMEX Natural Gas Future November 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 |
5.961 |
5.900 |
-0.061 |
-1.0% |
6.470 |
High |
5.985 |
5.976 |
-0.009 |
-0.2% |
6.647 |
Low |
5.811 |
5.840 |
0.029 |
0.5% |
5.942 |
Close |
5.824 |
5.911 |
0.087 |
1.5% |
6.003 |
Range |
0.174 |
0.136 |
-0.038 |
-21.8% |
0.705 |
ATR |
|
|
|
|
|
Volume |
674 |
563 |
-111 |
-16.5% |
3,603 |
|
Daily Pivots for day following 21-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6.317 |
6.250 |
5.986 |
|
R3 |
6.181 |
6.114 |
5.948 |
|
R2 |
6.045 |
6.045 |
5.936 |
|
R1 |
5.978 |
5.978 |
5.923 |
6.012 |
PP |
5.909 |
5.909 |
5.909 |
5.926 |
S1 |
5.842 |
5.842 |
5.899 |
5.876 |
S2 |
5.773 |
5.773 |
5.886 |
|
S3 |
5.637 |
5.706 |
5.874 |
|
S4 |
5.501 |
5.570 |
5.836 |
|
|
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 |
6.554 |
2.618 |
6.332 |
1.618 |
6.196 |
1.000 |
6.112 |
0.618 |
6.060 |
HIGH |
5.976 |
0.618 |
5.924 |
0.500 |
5.908 |
0.382 |
5.892 |
LOW |
5.840 |
0.618 |
5.756 |
1.000 |
5.704 |
1.618 |
5.620 |
2.618 |
5.484 |
4.250 |
5.262 |
|
|
Fisher Pivots for day following 21-Jan-2009 |
Pivot |
1 day |
3 day |
R1 |
5.910 |
5.939 |
PP |
5.909 |
5.929 |
S1 |
5.908 |
5.920 |
|