NYMEX Natural Gas Future December 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 |
6.601 |
6.519 |
-0.082 |
-1.2% |
7.100 |
| High |
6.613 |
6.560 |
-0.053 |
-0.8% |
7.143 |
| Low |
6.526 |
6.370 |
-0.156 |
-2.4% |
6.492 |
| Close |
6.553 |
6.384 |
-0.169 |
-2.6% |
6.553 |
| Range |
0.087 |
0.190 |
0.103 |
118.4% |
0.651 |
| ATR |
|
|
|
|
|
| Volume |
860 |
700 |
-160 |
-18.6% |
3,384 |
|
| Daily Pivots for day following 20-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7.008 |
6.886 |
6.489 |
|
| R3 |
6.818 |
6.696 |
6.436 |
|
| R2 |
6.628 |
6.628 |
6.419 |
|
| R1 |
6.506 |
6.506 |
6.401 |
6.472 |
| PP |
6.438 |
6.438 |
6.438 |
6.421 |
| S1 |
6.316 |
6.316 |
6.367 |
6.282 |
| S2 |
6.248 |
6.248 |
6.349 |
|
| S3 |
6.058 |
6.126 |
6.332 |
|
| S4 |
5.868 |
5.936 |
6.280 |
|
|
| Weekly Pivots for week ending 16-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8.682 |
8.269 |
6.911 |
|
| R3 |
8.031 |
7.618 |
6.732 |
|
| R2 |
7.380 |
7.380 |
6.672 |
|
| R1 |
6.967 |
6.967 |
6.613 |
6.848 |
| PP |
6.729 |
6.729 |
6.729 |
6.670 |
| S1 |
6.316 |
6.316 |
6.493 |
6.197 |
| S2 |
6.078 |
6.078 |
6.434 |
|
| S3 |
5.427 |
5.665 |
6.374 |
|
| S4 |
4.776 |
5.014 |
6.195 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7.368 |
|
2.618 |
7.057 |
|
1.618 |
6.867 |
|
1.000 |
6.750 |
|
0.618 |
6.677 |
|
HIGH |
6.560 |
|
0.618 |
6.487 |
|
0.500 |
6.465 |
|
0.382 |
6.443 |
|
LOW |
6.370 |
|
0.618 |
6.253 |
|
1.000 |
6.180 |
|
1.618 |
6.063 |
|
2.618 |
5.873 |
|
4.250 |
5.563 |
|
|
| Fisher Pivots for day following 20-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
6.465 |
6.560 |
| PP |
6.438 |
6.501 |
| S1 |
6.411 |
6.443 |
|