NYMEX Natural Gas Future December 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 |
6.519 |
6.370 |
-0.149 |
-2.3% |
7.100 |
| High |
6.560 |
6.540 |
-0.020 |
-0.3% |
7.143 |
| Low |
6.370 |
6.370 |
0.000 |
0.0% |
6.492 |
| Close |
6.384 |
6.471 |
0.087 |
1.4% |
6.553 |
| Range |
0.190 |
0.170 |
-0.020 |
-10.5% |
0.651 |
| ATR |
|
|
|
|
|
| Volume |
700 |
623 |
-77 |
-11.0% |
3,384 |
|
| Daily Pivots for day following 21-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6.970 |
6.891 |
6.565 |
|
| R3 |
6.800 |
6.721 |
6.518 |
|
| R2 |
6.630 |
6.630 |
6.502 |
|
| R1 |
6.551 |
6.551 |
6.487 |
6.591 |
| PP |
6.460 |
6.460 |
6.460 |
6.480 |
| S1 |
6.381 |
6.381 |
6.455 |
6.421 |
| S2 |
6.290 |
6.290 |
6.440 |
|
| S3 |
6.120 |
6.211 |
6.424 |
|
| S4 |
5.950 |
6.041 |
6.378 |
|
|
| 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 |
7.263 |
|
2.618 |
6.985 |
|
1.618 |
6.815 |
|
1.000 |
6.710 |
|
0.618 |
6.645 |
|
HIGH |
6.540 |
|
0.618 |
6.475 |
|
0.500 |
6.455 |
|
0.382 |
6.435 |
|
LOW |
6.370 |
|
0.618 |
6.265 |
|
1.000 |
6.200 |
|
1.618 |
6.095 |
|
2.618 |
5.925 |
|
4.250 |
5.648 |
|
|
| Fisher Pivots for day following 21-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
6.466 |
6.492 |
| PP |
6.460 |
6.485 |
| S1 |
6.455 |
6.478 |
|