NYMEX Natural Gas Future December 2009
| Trading Metrics calculated at close of trading on 22-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jan-2009 |
22-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
6.370 |
6.464 |
0.094 |
1.5% |
7.100 |
| High |
6.540 |
6.464 |
-0.076 |
-1.2% |
7.143 |
| Low |
6.370 |
6.270 |
-0.100 |
-1.6% |
6.492 |
| Close |
6.471 |
6.432 |
-0.039 |
-0.6% |
6.553 |
| Range |
0.170 |
0.194 |
0.024 |
14.1% |
0.651 |
| ATR |
0.000 |
0.210 |
0.210 |
|
0.000 |
| Volume |
623 |
3,274 |
2,651 |
425.5% |
3,384 |
|
| Daily Pivots for day following 22-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6.971 |
6.895 |
6.539 |
|
| R3 |
6.777 |
6.701 |
6.485 |
|
| R2 |
6.583 |
6.583 |
6.468 |
|
| R1 |
6.507 |
6.507 |
6.450 |
6.448 |
| PP |
6.389 |
6.389 |
6.389 |
6.359 |
| S1 |
6.313 |
6.313 |
6.414 |
6.254 |
| S2 |
6.195 |
6.195 |
6.396 |
|
| S3 |
6.001 |
6.119 |
6.379 |
|
| S4 |
5.807 |
5.925 |
6.325 |
|
|
| 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 |
7.289 |
|
2.618 |
6.972 |
|
1.618 |
6.778 |
|
1.000 |
6.658 |
|
0.618 |
6.584 |
|
HIGH |
6.464 |
|
0.618 |
6.390 |
|
0.500 |
6.367 |
|
0.382 |
6.344 |
|
LOW |
6.270 |
|
0.618 |
6.150 |
|
1.000 |
6.076 |
|
1.618 |
5.956 |
|
2.618 |
5.762 |
|
4.250 |
5.446 |
|
|
| Fisher Pivots for day following 22-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
6.410 |
6.426 |
| PP |
6.389 |
6.421 |
| S1 |
6.367 |
6.415 |
|