NYMEX Natural Gas Future December 2009
| Trading Metrics calculated at close of trading on 27-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jan-2009 |
27-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
6.225 |
6.370 |
0.145 |
2.3% |
6.519 |
| High |
6.385 |
6.401 |
0.016 |
0.3% |
6.560 |
| Low |
6.225 |
6.290 |
0.065 |
1.0% |
6.252 |
| Close |
6.338 |
6.316 |
-0.022 |
-0.3% |
6.313 |
| Range |
0.160 |
0.111 |
-0.049 |
-30.6% |
0.308 |
| ATR |
0.204 |
0.197 |
-0.007 |
-3.3% |
0.000 |
| Volume |
1,244 |
1,142 |
-102 |
-8.2% |
6,025 |
|
| Daily Pivots for day following 27-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6.669 |
6.603 |
6.377 |
|
| R3 |
6.558 |
6.492 |
6.347 |
|
| R2 |
6.447 |
6.447 |
6.336 |
|
| R1 |
6.381 |
6.381 |
6.326 |
6.359 |
| PP |
6.336 |
6.336 |
6.336 |
6.324 |
| S1 |
6.270 |
6.270 |
6.306 |
6.248 |
| S2 |
6.225 |
6.225 |
6.296 |
|
| S3 |
6.114 |
6.159 |
6.285 |
|
| S4 |
6.003 |
6.048 |
6.255 |
|
|
| Weekly Pivots for week ending 23-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7.299 |
7.114 |
6.482 |
|
| R3 |
6.991 |
6.806 |
6.398 |
|
| R2 |
6.683 |
6.683 |
6.369 |
|
| R1 |
6.498 |
6.498 |
6.341 |
6.437 |
| PP |
6.375 |
6.375 |
6.375 |
6.344 |
| S1 |
6.190 |
6.190 |
6.285 |
6.129 |
| S2 |
6.067 |
6.067 |
6.257 |
|
| S3 |
5.759 |
5.882 |
6.228 |
|
| S4 |
5.451 |
5.574 |
6.144 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6.873 |
|
2.618 |
6.692 |
|
1.618 |
6.581 |
|
1.000 |
6.512 |
|
0.618 |
6.470 |
|
HIGH |
6.401 |
|
0.618 |
6.359 |
|
0.500 |
6.346 |
|
0.382 |
6.332 |
|
LOW |
6.290 |
|
0.618 |
6.221 |
|
1.000 |
6.179 |
|
1.618 |
6.110 |
|
2.618 |
5.999 |
|
4.250 |
5.818 |
|
|
| Fisher Pivots for day following 27-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
6.346 |
6.315 |
| PP |
6.336 |
6.314 |
| S1 |
6.326 |
6.313 |
|