NYMEX Natural Gas Future June 2009
| Trading Metrics calculated at close of trading on 07-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jan-2009 |
07-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
6.403 |
6.278 |
-0.125 |
-2.0% |
6.138 |
| High |
6.413 |
6.278 |
-0.135 |
-2.1% |
6.270 |
| Low |
6.135 |
6.040 |
-0.095 |
-1.5% |
5.770 |
| Close |
6.210 |
6.086 |
-0.124 |
-2.0% |
6.189 |
| Range |
0.278 |
0.238 |
-0.040 |
-14.4% |
0.500 |
| ATR |
0.254 |
0.253 |
-0.001 |
-0.5% |
0.000 |
| Volume |
2,585 |
1,085 |
-1,500 |
-58.0% |
4,162 |
|
| Daily Pivots for day following 07-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6.849 |
6.705 |
6.217 |
|
| R3 |
6.611 |
6.467 |
6.151 |
|
| R2 |
6.373 |
6.373 |
6.130 |
|
| R1 |
6.229 |
6.229 |
6.108 |
6.182 |
| PP |
6.135 |
6.135 |
6.135 |
6.111 |
| S1 |
5.991 |
5.991 |
6.064 |
5.944 |
| S2 |
5.897 |
5.897 |
6.042 |
|
| S3 |
5.659 |
5.753 |
6.021 |
|
| S4 |
5.421 |
5.515 |
5.955 |
|
|
| Weekly Pivots for week ending 02-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7.576 |
7.383 |
6.464 |
|
| R3 |
7.076 |
6.883 |
6.327 |
|
| R2 |
6.576 |
6.576 |
6.281 |
|
| R1 |
6.383 |
6.383 |
6.235 |
6.480 |
| PP |
6.076 |
6.076 |
6.076 |
6.125 |
| S1 |
5.883 |
5.883 |
6.143 |
5.980 |
| S2 |
5.576 |
5.576 |
6.097 |
|
| S3 |
5.076 |
5.383 |
6.052 |
|
| S4 |
4.576 |
4.883 |
5.914 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6.413 |
5.770 |
0.643 |
10.6% |
0.303 |
5.0% |
49% |
False |
False |
1,401 |
| 10 |
6.413 |
5.700 |
0.713 |
11.7% |
0.244 |
4.0% |
54% |
False |
False |
1,313 |
| 20 |
6.413 |
5.571 |
0.842 |
13.8% |
0.212 |
3.5% |
61% |
False |
False |
1,454 |
| 40 |
7.532 |
5.571 |
1.961 |
32.2% |
0.227 |
3.7% |
26% |
False |
False |
1,405 |
| 60 |
7.599 |
5.571 |
2.028 |
33.3% |
0.222 |
3.7% |
25% |
False |
False |
1,349 |
| 80 |
8.545 |
5.571 |
2.974 |
48.9% |
0.223 |
3.7% |
17% |
False |
False |
1,237 |
| 100 |
9.114 |
5.571 |
3.543 |
58.2% |
0.221 |
3.6% |
15% |
False |
False |
1,110 |
| 120 |
10.270 |
5.571 |
4.699 |
77.2% |
0.225 |
3.7% |
11% |
False |
False |
1,016 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7.290 |
|
2.618 |
6.901 |
|
1.618 |
6.663 |
|
1.000 |
6.516 |
|
0.618 |
6.425 |
|
HIGH |
6.278 |
|
0.618 |
6.187 |
|
0.500 |
6.159 |
|
0.382 |
6.131 |
|
LOW |
6.040 |
|
0.618 |
5.893 |
|
1.000 |
5.802 |
|
1.618 |
5.655 |
|
2.618 |
5.417 |
|
4.250 |
5.029 |
|
|
| Fisher Pivots for day following 07-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
6.159 |
6.227 |
| PP |
6.135 |
6.180 |
| S1 |
6.110 |
6.133 |
|