NYMEX Natural Gas Future June 2009
| Trading Metrics calculated at close of trading on 08-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jan-2009 |
08-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
6.278 |
6.131 |
-0.147 |
-2.3% |
6.138 |
| High |
6.278 |
6.137 |
-0.141 |
-2.2% |
6.270 |
| Low |
6.040 |
5.750 |
-0.290 |
-4.8% |
5.770 |
| Close |
6.086 |
5.796 |
-0.290 |
-4.8% |
6.189 |
| Range |
0.238 |
0.387 |
0.149 |
62.6% |
0.500 |
| ATR |
0.253 |
0.263 |
0.010 |
3.8% |
0.000 |
| Volume |
1,085 |
2,302 |
1,217 |
112.2% |
4,162 |
|
| Daily Pivots for day following 08-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7.055 |
6.813 |
6.009 |
|
| R3 |
6.668 |
6.426 |
5.902 |
|
| R2 |
6.281 |
6.281 |
5.867 |
|
| R1 |
6.039 |
6.039 |
5.831 |
5.967 |
| PP |
5.894 |
5.894 |
5.894 |
5.858 |
| S1 |
5.652 |
5.652 |
5.761 |
5.580 |
| S2 |
5.507 |
5.507 |
5.725 |
|
| S3 |
5.120 |
5.265 |
5.690 |
|
| S4 |
4.733 |
4.878 |
5.583 |
|
|
| 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 |
5.750 |
0.663 |
11.4% |
0.314 |
5.4% |
7% |
False |
True |
1,665 |
| 10 |
6.413 |
5.750 |
0.663 |
11.4% |
0.250 |
4.3% |
7% |
False |
True |
1,379 |
| 20 |
6.413 |
5.571 |
0.842 |
14.5% |
0.223 |
3.8% |
27% |
False |
False |
1,480 |
| 40 |
7.346 |
5.571 |
1.775 |
30.6% |
0.231 |
4.0% |
13% |
False |
False |
1,452 |
| 60 |
7.599 |
5.571 |
2.028 |
35.0% |
0.227 |
3.9% |
11% |
False |
False |
1,347 |
| 80 |
8.545 |
5.571 |
2.974 |
51.3% |
0.224 |
3.9% |
8% |
False |
False |
1,260 |
| 100 |
9.114 |
5.571 |
3.543 |
61.1% |
0.224 |
3.9% |
6% |
False |
False |
1,107 |
| 120 |
10.090 |
5.571 |
4.519 |
78.0% |
0.227 |
3.9% |
5% |
False |
False |
1,030 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7.782 |
|
2.618 |
7.150 |
|
1.618 |
6.763 |
|
1.000 |
6.524 |
|
0.618 |
6.376 |
|
HIGH |
6.137 |
|
0.618 |
5.989 |
|
0.500 |
5.944 |
|
0.382 |
5.898 |
|
LOW |
5.750 |
|
0.618 |
5.511 |
|
1.000 |
5.363 |
|
1.618 |
5.124 |
|
2.618 |
4.737 |
|
4.250 |
4.105 |
|
|
| Fisher Pivots for day following 08-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
5.944 |
6.082 |
| PP |
5.894 |
5.986 |
| S1 |
5.845 |
5.891 |
|