NYMEX Natural Gas Future June 2009
| Trading Metrics calculated at close of trading on 09-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jan-2009 |
09-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
6.131 |
5.760 |
-0.371 |
-6.1% |
6.190 |
| High |
6.137 |
5.780 |
-0.357 |
-5.8% |
6.413 |
| Low |
5.750 |
5.622 |
-0.128 |
-2.2% |
5.622 |
| Close |
5.796 |
5.726 |
-0.070 |
-1.2% |
5.726 |
| Range |
0.387 |
0.158 |
-0.229 |
-59.2% |
0.791 |
| ATR |
0.263 |
0.256 |
-0.006 |
-2.4% |
0.000 |
| Volume |
2,302 |
2,349 |
47 |
2.0% |
9,029 |
|
| Daily Pivots for day following 09-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6.183 |
6.113 |
5.813 |
|
| R3 |
6.025 |
5.955 |
5.769 |
|
| R2 |
5.867 |
5.867 |
5.755 |
|
| R1 |
5.797 |
5.797 |
5.740 |
5.753 |
| PP |
5.709 |
5.709 |
5.709 |
5.688 |
| S1 |
5.639 |
5.639 |
5.712 |
5.595 |
| S2 |
5.551 |
5.551 |
5.697 |
|
| S3 |
5.393 |
5.481 |
5.683 |
|
| S4 |
5.235 |
5.323 |
5.639 |
|
|
| Weekly Pivots for week ending 09-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8.293 |
7.801 |
6.161 |
|
| R3 |
7.502 |
7.010 |
5.944 |
|
| R2 |
6.711 |
6.711 |
5.871 |
|
| R1 |
6.219 |
6.219 |
5.799 |
6.070 |
| PP |
5.920 |
5.920 |
5.920 |
5.846 |
| S1 |
5.428 |
5.428 |
5.653 |
5.279 |
| S2 |
5.129 |
5.129 |
5.581 |
|
| S3 |
4.338 |
4.637 |
5.508 |
|
| S4 |
3.547 |
3.846 |
5.291 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6.413 |
5.622 |
0.791 |
13.8% |
0.260 |
4.5% |
13% |
False |
True |
1,805 |
| 10 |
6.413 |
5.622 |
0.791 |
13.8% |
0.236 |
4.1% |
13% |
False |
True |
1,513 |
| 20 |
6.413 |
5.571 |
0.842 |
14.7% |
0.222 |
3.9% |
18% |
False |
False |
1,495 |
| 40 |
7.028 |
5.571 |
1.457 |
25.4% |
0.226 |
3.9% |
11% |
False |
False |
1,486 |
| 60 |
7.599 |
5.571 |
2.028 |
35.4% |
0.227 |
4.0% |
8% |
False |
False |
1,376 |
| 80 |
8.545 |
5.571 |
2.974 |
51.9% |
0.224 |
3.9% |
5% |
False |
False |
1,281 |
| 100 |
9.114 |
5.571 |
3.543 |
61.9% |
0.224 |
3.9% |
4% |
False |
False |
1,124 |
| 120 |
10.000 |
5.571 |
4.429 |
77.3% |
0.227 |
4.0% |
3% |
False |
False |
1,047 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6.452 |
|
2.618 |
6.194 |
|
1.618 |
6.036 |
|
1.000 |
5.938 |
|
0.618 |
5.878 |
|
HIGH |
5.780 |
|
0.618 |
5.720 |
|
0.500 |
5.701 |
|
0.382 |
5.682 |
|
LOW |
5.622 |
|
0.618 |
5.524 |
|
1.000 |
5.464 |
|
1.618 |
5.366 |
|
2.618 |
5.208 |
|
4.250 |
4.951 |
|
|
| Fisher Pivots for day following 09-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
5.718 |
5.950 |
| PP |
5.709 |
5.875 |
| S1 |
5.701 |
5.801 |
|