NYMEX Natural Gas Future June 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 |
4.680 |
4.710 |
0.030 |
0.6% |
5.000 |
| High |
4.824 |
4.785 |
-0.039 |
-0.8% |
5.054 |
| Low |
4.642 |
4.660 |
0.018 |
0.4% |
4.662 |
| Close |
4.717 |
4.686 |
-0.031 |
-0.7% |
4.746 |
| Range |
0.182 |
0.125 |
-0.057 |
-31.3% |
0.392 |
| ATR |
0.236 |
0.228 |
-0.008 |
-3.4% |
0.000 |
| Volume |
2,518 |
1,814 |
-704 |
-28.0% |
10,860 |
|
| Daily Pivots for day following 27-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.085 |
5.011 |
4.755 |
|
| R3 |
4.960 |
4.886 |
4.720 |
|
| R2 |
4.835 |
4.835 |
4.709 |
|
| R1 |
4.761 |
4.761 |
4.697 |
4.736 |
| PP |
4.710 |
4.710 |
4.710 |
4.698 |
| S1 |
4.636 |
4.636 |
4.675 |
4.611 |
| S2 |
4.585 |
4.585 |
4.663 |
|
| S3 |
4.460 |
4.511 |
4.652 |
|
| S4 |
4.335 |
4.386 |
4.617 |
|
|
| Weekly Pivots for week ending 23-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.997 |
5.763 |
4.962 |
|
| R3 |
5.605 |
5.371 |
4.854 |
|
| R2 |
5.213 |
5.213 |
4.818 |
|
| R1 |
4.979 |
4.979 |
4.782 |
4.900 |
| PP |
4.821 |
4.821 |
4.821 |
4.781 |
| S1 |
4.587 |
4.587 |
4.710 |
4.508 |
| S2 |
4.429 |
4.429 |
4.674 |
|
| S3 |
4.037 |
4.195 |
4.638 |
|
| S4 |
3.645 |
3.803 |
4.530 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5.050 |
4.642 |
0.408 |
8.7% |
0.179 |
3.8% |
11% |
False |
False |
2,490 |
| 10 |
5.665 |
4.642 |
1.023 |
21.8% |
0.195 |
4.2% |
4% |
False |
False |
2,410 |
| 20 |
6.413 |
4.642 |
1.771 |
37.8% |
0.226 |
4.8% |
2% |
False |
False |
2,014 |
| 40 |
6.760 |
4.642 |
2.118 |
45.2% |
0.212 |
4.5% |
2% |
False |
False |
1,755 |
| 60 |
7.599 |
4.642 |
2.957 |
63.1% |
0.228 |
4.9% |
1% |
False |
False |
1,626 |
| 80 |
8.140 |
4.642 |
3.498 |
74.6% |
0.217 |
4.6% |
1% |
False |
False |
1,519 |
| 100 |
8.545 |
4.642 |
3.903 |
83.3% |
0.222 |
4.7% |
1% |
False |
False |
1,342 |
| 120 |
9.304 |
4.642 |
4.662 |
99.5% |
0.221 |
4.7% |
1% |
False |
False |
1,224 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5.316 |
|
2.618 |
5.112 |
|
1.618 |
4.987 |
|
1.000 |
4.910 |
|
0.618 |
4.862 |
|
HIGH |
4.785 |
|
0.618 |
4.737 |
|
0.500 |
4.723 |
|
0.382 |
4.708 |
|
LOW |
4.660 |
|
0.618 |
4.583 |
|
1.000 |
4.535 |
|
1.618 |
4.458 |
|
2.618 |
4.333 |
|
4.250 |
4.129 |
|
|
| Fisher Pivots for day following 27-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
4.723 |
4.761 |
| PP |
4.710 |
4.736 |
| S1 |
4.698 |
4.711 |
|