NYMEX Natural Gas Future June 2009
| Trading Metrics calculated at close of trading on 30-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jan-2009 |
30-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
4.685 |
4.818 |
0.133 |
2.8% |
4.680 |
| High |
4.891 |
4.883 |
-0.008 |
-0.2% |
4.891 |
| Low |
4.651 |
4.647 |
-0.004 |
-0.1% |
4.607 |
| Close |
4.828 |
4.689 |
-0.139 |
-2.9% |
4.689 |
| Range |
0.240 |
0.236 |
-0.004 |
-1.7% |
0.284 |
| ATR |
0.228 |
0.228 |
0.001 |
0.3% |
0.000 |
| Volume |
3,280 |
2,919 |
-361 |
-11.0% |
13,827 |
|
| Daily Pivots for day following 30-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.448 |
5.304 |
4.819 |
|
| R3 |
5.212 |
5.068 |
4.754 |
|
| R2 |
4.976 |
4.976 |
4.732 |
|
| R1 |
4.832 |
4.832 |
4.711 |
4.786 |
| PP |
4.740 |
4.740 |
4.740 |
4.717 |
| S1 |
4.596 |
4.596 |
4.667 |
4.550 |
| S2 |
4.504 |
4.504 |
4.646 |
|
| S3 |
4.268 |
4.360 |
4.624 |
|
| S4 |
4.032 |
4.124 |
4.559 |
|
|
| Weekly Pivots for week ending 30-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.581 |
5.419 |
4.845 |
|
| R3 |
5.297 |
5.135 |
4.767 |
|
| R2 |
5.013 |
5.013 |
4.741 |
|
| R1 |
4.851 |
4.851 |
4.715 |
4.932 |
| PP |
4.729 |
4.729 |
4.729 |
4.770 |
| S1 |
4.567 |
4.567 |
4.663 |
4.648 |
| S2 |
4.445 |
4.445 |
4.637 |
|
| S3 |
4.161 |
4.283 |
4.611 |
|
| S4 |
3.877 |
3.999 |
4.533 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.891 |
4.607 |
0.284 |
6.1% |
0.198 |
4.2% |
29% |
False |
False |
2,765 |
| 10 |
5.190 |
4.607 |
0.583 |
12.4% |
0.195 |
4.2% |
14% |
False |
False |
2,727 |
| 20 |
6.413 |
4.607 |
1.806 |
38.5% |
0.229 |
4.9% |
5% |
False |
False |
2,363 |
| 40 |
6.627 |
4.607 |
2.020 |
43.1% |
0.211 |
4.5% |
4% |
False |
False |
1,936 |
| 60 |
7.599 |
4.607 |
2.992 |
63.8% |
0.223 |
4.7% |
3% |
False |
False |
1,701 |
| 80 |
7.599 |
4.607 |
2.992 |
63.8% |
0.217 |
4.6% |
3% |
False |
False |
1,595 |
| 100 |
8.545 |
4.607 |
3.938 |
84.0% |
0.221 |
4.7% |
2% |
False |
False |
1,423 |
| 120 |
9.170 |
4.607 |
4.563 |
97.3% |
0.222 |
4.7% |
2% |
False |
False |
1,287 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5.886 |
|
2.618 |
5.501 |
|
1.618 |
5.265 |
|
1.000 |
5.119 |
|
0.618 |
5.029 |
|
HIGH |
4.883 |
|
0.618 |
4.793 |
|
0.500 |
4.765 |
|
0.382 |
4.737 |
|
LOW |
4.647 |
|
0.618 |
4.501 |
|
1.000 |
4.411 |
|
1.618 |
4.265 |
|
2.618 |
4.029 |
|
4.250 |
3.644 |
|
|
| Fisher Pivots for day following 30-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
4.765 |
4.749 |
| PP |
4.740 |
4.729 |
| S1 |
4.714 |
4.709 |
|