NYMEX Natural Gas Future July 2009
| Trading Metrics calculated at close of trading on 02-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Dec-2008 |
02-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
6.150 |
6.010 |
-0.140 |
-2.3% |
6.250 |
| High |
6.150 |
6.347 |
0.197 |
3.2% |
6.371 |
| Low |
5.898 |
6.003 |
0.105 |
1.8% |
5.898 |
| Close |
6.031 |
6.307 |
0.276 |
4.6% |
6.307 |
| Range |
0.252 |
0.344 |
0.092 |
36.5% |
0.473 |
| ATR |
0.232 |
0.240 |
0.008 |
3.5% |
0.000 |
| Volume |
960 |
922 |
-38 |
-4.0% |
4,220 |
|
| Daily Pivots for day following 02-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7.251 |
7.123 |
6.496 |
|
| R3 |
6.907 |
6.779 |
6.402 |
|
| R2 |
6.563 |
6.563 |
6.370 |
|
| R1 |
6.435 |
6.435 |
6.339 |
6.499 |
| PP |
6.219 |
6.219 |
6.219 |
6.251 |
| S1 |
6.091 |
6.091 |
6.275 |
6.155 |
| S2 |
5.875 |
5.875 |
6.244 |
|
| S3 |
5.531 |
5.747 |
6.212 |
|
| S4 |
5.187 |
5.403 |
6.118 |
|
|
| Weekly Pivots for week ending 02-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7.611 |
7.432 |
6.567 |
|
| R3 |
7.138 |
6.959 |
6.437 |
|
| R2 |
6.665 |
6.665 |
6.394 |
|
| R1 |
6.486 |
6.486 |
6.350 |
6.576 |
| PP |
6.192 |
6.192 |
6.192 |
6.237 |
| S1 |
6.013 |
6.013 |
6.264 |
6.103 |
| S2 |
5.719 |
5.719 |
6.220 |
|
| S3 |
5.246 |
5.540 |
6.177 |
|
| S4 |
4.773 |
5.067 |
6.047 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6.371 |
5.898 |
0.473 |
7.5% |
0.173 |
2.7% |
86% |
False |
False |
1,041 |
| 10 |
6.371 |
5.692 |
0.679 |
10.8% |
0.216 |
3.4% |
91% |
False |
False |
1,273 |
| 20 |
6.640 |
5.692 |
0.948 |
15.0% |
0.192 |
3.0% |
65% |
False |
False |
1,412 |
| 40 |
7.700 |
5.692 |
2.008 |
31.8% |
0.210 |
3.3% |
31% |
False |
False |
1,246 |
| 60 |
7.708 |
5.692 |
2.016 |
32.0% |
0.205 |
3.2% |
31% |
False |
False |
1,154 |
| 80 |
8.598 |
5.692 |
2.906 |
46.1% |
0.209 |
3.3% |
21% |
False |
False |
1,027 |
| 100 |
9.250 |
5.692 |
3.558 |
56.4% |
0.211 |
3.3% |
17% |
False |
False |
927 |
| 120 |
11.280 |
5.692 |
5.588 |
88.6% |
0.221 |
3.5% |
11% |
False |
False |
841 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7.809 |
|
2.618 |
7.248 |
|
1.618 |
6.904 |
|
1.000 |
6.691 |
|
0.618 |
6.560 |
|
HIGH |
6.347 |
|
0.618 |
6.216 |
|
0.500 |
6.175 |
|
0.382 |
6.134 |
|
LOW |
6.003 |
|
0.618 |
5.790 |
|
1.000 |
5.659 |
|
1.618 |
5.446 |
|
2.618 |
5.102 |
|
4.250 |
4.541 |
|
|
| Fisher Pivots for day following 02-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
6.263 |
6.246 |
| PP |
6.219 |
6.184 |
| S1 |
6.175 |
6.123 |
|