NYMEX Natural Gas Future July 2009
| Trading Metrics calculated at close of trading on 06-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jan-2009 |
06-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
6.257 |
6.500 |
0.243 |
3.9% |
6.250 |
| High |
6.444 |
6.521 |
0.077 |
1.2% |
6.371 |
| Low |
6.206 |
6.252 |
0.046 |
0.7% |
5.898 |
| Close |
6.398 |
6.328 |
-0.070 |
-1.1% |
6.307 |
| Range |
0.238 |
0.269 |
0.031 |
13.0% |
0.473 |
| ATR |
0.240 |
0.242 |
0.002 |
0.9% |
0.000 |
| Volume |
826 |
1,741 |
915 |
110.8% |
4,220 |
|
| Daily Pivots for day following 06-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7.174 |
7.020 |
6.476 |
|
| R3 |
6.905 |
6.751 |
6.402 |
|
| R2 |
6.636 |
6.636 |
6.377 |
|
| R1 |
6.482 |
6.482 |
6.353 |
6.425 |
| PP |
6.367 |
6.367 |
6.367 |
6.338 |
| S1 |
6.213 |
6.213 |
6.303 |
6.156 |
| S2 |
6.098 |
6.098 |
6.279 |
|
| S3 |
5.829 |
5.944 |
6.254 |
|
| S4 |
5.560 |
5.675 |
6.180 |
|
|
| 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 |
6.521 |
5.898 |
0.623 |
9.8% |
0.247 |
3.9% |
69% |
True |
False |
1,249 |
| 10 |
6.521 |
5.692 |
0.829 |
13.1% |
0.221 |
3.5% |
77% |
True |
False |
1,233 |
| 20 |
6.521 |
5.692 |
0.829 |
13.1% |
0.194 |
3.1% |
77% |
True |
False |
1,345 |
| 40 |
7.670 |
5.692 |
1.978 |
31.3% |
0.212 |
3.3% |
32% |
False |
False |
1,256 |
| 60 |
7.708 |
5.692 |
2.016 |
31.9% |
0.207 |
3.3% |
32% |
False |
False |
1,150 |
| 80 |
8.598 |
5.692 |
2.906 |
45.9% |
0.210 |
3.3% |
22% |
False |
False |
1,042 |
| 100 |
9.240 |
5.692 |
3.548 |
56.1% |
0.210 |
3.3% |
18% |
False |
False |
944 |
| 120 |
10.744 |
5.692 |
5.052 |
79.8% |
0.219 |
3.5% |
13% |
False |
False |
855 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7.664 |
|
2.618 |
7.225 |
|
1.618 |
6.956 |
|
1.000 |
6.790 |
|
0.618 |
6.687 |
|
HIGH |
6.521 |
|
0.618 |
6.418 |
|
0.500 |
6.387 |
|
0.382 |
6.355 |
|
LOW |
6.252 |
|
0.618 |
6.086 |
|
1.000 |
5.983 |
|
1.618 |
5.817 |
|
2.618 |
5.548 |
|
4.250 |
5.109 |
|
|
| Fisher Pivots for day following 06-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
6.387 |
6.306 |
| PP |
6.367 |
6.284 |
| S1 |
6.348 |
6.262 |
|