NYMEX Natural Gas Future July 2009
| Trading Metrics calculated at close of trading on 08-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jan-2009 |
08-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
6.390 |
6.203 |
-0.187 |
-2.9% |
6.250 |
| High |
6.390 |
6.295 |
-0.095 |
-1.5% |
6.371 |
| Low |
6.160 |
5.855 |
-0.305 |
-5.0% |
5.898 |
| Close |
6.203 |
5.916 |
-0.287 |
-4.6% |
6.307 |
| Range |
0.230 |
0.440 |
0.210 |
91.3% |
0.473 |
| ATR |
0.241 |
0.255 |
0.014 |
5.9% |
0.000 |
| Volume |
1,212 |
1,637 |
425 |
35.1% |
4,220 |
|
| Daily Pivots for day following 08-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7.342 |
7.069 |
6.158 |
|
| R3 |
6.902 |
6.629 |
6.037 |
|
| R2 |
6.462 |
6.462 |
5.997 |
|
| R1 |
6.189 |
6.189 |
5.956 |
6.106 |
| PP |
6.022 |
6.022 |
6.022 |
5.980 |
| S1 |
5.749 |
5.749 |
5.876 |
5.666 |
| S2 |
5.582 |
5.582 |
5.835 |
|
| S3 |
5.142 |
5.309 |
5.795 |
|
| S4 |
4.702 |
4.869 |
5.674 |
|
|
| 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 |
5.855 |
0.666 |
11.3% |
0.304 |
5.1% |
9% |
False |
True |
1,267 |
| 10 |
6.521 |
5.855 |
0.666 |
11.3% |
0.236 |
4.0% |
9% |
False |
True |
1,220 |
| 20 |
6.521 |
5.692 |
0.829 |
14.0% |
0.211 |
3.6% |
27% |
False |
False |
1,394 |
| 40 |
7.440 |
5.692 |
1.748 |
29.5% |
0.220 |
3.7% |
13% |
False |
False |
1,292 |
| 60 |
7.708 |
5.692 |
2.016 |
34.1% |
0.214 |
3.6% |
11% |
False |
False |
1,170 |
| 80 |
8.598 |
5.692 |
2.906 |
49.1% |
0.213 |
3.6% |
8% |
False |
False |
1,070 |
| 100 |
9.240 |
5.692 |
3.548 |
60.0% |
0.213 |
3.6% |
6% |
False |
False |
957 |
| 120 |
10.195 |
5.692 |
4.503 |
76.1% |
0.219 |
3.7% |
5% |
False |
False |
866 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
8.165 |
|
2.618 |
7.447 |
|
1.618 |
7.007 |
|
1.000 |
6.735 |
|
0.618 |
6.567 |
|
HIGH |
6.295 |
|
0.618 |
6.127 |
|
0.500 |
6.075 |
|
0.382 |
6.023 |
|
LOW |
5.855 |
|
0.618 |
5.583 |
|
1.000 |
5.415 |
|
1.618 |
5.143 |
|
2.618 |
4.703 |
|
4.250 |
3.985 |
|
|
| Fisher Pivots for day following 08-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
6.075 |
6.188 |
| PP |
6.022 |
6.097 |
| S1 |
5.969 |
6.007 |
|