NYMEX Natural Gas Future July 2009
| Trading Metrics calculated at close of trading on 23-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jan-2009 |
23-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
5.000 |
4.948 |
-0.052 |
-1.0% |
5.150 |
| High |
5.099 |
4.988 |
-0.111 |
-2.2% |
5.168 |
| Low |
4.860 |
4.800 |
-0.060 |
-1.2% |
4.800 |
| Close |
5.017 |
4.871 |
-0.146 |
-2.9% |
4.871 |
| Range |
0.239 |
0.188 |
-0.051 |
-21.3% |
0.368 |
| ATR |
0.228 |
0.227 |
-0.001 |
-0.3% |
0.000 |
| Volume |
2,239 |
1,785 |
-454 |
-20.3% |
6,113 |
|
| Daily Pivots for day following 23-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.450 |
5.349 |
4.974 |
|
| R3 |
5.262 |
5.161 |
4.923 |
|
| R2 |
5.074 |
5.074 |
4.905 |
|
| R1 |
4.973 |
4.973 |
4.888 |
4.930 |
| PP |
4.886 |
4.886 |
4.886 |
4.865 |
| S1 |
4.785 |
4.785 |
4.854 |
4.742 |
| S2 |
4.698 |
4.698 |
4.837 |
|
| S3 |
4.510 |
4.597 |
4.819 |
|
| S4 |
4.322 |
4.409 |
4.768 |
|
|
| Weekly Pivots for week ending 23-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6.050 |
5.829 |
5.073 |
|
| R3 |
5.682 |
5.461 |
4.972 |
|
| R2 |
5.314 |
5.314 |
4.938 |
|
| R1 |
5.093 |
5.093 |
4.905 |
5.020 |
| PP |
4.946 |
4.946 |
4.946 |
4.910 |
| S1 |
4.725 |
4.725 |
4.837 |
4.652 |
| S2 |
4.578 |
4.578 |
4.804 |
|
| S3 |
4.210 |
4.357 |
4.770 |
|
| S4 |
3.842 |
3.989 |
4.669 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5.229 |
4.800 |
0.429 |
8.8% |
0.146 |
3.0% |
17% |
False |
True |
1,506 |
| 10 |
5.977 |
4.800 |
1.177 |
24.2% |
0.189 |
3.9% |
6% |
False |
True |
1,868 |
| 20 |
6.521 |
4.800 |
1.721 |
35.3% |
0.213 |
4.4% |
4% |
False |
True |
1,544 |
| 40 |
7.106 |
4.800 |
2.306 |
47.3% |
0.210 |
4.3% |
3% |
False |
True |
1,462 |
| 60 |
7.708 |
4.800 |
2.908 |
59.7% |
0.217 |
4.5% |
2% |
False |
True |
1,324 |
| 80 |
8.373 |
4.800 |
3.573 |
73.4% |
0.208 |
4.3% |
2% |
False |
True |
1,228 |
| 100 |
8.626 |
4.800 |
3.826 |
78.5% |
0.211 |
4.3% |
2% |
False |
True |
1,096 |
| 120 |
9.619 |
4.800 |
4.819 |
98.9% |
0.212 |
4.4% |
1% |
False |
True |
992 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5.787 |
|
2.618 |
5.480 |
|
1.618 |
5.292 |
|
1.000 |
5.176 |
|
0.618 |
5.104 |
|
HIGH |
4.988 |
|
0.618 |
4.916 |
|
0.500 |
4.894 |
|
0.382 |
4.872 |
|
LOW |
4.800 |
|
0.618 |
4.684 |
|
1.000 |
4.612 |
|
1.618 |
4.496 |
|
2.618 |
4.308 |
|
4.250 |
4.001 |
|
|
| Fisher Pivots for day following 23-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
4.894 |
4.984 |
| PP |
4.886 |
4.946 |
| S1 |
4.879 |
4.909 |
|