NYMEX Natural Gas Future July 2009
| Trading Metrics calculated at close of trading on 27-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jan-2009 |
27-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
4.820 |
4.846 |
0.026 |
0.5% |
5.150 |
| High |
4.938 |
4.912 |
-0.026 |
-0.5% |
5.168 |
| Low |
4.776 |
4.787 |
0.011 |
0.2% |
4.800 |
| Close |
4.842 |
4.811 |
-0.031 |
-0.6% |
4.871 |
| Range |
0.162 |
0.125 |
-0.037 |
-22.8% |
0.368 |
| ATR |
0.223 |
0.216 |
-0.007 |
-3.1% |
0.000 |
| Volume |
1,170 |
1,903 |
733 |
62.6% |
6,113 |
|
| Daily Pivots for day following 27-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.212 |
5.136 |
4.880 |
|
| R3 |
5.087 |
5.011 |
4.845 |
|
| R2 |
4.962 |
4.962 |
4.834 |
|
| R1 |
4.886 |
4.886 |
4.822 |
4.862 |
| PP |
4.837 |
4.837 |
4.837 |
4.824 |
| S1 |
4.761 |
4.761 |
4.800 |
4.737 |
| S2 |
4.712 |
4.712 |
4.788 |
|
| S3 |
4.587 |
4.636 |
4.777 |
|
| S4 |
4.462 |
4.511 |
4.742 |
|
|
| 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 |
5.168 |
4.776 |
0.392 |
8.1% |
0.171 |
3.6% |
9% |
False |
False |
1,621 |
| 10 |
5.800 |
4.776 |
1.024 |
21.3% |
0.175 |
3.6% |
3% |
False |
False |
1,789 |
| 20 |
6.521 |
4.776 |
1.745 |
36.3% |
0.210 |
4.4% |
2% |
False |
False |
1,569 |
| 40 |
6.892 |
4.776 |
2.116 |
44.0% |
0.199 |
4.1% |
2% |
False |
False |
1,467 |
| 60 |
7.708 |
4.776 |
2.932 |
60.9% |
0.215 |
4.5% |
1% |
False |
False |
1,348 |
| 80 |
8.300 |
4.776 |
3.524 |
73.2% |
0.206 |
4.3% |
1% |
False |
False |
1,253 |
| 100 |
8.626 |
4.776 |
3.850 |
80.0% |
0.210 |
4.4% |
1% |
False |
False |
1,117 |
| 120 |
9.390 |
4.776 |
4.614 |
95.9% |
0.210 |
4.4% |
1% |
False |
False |
1,007 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5.443 |
|
2.618 |
5.239 |
|
1.618 |
5.114 |
|
1.000 |
5.037 |
|
0.618 |
4.989 |
|
HIGH |
4.912 |
|
0.618 |
4.864 |
|
0.500 |
4.850 |
|
0.382 |
4.835 |
|
LOW |
4.787 |
|
0.618 |
4.710 |
|
1.000 |
4.662 |
|
1.618 |
4.585 |
|
2.618 |
4.460 |
|
4.250 |
4.256 |
|
|
| Fisher Pivots for day following 27-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
4.850 |
4.882 |
| PP |
4.837 |
4.858 |
| S1 |
4.824 |
4.835 |
|