NYMEX Natural Gas Future July 2009
| Trading Metrics calculated at close of trading on 29-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jan-2009 |
29-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
4.841 |
4.809 |
-0.032 |
-0.7% |
5.150 |
| High |
4.935 |
5.012 |
0.077 |
1.6% |
5.168 |
| Low |
4.731 |
4.780 |
0.049 |
1.0% |
4.800 |
| Close |
4.794 |
4.951 |
0.157 |
3.3% |
4.871 |
| Range |
0.204 |
0.232 |
0.028 |
13.7% |
0.368 |
| ATR |
0.215 |
0.216 |
0.001 |
0.6% |
0.000 |
| Volume |
1,940 |
1,632 |
-308 |
-15.9% |
6,113 |
|
| Daily Pivots for day following 29-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.610 |
5.513 |
5.079 |
|
| R3 |
5.378 |
5.281 |
5.015 |
|
| R2 |
5.146 |
5.146 |
4.994 |
|
| R1 |
5.049 |
5.049 |
4.972 |
5.098 |
| PP |
4.914 |
4.914 |
4.914 |
4.939 |
| S1 |
4.817 |
4.817 |
4.930 |
4.866 |
| S2 |
4.682 |
4.682 |
4.908 |
|
| S3 |
4.450 |
4.585 |
4.887 |
|
| S4 |
4.218 |
4.353 |
4.823 |
|
|
| 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 |
5.012 |
4.731 |
0.281 |
5.7% |
0.182 |
3.7% |
78% |
True |
False |
1,686 |
| 10 |
5.366 |
4.731 |
0.635 |
12.8% |
0.167 |
3.4% |
35% |
False |
False |
1,562 |
| 20 |
6.521 |
4.731 |
1.790 |
36.2% |
0.219 |
4.4% |
12% |
False |
False |
1,631 |
| 40 |
6.880 |
4.731 |
2.149 |
43.4% |
0.199 |
4.0% |
10% |
False |
False |
1,504 |
| 60 |
7.708 |
4.731 |
2.977 |
60.1% |
0.212 |
4.3% |
7% |
False |
False |
1,372 |
| 80 |
7.940 |
4.731 |
3.209 |
64.8% |
0.207 |
4.2% |
7% |
False |
False |
1,278 |
| 100 |
8.626 |
4.731 |
3.895 |
78.7% |
0.210 |
4.2% |
6% |
False |
False |
1,140 |
| 120 |
9.250 |
4.731 |
4.519 |
91.3% |
0.210 |
4.2% |
5% |
False |
False |
1,035 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5.998 |
|
2.618 |
5.619 |
|
1.618 |
5.387 |
|
1.000 |
5.244 |
|
0.618 |
5.155 |
|
HIGH |
5.012 |
|
0.618 |
4.923 |
|
0.500 |
4.896 |
|
0.382 |
4.869 |
|
LOW |
4.780 |
|
0.618 |
4.637 |
|
1.000 |
4.548 |
|
1.618 |
4.405 |
|
2.618 |
4.173 |
|
4.250 |
3.794 |
|
|
| Fisher Pivots for day following 29-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
4.933 |
4.925 |
| PP |
4.914 |
4.898 |
| S1 |
4.896 |
4.872 |
|