NYMEX Natural Gas Future July 2009
| Trading Metrics calculated at close of trading on 30-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jan-2009 |
30-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
4.809 |
4.935 |
0.126 |
2.6% |
4.820 |
| High |
5.012 |
5.002 |
-0.010 |
-0.2% |
5.012 |
| Low |
4.780 |
4.775 |
-0.005 |
-0.1% |
4.731 |
| Close |
4.951 |
4.819 |
-0.132 |
-2.7% |
4.819 |
| Range |
0.232 |
0.227 |
-0.005 |
-2.2% |
0.281 |
| ATR |
0.216 |
0.217 |
0.001 |
0.4% |
0.000 |
| Volume |
1,632 |
4,018 |
2,386 |
146.2% |
10,663 |
|
| Daily Pivots for day following 30-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.546 |
5.410 |
4.944 |
|
| R3 |
5.319 |
5.183 |
4.881 |
|
| R2 |
5.092 |
5.092 |
4.861 |
|
| R1 |
4.956 |
4.956 |
4.840 |
4.911 |
| PP |
4.865 |
4.865 |
4.865 |
4.843 |
| S1 |
4.729 |
4.729 |
4.798 |
4.684 |
| S2 |
4.638 |
4.638 |
4.777 |
|
| S3 |
4.411 |
4.502 |
4.757 |
|
| S4 |
4.184 |
4.275 |
4.694 |
|
|
| Weekly Pivots for week ending 30-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.697 |
5.539 |
4.974 |
|
| R3 |
5.416 |
5.258 |
4.896 |
|
| R2 |
5.135 |
5.135 |
4.871 |
|
| R1 |
4.977 |
4.977 |
4.845 |
4.916 |
| PP |
4.854 |
4.854 |
4.854 |
4.823 |
| S1 |
4.696 |
4.696 |
4.793 |
4.635 |
| S2 |
4.573 |
4.573 |
4.767 |
|
| S3 |
4.292 |
4.415 |
4.742 |
|
| S4 |
4.011 |
4.134 |
4.664 |
|
|
| 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 |
5.8% |
0.190 |
3.9% |
31% |
False |
False |
2,132 |
| 10 |
5.229 |
4.731 |
0.498 |
10.3% |
0.168 |
3.5% |
18% |
False |
False |
1,819 |
| 20 |
6.521 |
4.731 |
1.790 |
37.1% |
0.218 |
4.5% |
5% |
False |
False |
1,784 |
| 40 |
6.750 |
4.731 |
2.019 |
41.9% |
0.199 |
4.1% |
4% |
False |
False |
1,594 |
| 60 |
7.708 |
4.731 |
2.977 |
61.8% |
0.212 |
4.4% |
3% |
False |
False |
1,427 |
| 80 |
7.722 |
4.731 |
2.991 |
62.1% |
0.206 |
4.3% |
3% |
False |
False |
1,318 |
| 100 |
8.598 |
4.731 |
3.867 |
80.2% |
0.209 |
4.3% |
2% |
False |
False |
1,174 |
| 120 |
9.250 |
4.731 |
4.519 |
93.8% |
0.210 |
4.4% |
2% |
False |
False |
1,066 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5.967 |
|
2.618 |
5.596 |
|
1.618 |
5.369 |
|
1.000 |
5.229 |
|
0.618 |
5.142 |
|
HIGH |
5.002 |
|
0.618 |
4.915 |
|
0.500 |
4.889 |
|
0.382 |
4.862 |
|
LOW |
4.775 |
|
0.618 |
4.635 |
|
1.000 |
4.548 |
|
1.618 |
4.408 |
|
2.618 |
4.181 |
|
4.250 |
3.810 |
|
|
| Fisher Pivots for day following 30-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
4.889 |
4.872 |
| PP |
4.865 |
4.854 |
| S1 |
4.842 |
4.837 |
|