NYMEX Natural Gas Future September 2009
| Trading Metrics calculated at close of trading on 26-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jan-2009 |
26-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
5.120 |
4.948 |
-0.172 |
-3.4% |
5.347 |
| High |
5.166 |
5.105 |
-0.061 |
-1.2% |
5.347 |
| Low |
4.954 |
4.936 |
-0.018 |
-0.4% |
4.954 |
| Close |
5.031 |
5.000 |
-0.031 |
-0.6% |
5.031 |
| Range |
0.212 |
0.169 |
-0.043 |
-20.3% |
0.393 |
| ATR |
0.236 |
0.231 |
-0.005 |
-2.0% |
0.000 |
| Volume |
948 |
678 |
-270 |
-28.5% |
3,284 |
|
| Daily Pivots for day following 26-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.521 |
5.429 |
5.093 |
|
| R3 |
5.352 |
5.260 |
5.046 |
|
| R2 |
5.183 |
5.183 |
5.031 |
|
| R1 |
5.091 |
5.091 |
5.015 |
5.137 |
| PP |
5.014 |
5.014 |
5.014 |
5.037 |
| S1 |
4.922 |
4.922 |
4.985 |
4.968 |
| S2 |
4.845 |
4.845 |
4.969 |
|
| S3 |
4.676 |
4.753 |
4.954 |
|
| S4 |
4.507 |
4.584 |
4.907 |
|
|
| Weekly Pivots for week ending 23-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6.290 |
6.053 |
5.247 |
|
| R3 |
5.897 |
5.660 |
5.139 |
|
| R2 |
5.504 |
5.504 |
5.103 |
|
| R1 |
5.267 |
5.267 |
5.067 |
5.189 |
| PP |
5.111 |
5.111 |
5.111 |
5.072 |
| S1 |
4.874 |
4.874 |
4.995 |
4.796 |
| S2 |
4.718 |
4.718 |
4.959 |
|
| S3 |
4.325 |
4.481 |
4.923 |
|
| S4 |
3.932 |
4.088 |
4.815 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5.823 |
|
2.618 |
5.547 |
|
1.618 |
5.378 |
|
1.000 |
5.274 |
|
0.618 |
5.209 |
|
HIGH |
5.105 |
|
0.618 |
5.040 |
|
0.500 |
5.021 |
|
0.382 |
5.001 |
|
LOW |
4.936 |
|
0.618 |
4.832 |
|
1.000 |
4.767 |
|
1.618 |
4.663 |
|
2.618 |
4.494 |
|
4.250 |
4.218 |
|
|
| Fisher Pivots for day following 26-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
5.021 |
5.074 |
| PP |
5.014 |
5.049 |
| S1 |
5.007 |
5.025 |
|