NYMEX Natural Gas Future October 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 |
5.380 |
5.215 |
-0.165 |
-3.1% |
5.439 |
| High |
5.380 |
5.292 |
-0.088 |
-1.6% |
5.460 |
| Low |
5.150 |
5.089 |
-0.061 |
-1.2% |
5.089 |
| Close |
5.312 |
5.161 |
-0.151 |
-2.8% |
5.161 |
| Range |
0.230 |
0.203 |
-0.027 |
-11.7% |
0.371 |
| ATR |
0.236 |
0.235 |
-0.001 |
-0.4% |
0.000 |
| Volume |
4,816 |
3,595 |
-1,221 |
-25.4% |
13,419 |
|
| Daily Pivots for day following 23-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.790 |
5.678 |
5.273 |
|
| R3 |
5.587 |
5.475 |
5.217 |
|
| R2 |
5.384 |
5.384 |
5.198 |
|
| R1 |
5.272 |
5.272 |
5.180 |
5.227 |
| PP |
5.181 |
5.181 |
5.181 |
5.158 |
| S1 |
5.069 |
5.069 |
5.142 |
5.024 |
| S2 |
4.978 |
4.978 |
5.124 |
|
| S3 |
4.775 |
4.866 |
5.105 |
|
| S4 |
4.572 |
4.663 |
5.049 |
|
|
| Weekly Pivots for week ending 23-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6.350 |
6.126 |
5.365 |
|
| R3 |
5.979 |
5.755 |
5.263 |
|
| R2 |
5.608 |
5.608 |
5.229 |
|
| R1 |
5.384 |
5.384 |
5.195 |
5.311 |
| PP |
5.237 |
5.237 |
5.237 |
5.200 |
| S1 |
5.013 |
5.013 |
5.127 |
4.940 |
| S2 |
4.866 |
4.866 |
5.093 |
|
| S3 |
4.495 |
4.642 |
5.059 |
|
| S4 |
4.124 |
4.271 |
4.957 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6.155 |
|
2.618 |
5.823 |
|
1.618 |
5.620 |
|
1.000 |
5.495 |
|
0.618 |
5.417 |
|
HIGH |
5.292 |
|
0.618 |
5.214 |
|
0.500 |
5.191 |
|
0.382 |
5.167 |
|
LOW |
5.089 |
|
0.618 |
4.964 |
|
1.000 |
4.886 |
|
1.618 |
4.761 |
|
2.618 |
4.558 |
|
4.250 |
4.226 |
|
|
| Fisher Pivots for day following 23-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
5.191 |
5.270 |
| PP |
5.181 |
5.233 |
| S1 |
5.171 |
5.197 |
|