NYMEX Natural Gas Future October 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 |
5.215 |
5.110 |
-0.105 |
-2.0% |
5.439 |
| High |
5.292 |
5.219 |
-0.073 |
-1.4% |
5.460 |
| Low |
5.089 |
5.062 |
-0.027 |
-0.5% |
5.089 |
| Close |
5.161 |
5.128 |
-0.033 |
-0.6% |
5.161 |
| Range |
0.203 |
0.157 |
-0.046 |
-22.7% |
0.371 |
| ATR |
0.235 |
0.229 |
-0.006 |
-2.4% |
0.000 |
| Volume |
3,595 |
3,902 |
307 |
8.5% |
13,419 |
|
| Daily Pivots for day following 26-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.607 |
5.525 |
5.214 |
|
| R3 |
5.450 |
5.368 |
5.171 |
|
| R2 |
5.293 |
5.293 |
5.157 |
|
| R1 |
5.211 |
5.211 |
5.142 |
5.252 |
| PP |
5.136 |
5.136 |
5.136 |
5.157 |
| S1 |
5.054 |
5.054 |
5.114 |
5.095 |
| S2 |
4.979 |
4.979 |
5.099 |
|
| S3 |
4.822 |
4.897 |
5.085 |
|
| S4 |
4.665 |
4.740 |
5.042 |
|
|
| 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 |
5.886 |
|
2.618 |
5.630 |
|
1.618 |
5.473 |
|
1.000 |
5.376 |
|
0.618 |
5.316 |
|
HIGH |
5.219 |
|
0.618 |
5.159 |
|
0.500 |
5.141 |
|
0.382 |
5.122 |
|
LOW |
5.062 |
|
0.618 |
4.965 |
|
1.000 |
4.905 |
|
1.618 |
4.808 |
|
2.618 |
4.651 |
|
4.250 |
4.395 |
|
|
| Fisher Pivots for day following 26-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
5.141 |
5.221 |
| PP |
5.136 |
5.190 |
| S1 |
5.132 |
5.159 |
|