NYMEX Natural Gas Future October 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 |
5.080 |
5.102 |
0.022 |
0.4% |
5.439 |
| High |
5.220 |
5.278 |
0.058 |
1.1% |
5.460 |
| Low |
5.020 |
5.066 |
0.046 |
0.9% |
5.089 |
| Close |
5.076 |
5.229 |
0.153 |
3.0% |
5.161 |
| Range |
0.200 |
0.212 |
0.012 |
6.0% |
0.371 |
| ATR |
0.220 |
0.220 |
-0.001 |
-0.3% |
0.000 |
| Volume |
4,824 |
2,475 |
-2,349 |
-48.7% |
13,419 |
|
| Daily Pivots for day following 29-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.827 |
5.740 |
5.346 |
|
| R3 |
5.615 |
5.528 |
5.287 |
|
| R2 |
5.403 |
5.403 |
5.268 |
|
| R1 |
5.316 |
5.316 |
5.248 |
5.360 |
| PP |
5.191 |
5.191 |
5.191 |
5.213 |
| S1 |
5.104 |
5.104 |
5.210 |
5.148 |
| S2 |
4.979 |
4.979 |
5.190 |
|
| S3 |
4.767 |
4.892 |
5.171 |
|
| S4 |
4.555 |
4.680 |
5.112 |
|
|
| 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 |
6.179 |
|
2.618 |
5.833 |
|
1.618 |
5.621 |
|
1.000 |
5.490 |
|
0.618 |
5.409 |
|
HIGH |
5.278 |
|
0.618 |
5.197 |
|
0.500 |
5.172 |
|
0.382 |
5.147 |
|
LOW |
5.066 |
|
0.618 |
4.935 |
|
1.000 |
4.854 |
|
1.618 |
4.723 |
|
2.618 |
4.511 |
|
4.250 |
4.165 |
|
|
| Fisher Pivots for day following 29-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
5.210 |
5.202 |
| PP |
5.191 |
5.176 |
| S1 |
5.172 |
5.149 |
|