NYMEX Natural Gas Future November 2009
| Trading Metrics calculated at close of trading on 28-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jan-2009 |
28-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
5.746 |
5.791 |
0.045 |
0.8% |
5.961 |
| High |
5.764 |
5.800 |
0.036 |
0.6% |
5.985 |
| Low |
5.670 |
5.611 |
-0.059 |
-1.0% |
5.660 |
| Close |
5.686 |
5.661 |
-0.025 |
-0.4% |
5.718 |
| Range |
0.094 |
0.189 |
0.095 |
101.1% |
0.325 |
| ATR |
0.192 |
0.192 |
0.000 |
-0.1% |
0.000 |
| Volume |
1,124 |
954 |
-170 |
-15.1% |
2,914 |
|
| Daily Pivots for day following 28-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6.258 |
6.148 |
5.765 |
|
| R3 |
6.069 |
5.959 |
5.713 |
|
| R2 |
5.880 |
5.880 |
5.696 |
|
| R1 |
5.770 |
5.770 |
5.678 |
5.731 |
| PP |
5.691 |
5.691 |
5.691 |
5.671 |
| S1 |
5.581 |
5.581 |
5.644 |
5.542 |
| S2 |
5.502 |
5.502 |
5.626 |
|
| S3 |
5.313 |
5.392 |
5.609 |
|
| S4 |
5.124 |
5.203 |
5.557 |
|
|
| Weekly Pivots for week ending 23-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6.763 |
6.565 |
5.897 |
|
| R3 |
6.438 |
6.240 |
5.807 |
|
| R2 |
6.113 |
6.113 |
5.778 |
|
| R1 |
5.915 |
5.915 |
5.748 |
5.852 |
| PP |
5.788 |
5.788 |
5.788 |
5.756 |
| S1 |
5.590 |
5.590 |
5.688 |
5.527 |
| S2 |
5.463 |
5.463 |
5.658 |
|
| S3 |
5.138 |
5.265 |
5.629 |
|
| S4 |
4.813 |
4.940 |
5.539 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6.603 |
|
2.618 |
6.295 |
|
1.618 |
6.106 |
|
1.000 |
5.989 |
|
0.618 |
5.917 |
|
HIGH |
5.800 |
|
0.618 |
5.728 |
|
0.500 |
5.706 |
|
0.382 |
5.683 |
|
LOW |
5.611 |
|
0.618 |
5.494 |
|
1.000 |
5.422 |
|
1.618 |
5.305 |
|
2.618 |
5.116 |
|
4.250 |
4.808 |
|
|
| Fisher Pivots for day following 28-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
5.706 |
5.706 |
| PP |
5.691 |
5.691 |
| S1 |
5.676 |
5.676 |
|