NYMEX Natural Gas Future June 2009
Trading Metrics calculated at close of trading on 02-Feb-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jan-2009 |
02-Feb-2009 |
Change |
Change % |
Previous Week |
Open |
4.818 |
4.582 |
-0.236 |
-4.9% |
4.680 |
High |
4.883 |
4.907 |
0.024 |
0.5% |
4.891 |
Low |
4.647 |
4.559 |
-0.088 |
-1.9% |
4.607 |
Close |
4.689 |
4.799 |
0.110 |
2.3% |
4.689 |
Range |
0.236 |
0.348 |
0.112 |
47.5% |
0.284 |
ATR |
0.228 |
0.237 |
0.009 |
3.7% |
0.000 |
Volume |
2,919 |
5,246 |
2,327 |
79.7% |
13,827 |
|
Daily Pivots for day following 02-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.799 |
5.647 |
4.990 |
|
R3 |
5.451 |
5.299 |
4.895 |
|
R2 |
5.103 |
5.103 |
4.863 |
|
R1 |
4.951 |
4.951 |
4.831 |
5.027 |
PP |
4.755 |
4.755 |
4.755 |
4.793 |
S1 |
4.603 |
4.603 |
4.767 |
4.679 |
S2 |
4.407 |
4.407 |
4.735 |
|
S3 |
4.059 |
4.255 |
4.703 |
|
S4 |
3.711 |
3.907 |
4.608 |
|
|
Weekly Pivots for week ending 30-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.581 |
5.419 |
4.845 |
|
R3 |
5.297 |
5.135 |
4.767 |
|
R2 |
5.013 |
5.013 |
4.741 |
|
R1 |
4.851 |
4.851 |
4.715 |
4.932 |
PP |
4.729 |
4.729 |
4.729 |
4.770 |
S1 |
4.567 |
4.567 |
4.663 |
4.648 |
S2 |
4.445 |
4.445 |
4.637 |
|
S3 |
4.161 |
4.283 |
4.611 |
|
S4 |
3.877 |
3.999 |
4.533 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.907 |
4.559 |
0.348 |
7.3% |
0.232 |
4.8% |
69% |
True |
True |
3,311 |
10 |
5.054 |
4.559 |
0.495 |
10.3% |
0.215 |
4.5% |
48% |
False |
True |
2,993 |
20 |
6.413 |
4.559 |
1.854 |
38.6% |
0.225 |
4.7% |
13% |
False |
True |
2,543 |
40 |
6.544 |
4.559 |
1.985 |
41.4% |
0.216 |
4.5% |
12% |
False |
True |
2,013 |
60 |
7.573 |
4.559 |
3.014 |
62.8% |
0.223 |
4.6% |
8% |
False |
True |
1,771 |
80 |
7.599 |
4.559 |
3.040 |
63.3% |
0.219 |
4.6% |
8% |
False |
True |
1,636 |
100 |
8.545 |
4.559 |
3.986 |
83.1% |
0.221 |
4.6% |
6% |
False |
True |
1,473 |
120 |
9.170 |
4.559 |
4.611 |
96.1% |
0.223 |
4.6% |
5% |
False |
True |
1,327 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6.386 |
2.618 |
5.818 |
1.618 |
5.470 |
1.000 |
5.255 |
0.618 |
5.122 |
HIGH |
4.907 |
0.618 |
4.774 |
0.500 |
4.733 |
0.382 |
4.692 |
LOW |
4.559 |
0.618 |
4.344 |
1.000 |
4.211 |
1.618 |
3.996 |
2.618 |
3.648 |
4.250 |
3.080 |
|
|
Fisher Pivots for day following 02-Feb-2009 |
Pivot |
1 day |
3 day |
R1 |
4.777 |
4.777 |
PP |
4.755 |
4.755 |
S1 |
4.733 |
4.733 |
|