NYMEX Natural Gas Future June 2009
Trading Metrics calculated at close of trading on 03-Feb-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Feb-2009 |
03-Feb-2009 |
Change |
Change % |
Previous Week |
Open |
4.582 |
4.816 |
0.234 |
5.1% |
4.680 |
High |
4.907 |
4.925 |
0.018 |
0.4% |
4.891 |
Low |
4.559 |
4.662 |
0.103 |
2.3% |
4.607 |
Close |
4.799 |
4.804 |
0.005 |
0.1% |
4.689 |
Range |
0.348 |
0.263 |
-0.085 |
-24.4% |
0.284 |
ATR |
0.237 |
0.239 |
0.002 |
0.8% |
0.000 |
Volume |
5,246 |
4,601 |
-645 |
-12.3% |
13,827 |
|
Daily Pivots for day following 03-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.586 |
5.458 |
4.949 |
|
R3 |
5.323 |
5.195 |
4.876 |
|
R2 |
5.060 |
5.060 |
4.852 |
|
R1 |
4.932 |
4.932 |
4.828 |
4.865 |
PP |
4.797 |
4.797 |
4.797 |
4.763 |
S1 |
4.669 |
4.669 |
4.780 |
4.602 |
S2 |
4.534 |
4.534 |
4.756 |
|
S3 |
4.271 |
4.406 |
4.732 |
|
S4 |
4.008 |
4.143 |
4.659 |
|
|
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 |
4.925 |
4.559 |
0.366 |
7.6% |
0.259 |
5.4% |
67% |
True |
False |
3,868 |
10 |
5.050 |
4.559 |
0.491 |
10.2% |
0.219 |
4.6% |
50% |
False |
False |
3,179 |
20 |
6.413 |
4.559 |
1.854 |
38.6% |
0.226 |
4.7% |
13% |
False |
False |
2,738 |
40 |
6.413 |
4.559 |
1.854 |
38.6% |
0.215 |
4.5% |
13% |
False |
False |
2,086 |
60 |
7.550 |
4.559 |
2.991 |
62.3% |
0.225 |
4.7% |
8% |
False |
False |
1,821 |
80 |
7.599 |
4.559 |
3.040 |
63.3% |
0.221 |
4.6% |
8% |
False |
False |
1,670 |
100 |
8.545 |
4.559 |
3.986 |
83.0% |
0.222 |
4.6% |
6% |
False |
False |
1,514 |
120 |
9.170 |
4.559 |
4.611 |
96.0% |
0.224 |
4.7% |
5% |
False |
False |
1,363 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6.043 |
2.618 |
5.614 |
1.618 |
5.351 |
1.000 |
5.188 |
0.618 |
5.088 |
HIGH |
4.925 |
0.618 |
4.825 |
0.500 |
4.794 |
0.382 |
4.762 |
LOW |
4.662 |
0.618 |
4.499 |
1.000 |
4.399 |
1.618 |
4.236 |
2.618 |
3.973 |
4.250 |
3.544 |
|
|
Fisher Pivots for day following 03-Feb-2009 |
Pivot |
1 day |
3 day |
R1 |
4.801 |
4.783 |
PP |
4.797 |
4.763 |
S1 |
4.794 |
4.742 |
|