NYMEX Natural Gas Future June 2009
Trading Metrics calculated at close of trading on 04-Feb-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Feb-2009 |
04-Feb-2009 |
Change |
Change % |
Previous Week |
Open |
4.816 |
4.836 |
0.020 |
0.4% |
4.680 |
High |
4.925 |
4.969 |
0.044 |
0.9% |
4.891 |
Low |
4.662 |
4.794 |
0.132 |
2.8% |
4.607 |
Close |
4.804 |
4.873 |
0.069 |
1.4% |
4.689 |
Range |
0.263 |
0.175 |
-0.088 |
-33.5% |
0.284 |
ATR |
0.239 |
0.234 |
-0.005 |
-1.9% |
0.000 |
Volume |
4,601 |
5,642 |
1,041 |
22.6% |
13,827 |
|
Daily Pivots for day following 04-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.404 |
5.313 |
4.969 |
|
R3 |
5.229 |
5.138 |
4.921 |
|
R2 |
5.054 |
5.054 |
4.905 |
|
R1 |
4.963 |
4.963 |
4.889 |
5.009 |
PP |
4.879 |
4.879 |
4.879 |
4.901 |
S1 |
4.788 |
4.788 |
4.857 |
4.834 |
S2 |
4.704 |
4.704 |
4.841 |
|
S3 |
4.529 |
4.613 |
4.825 |
|
S4 |
4.354 |
4.438 |
4.777 |
|
|
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 |
4.969 |
4.559 |
0.410 |
8.4% |
0.252 |
5.2% |
77% |
True |
False |
4,337 |
10 |
4.969 |
4.559 |
0.410 |
8.4% |
0.222 |
4.6% |
77% |
True |
False |
3,609 |
20 |
6.278 |
4.559 |
1.719 |
35.3% |
0.221 |
4.5% |
18% |
False |
False |
2,891 |
40 |
6.413 |
4.559 |
1.854 |
38.0% |
0.215 |
4.4% |
17% |
False |
False |
2,183 |
60 |
7.532 |
4.559 |
2.973 |
61.0% |
0.223 |
4.6% |
11% |
False |
False |
1,902 |
80 |
7.599 |
4.559 |
3.040 |
62.4% |
0.221 |
4.5% |
10% |
False |
False |
1,728 |
100 |
8.545 |
4.559 |
3.986 |
81.8% |
0.222 |
4.6% |
8% |
False |
False |
1,561 |
120 |
9.114 |
4.559 |
4.555 |
93.5% |
0.222 |
4.5% |
7% |
False |
False |
1,404 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.713 |
2.618 |
5.427 |
1.618 |
5.252 |
1.000 |
5.144 |
0.618 |
5.077 |
HIGH |
4.969 |
0.618 |
4.902 |
0.500 |
4.882 |
0.382 |
4.861 |
LOW |
4.794 |
0.618 |
4.686 |
1.000 |
4.619 |
1.618 |
4.511 |
2.618 |
4.336 |
4.250 |
4.050 |
|
|
Fisher Pivots for day following 04-Feb-2009 |
Pivot |
1 day |
3 day |
R1 |
4.882 |
4.837 |
PP |
4.879 |
4.800 |
S1 |
4.876 |
4.764 |
|