NYMEX Natural Gas Future June 2009
Trading Metrics calculated at close of trading on 05-Feb-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Feb-2009 |
05-Feb-2009 |
Change |
Change % |
Previous Week |
Open |
4.836 |
4.890 |
0.054 |
1.1% |
4.680 |
High |
4.969 |
4.988 |
0.019 |
0.4% |
4.891 |
Low |
4.794 |
4.800 |
0.006 |
0.1% |
4.607 |
Close |
4.873 |
4.904 |
0.031 |
0.6% |
4.689 |
Range |
0.175 |
0.188 |
0.013 |
7.4% |
0.284 |
ATR |
0.234 |
0.231 |
-0.003 |
-1.4% |
0.000 |
Volume |
5,642 |
3,485 |
-2,157 |
-38.2% |
13,827 |
|
Daily Pivots for day following 05-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.461 |
5.371 |
5.007 |
|
R3 |
5.273 |
5.183 |
4.956 |
|
R2 |
5.085 |
5.085 |
4.938 |
|
R1 |
4.995 |
4.995 |
4.921 |
5.040 |
PP |
4.897 |
4.897 |
4.897 |
4.920 |
S1 |
4.807 |
4.807 |
4.887 |
4.852 |
S2 |
4.709 |
4.709 |
4.870 |
|
S3 |
4.521 |
4.619 |
4.852 |
|
S4 |
4.333 |
4.431 |
4.801 |
|
|
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 |
4.988 |
4.559 |
0.429 |
8.7% |
0.242 |
4.9% |
80% |
True |
False |
4,378 |
10 |
4.988 |
4.559 |
0.429 |
8.7% |
0.218 |
4.5% |
80% |
True |
False |
3,644 |
20 |
6.137 |
4.559 |
1.578 |
32.2% |
0.218 |
4.5% |
22% |
False |
False |
3,011 |
40 |
6.413 |
4.559 |
1.854 |
37.8% |
0.215 |
4.4% |
19% |
False |
False |
2,232 |
60 |
7.532 |
4.559 |
2.973 |
60.6% |
0.224 |
4.6% |
12% |
False |
False |
1,940 |
80 |
7.599 |
4.559 |
3.040 |
62.0% |
0.221 |
4.5% |
11% |
False |
False |
1,764 |
100 |
8.545 |
4.559 |
3.986 |
81.3% |
0.222 |
4.5% |
9% |
False |
False |
1,592 |
120 |
9.114 |
4.559 |
4.555 |
92.9% |
0.221 |
4.5% |
8% |
False |
False |
1,427 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.787 |
2.618 |
5.480 |
1.618 |
5.292 |
1.000 |
5.176 |
0.618 |
5.104 |
HIGH |
4.988 |
0.618 |
4.916 |
0.500 |
4.894 |
0.382 |
4.872 |
LOW |
4.800 |
0.618 |
4.684 |
1.000 |
4.612 |
1.618 |
4.496 |
2.618 |
4.308 |
4.250 |
4.001 |
|
|
Fisher Pivots for day following 05-Feb-2009 |
Pivot |
1 day |
3 day |
R1 |
4.901 |
4.878 |
PP |
4.897 |
4.851 |
S1 |
4.894 |
4.825 |
|