NYMEX Natural Gas Future June 2009
Trading Metrics calculated at close of trading on 06-Feb-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Feb-2009 |
06-Feb-2009 |
Change |
Change % |
Previous Week |
Open |
4.890 |
4.927 |
0.037 |
0.8% |
4.582 |
High |
4.988 |
5.068 |
0.080 |
1.6% |
5.068 |
Low |
4.800 |
4.784 |
-0.016 |
-0.3% |
4.559 |
Close |
4.904 |
5.030 |
0.126 |
2.6% |
5.030 |
Range |
0.188 |
0.284 |
0.096 |
51.1% |
0.509 |
ATR |
0.231 |
0.235 |
0.004 |
1.6% |
0.000 |
Volume |
3,485 |
4,257 |
772 |
22.2% |
23,231 |
|
Daily Pivots for day following 06-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.813 |
5.705 |
5.186 |
|
R3 |
5.529 |
5.421 |
5.108 |
|
R2 |
5.245 |
5.245 |
5.082 |
|
R1 |
5.137 |
5.137 |
5.056 |
5.191 |
PP |
4.961 |
4.961 |
4.961 |
4.988 |
S1 |
4.853 |
4.853 |
5.004 |
4.907 |
S2 |
4.677 |
4.677 |
4.978 |
|
S3 |
4.393 |
4.569 |
4.952 |
|
S4 |
4.109 |
4.285 |
4.874 |
|
|
Weekly Pivots for week ending 06-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6.413 |
6.230 |
5.310 |
|
R3 |
5.904 |
5.721 |
5.170 |
|
R2 |
5.395 |
5.395 |
5.123 |
|
R1 |
5.212 |
5.212 |
5.077 |
5.304 |
PP |
4.886 |
4.886 |
4.886 |
4.931 |
S1 |
4.703 |
4.703 |
4.983 |
4.795 |
S2 |
4.377 |
4.377 |
4.937 |
|
S3 |
3.868 |
4.194 |
4.890 |
|
S4 |
3.359 |
3.685 |
4.750 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5.068 |
4.559 |
0.509 |
10.1% |
0.252 |
5.0% |
93% |
True |
False |
4,646 |
10 |
5.068 |
4.559 |
0.509 |
10.1% |
0.225 |
4.5% |
93% |
True |
False |
3,705 |
20 |
5.824 |
4.559 |
1.265 |
25.1% |
0.213 |
4.2% |
37% |
False |
False |
3,108 |
40 |
6.413 |
4.559 |
1.854 |
36.9% |
0.218 |
4.3% |
25% |
False |
False |
2,294 |
60 |
7.346 |
4.559 |
2.787 |
55.4% |
0.225 |
4.5% |
17% |
False |
False |
2,004 |
80 |
7.599 |
4.559 |
3.040 |
60.4% |
0.224 |
4.4% |
15% |
False |
False |
1,788 |
100 |
8.545 |
4.559 |
3.986 |
79.2% |
0.222 |
4.4% |
12% |
False |
False |
1,630 |
120 |
9.114 |
4.559 |
4.555 |
90.6% |
0.222 |
4.4% |
10% |
False |
False |
1,441 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6.275 |
2.618 |
5.812 |
1.618 |
5.528 |
1.000 |
5.352 |
0.618 |
5.244 |
HIGH |
5.068 |
0.618 |
4.960 |
0.500 |
4.926 |
0.382 |
4.892 |
LOW |
4.784 |
0.618 |
4.608 |
1.000 |
4.500 |
1.618 |
4.324 |
2.618 |
4.040 |
4.250 |
3.577 |
|
|
Fisher Pivots for day following 06-Feb-2009 |
Pivot |
1 day |
3 day |
R1 |
4.995 |
4.995 |
PP |
4.961 |
4.961 |
S1 |
4.926 |
4.926 |
|