NYMEX Natural Gas Future June 2009
Trading Metrics calculated at close of trading on 12-Feb-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Feb-2009 |
12-Feb-2009 |
Change |
Change % |
Previous Week |
Open |
4.843 |
4.860 |
0.017 |
0.4% |
4.582 |
High |
4.998 |
4.897 |
-0.101 |
-2.0% |
5.068 |
Low |
4.740 |
4.647 |
-0.093 |
-2.0% |
4.559 |
Close |
4.811 |
4.737 |
-0.074 |
-1.5% |
5.030 |
Range |
0.258 |
0.250 |
-0.008 |
-3.1% |
0.509 |
ATR |
0.241 |
0.241 |
0.001 |
0.3% |
0.000 |
Volume |
6,123 |
6,224 |
101 |
1.6% |
23,231 |
|
Daily Pivots for day following 12-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.510 |
5.374 |
4.875 |
|
R3 |
5.260 |
5.124 |
4.806 |
|
R2 |
5.010 |
5.010 |
4.783 |
|
R1 |
4.874 |
4.874 |
4.760 |
4.817 |
PP |
4.760 |
4.760 |
4.760 |
4.732 |
S1 |
4.624 |
4.624 |
4.714 |
4.567 |
S2 |
4.510 |
4.510 |
4.691 |
|
S3 |
4.260 |
4.374 |
4.668 |
|
S4 |
4.010 |
4.124 |
4.600 |
|
|
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 |
5.140 |
4.647 |
0.493 |
10.4% |
0.265 |
5.6% |
18% |
False |
True |
4,944 |
10 |
5.140 |
4.559 |
0.581 |
12.3% |
0.254 |
5.4% |
31% |
False |
False |
4,661 |
20 |
5.255 |
4.559 |
0.696 |
14.7% |
0.224 |
4.7% |
26% |
False |
False |
3,628 |
40 |
6.413 |
4.559 |
1.854 |
39.1% |
0.227 |
4.8% |
10% |
False |
False |
2,659 |
60 |
6.995 |
4.559 |
2.436 |
51.4% |
0.221 |
4.7% |
7% |
False |
False |
2,267 |
80 |
7.599 |
4.559 |
3.040 |
64.2% |
0.228 |
4.8% |
6% |
False |
False |
1,984 |
100 |
8.510 |
4.559 |
3.951 |
83.4% |
0.222 |
4.7% |
5% |
False |
False |
1,795 |
120 |
9.114 |
4.559 |
4.555 |
96.2% |
0.225 |
4.8% |
4% |
False |
False |
1,591 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.960 |
2.618 |
5.552 |
1.618 |
5.302 |
1.000 |
5.147 |
0.618 |
5.052 |
HIGH |
4.897 |
0.618 |
4.802 |
0.500 |
4.772 |
0.382 |
4.743 |
LOW |
4.647 |
0.618 |
4.493 |
1.000 |
4.397 |
1.618 |
4.243 |
2.618 |
3.993 |
4.250 |
3.585 |
|
|
Fisher Pivots for day following 12-Feb-2009 |
Pivot |
1 day |
3 day |
R1 |
4.772 |
4.890 |
PP |
4.760 |
4.839 |
S1 |
4.749 |
4.788 |
|