NYMEX Natural Gas Future June 2009
Trading Metrics calculated at close of trading on 17-Feb-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Feb-2009 |
17-Feb-2009 |
Change |
Change % |
Previous Week |
Open |
4.740 |
4.595 |
-0.145 |
-3.1% |
4.938 |
High |
4.770 |
4.595 |
-0.175 |
-3.7% |
5.140 |
Low |
4.640 |
4.385 |
-0.255 |
-5.5% |
4.640 |
Close |
4.685 |
4.440 |
-0.245 |
-5.2% |
4.685 |
Range |
0.130 |
0.210 |
0.080 |
61.5% |
0.500 |
ATR |
0.233 |
0.238 |
0.005 |
2.0% |
0.000 |
Volume |
13,261 |
4,058 |
-9,203 |
-69.4% |
33,726 |
|
Daily Pivots for day following 17-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.103 |
4.982 |
4.556 |
|
R3 |
4.893 |
4.772 |
4.498 |
|
R2 |
4.683 |
4.683 |
4.479 |
|
R1 |
4.562 |
4.562 |
4.459 |
4.518 |
PP |
4.473 |
4.473 |
4.473 |
4.451 |
S1 |
4.352 |
4.352 |
4.421 |
4.308 |
S2 |
4.263 |
4.263 |
4.402 |
|
S3 |
4.053 |
4.142 |
4.382 |
|
S4 |
3.843 |
3.932 |
4.325 |
|
|
Weekly Pivots for week ending 13-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6.322 |
6.003 |
4.960 |
|
R3 |
5.822 |
5.503 |
4.823 |
|
R2 |
5.322 |
5.322 |
4.777 |
|
R1 |
5.003 |
5.003 |
4.731 |
4.913 |
PP |
4.822 |
4.822 |
4.822 |
4.776 |
S1 |
4.503 |
4.503 |
4.639 |
4.413 |
S2 |
4.322 |
4.322 |
4.593 |
|
S3 |
3.822 |
4.003 |
4.548 |
|
S4 |
3.322 |
3.503 |
4.410 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5.132 |
4.385 |
0.747 |
16.8% |
0.232 |
5.2% |
7% |
False |
True |
6,645 |
10 |
5.140 |
4.385 |
0.755 |
17.0% |
0.229 |
5.2% |
7% |
False |
True |
5,576 |
20 |
5.140 |
4.385 |
0.755 |
17.0% |
0.222 |
5.0% |
7% |
False |
True |
4,285 |
40 |
6.413 |
4.385 |
2.028 |
45.7% |
0.226 |
5.1% |
3% |
False |
True |
3,019 |
60 |
6.995 |
4.385 |
2.610 |
58.8% |
0.220 |
5.0% |
2% |
False |
True |
2,507 |
80 |
7.599 |
4.385 |
3.214 |
72.4% |
0.227 |
5.1% |
2% |
False |
True |
2,180 |
100 |
8.476 |
4.385 |
4.091 |
92.1% |
0.221 |
5.0% |
1% |
False |
True |
1,964 |
120 |
9.114 |
4.385 |
4.729 |
106.5% |
0.225 |
5.1% |
1% |
False |
True |
1,733 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.488 |
2.618 |
5.145 |
1.618 |
4.935 |
1.000 |
4.805 |
0.618 |
4.725 |
HIGH |
4.595 |
0.618 |
4.515 |
0.500 |
4.490 |
0.382 |
4.465 |
LOW |
4.385 |
0.618 |
4.255 |
1.000 |
4.175 |
1.618 |
4.045 |
2.618 |
3.835 |
4.250 |
3.493 |
|
|
Fisher Pivots for day following 17-Feb-2009 |
Pivot |
1 day |
3 day |
R1 |
4.490 |
4.641 |
PP |
4.473 |
4.574 |
S1 |
4.457 |
4.507 |
|