NYMEX Natural Gas Future June 2009
Trading Metrics calculated at close of trading on 20-Feb-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Feb-2009 |
20-Feb-2009 |
Change |
Change % |
Previous Week |
Open |
4.494 |
4.289 |
-0.205 |
-4.6% |
4.595 |
High |
4.500 |
4.289 |
-0.211 |
-4.7% |
4.595 |
Low |
4.240 |
4.200 |
-0.040 |
-0.9% |
4.200 |
Close |
4.328 |
4.252 |
-0.076 |
-1.8% |
4.252 |
Range |
0.260 |
0.089 |
-0.171 |
-65.8% |
0.395 |
ATR |
0.233 |
0.226 |
-0.008 |
-3.2% |
0.000 |
Volume |
6,166 |
4,254 |
-1,912 |
-31.0% |
17,774 |
|
Daily Pivots for day following 20-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.514 |
4.472 |
4.301 |
|
R3 |
4.425 |
4.383 |
4.276 |
|
R2 |
4.336 |
4.336 |
4.268 |
|
R1 |
4.294 |
4.294 |
4.260 |
4.271 |
PP |
4.247 |
4.247 |
4.247 |
4.235 |
S1 |
4.205 |
4.205 |
4.244 |
4.182 |
S2 |
4.158 |
4.158 |
4.236 |
|
S3 |
4.069 |
4.116 |
4.228 |
|
S4 |
3.980 |
4.027 |
4.203 |
|
|
Weekly Pivots for week ending 20-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.534 |
5.288 |
4.469 |
|
R3 |
5.139 |
4.893 |
4.361 |
|
R2 |
4.744 |
4.744 |
4.324 |
|
R1 |
4.498 |
4.498 |
4.288 |
4.424 |
PP |
4.349 |
4.349 |
4.349 |
4.312 |
S1 |
4.103 |
4.103 |
4.216 |
4.029 |
S2 |
3.954 |
3.954 |
4.180 |
|
S3 |
3.559 |
3.708 |
4.143 |
|
S4 |
3.164 |
3.313 |
4.035 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.770 |
4.200 |
0.570 |
13.4% |
0.166 |
3.9% |
9% |
False |
True |
6,207 |
10 |
5.140 |
4.200 |
0.940 |
22.1% |
0.216 |
5.1% |
6% |
False |
True |
5,575 |
20 |
5.140 |
4.200 |
0.940 |
22.1% |
0.217 |
5.1% |
6% |
False |
True |
4,610 |
40 |
6.413 |
4.200 |
2.213 |
52.0% |
0.224 |
5.3% |
2% |
False |
True |
3,227 |
60 |
6.995 |
4.200 |
2.795 |
65.7% |
0.219 |
5.2% |
2% |
False |
True |
2,642 |
80 |
7.599 |
4.200 |
3.399 |
79.9% |
0.226 |
5.3% |
2% |
False |
True |
2,330 |
100 |
8.249 |
4.200 |
4.049 |
95.2% |
0.219 |
5.1% |
1% |
False |
True |
2,083 |
120 |
8.846 |
4.200 |
4.646 |
109.3% |
0.222 |
5.2% |
1% |
False |
True |
1,841 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.667 |
2.618 |
4.522 |
1.618 |
4.433 |
1.000 |
4.378 |
0.618 |
4.344 |
HIGH |
4.289 |
0.618 |
4.255 |
0.500 |
4.245 |
0.382 |
4.234 |
LOW |
4.200 |
0.618 |
4.145 |
1.000 |
4.111 |
1.618 |
4.056 |
2.618 |
3.967 |
4.250 |
3.822 |
|
|
Fisher Pivots for day following 20-Feb-2009 |
Pivot |
1 day |
3 day |
R1 |
4.250 |
4.350 |
PP |
4.247 |
4.317 |
S1 |
4.245 |
4.285 |
|