NYMEX Natural Gas Future June 2009
Trading Metrics calculated at close of trading on 23-Feb-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Feb-2009 |
23-Feb-2009 |
Change |
Change % |
Previous Week |
Open |
4.289 |
4.300 |
0.011 |
0.3% |
4.595 |
High |
4.289 |
4.388 |
0.099 |
2.3% |
4.595 |
Low |
4.200 |
4.260 |
0.060 |
1.4% |
4.200 |
Close |
4.252 |
4.312 |
0.060 |
1.4% |
4.252 |
Range |
0.089 |
0.128 |
0.039 |
43.8% |
0.395 |
ATR |
0.226 |
0.219 |
-0.006 |
-2.8% |
0.000 |
Volume |
4,254 |
4,169 |
-85 |
-2.0% |
17,774 |
|
Daily Pivots for day following 23-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.704 |
4.636 |
4.382 |
|
R3 |
4.576 |
4.508 |
4.347 |
|
R2 |
4.448 |
4.448 |
4.335 |
|
R1 |
4.380 |
4.380 |
4.324 |
4.414 |
PP |
4.320 |
4.320 |
4.320 |
4.337 |
S1 |
4.252 |
4.252 |
4.300 |
4.286 |
S2 |
4.192 |
4.192 |
4.289 |
|
S3 |
4.064 |
4.124 |
4.277 |
|
S4 |
3.936 |
3.996 |
4.242 |
|
|
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 |
4.595 |
4.200 |
0.395 |
9.2% |
0.166 |
3.8% |
28% |
False |
False |
4,388 |
10 |
5.140 |
4.200 |
0.940 |
21.8% |
0.200 |
4.6% |
12% |
False |
False |
5,566 |
20 |
5.140 |
4.200 |
0.940 |
21.8% |
0.213 |
4.9% |
12% |
False |
False |
4,636 |
40 |
6.413 |
4.200 |
2.213 |
51.3% |
0.219 |
5.1% |
5% |
False |
False |
3,291 |
60 |
6.995 |
4.200 |
2.795 |
64.8% |
0.219 |
5.1% |
4% |
False |
False |
2,699 |
80 |
7.599 |
4.200 |
3.399 |
78.8% |
0.226 |
5.2% |
3% |
False |
False |
2,363 |
100 |
8.249 |
4.200 |
4.049 |
93.9% |
0.217 |
5.0% |
3% |
False |
False |
2,119 |
120 |
8.545 |
4.200 |
4.345 |
100.8% |
0.221 |
5.1% |
3% |
False |
False |
1,868 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.932 |
2.618 |
4.723 |
1.618 |
4.595 |
1.000 |
4.516 |
0.618 |
4.467 |
HIGH |
4.388 |
0.618 |
4.339 |
0.500 |
4.324 |
0.382 |
4.309 |
LOW |
4.260 |
0.618 |
4.181 |
1.000 |
4.132 |
1.618 |
4.053 |
2.618 |
3.925 |
4.250 |
3.716 |
|
|
Fisher Pivots for day following 23-Feb-2009 |
Pivot |
1 day |
3 day |
R1 |
4.324 |
4.350 |
PP |
4.320 |
4.337 |
S1 |
4.316 |
4.325 |
|