NYMEX Natural Gas Future June 2009
Trading Metrics calculated at close of trading on 24-Feb-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Feb-2009 |
24-Feb-2009 |
Change |
Change % |
Previous Week |
Open |
4.300 |
4.225 |
-0.075 |
-1.7% |
4.595 |
High |
4.388 |
4.423 |
0.035 |
0.8% |
4.595 |
Low |
4.260 |
4.225 |
-0.035 |
-0.8% |
4.200 |
Close |
4.312 |
4.412 |
0.100 |
2.3% |
4.252 |
Range |
0.128 |
0.198 |
0.070 |
54.7% |
0.395 |
ATR |
0.219 |
0.218 |
-0.002 |
-0.7% |
0.000 |
Volume |
4,169 |
3,483 |
-686 |
-16.5% |
17,774 |
|
Daily Pivots for day following 24-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.947 |
4.878 |
4.521 |
|
R3 |
4.749 |
4.680 |
4.466 |
|
R2 |
4.551 |
4.551 |
4.448 |
|
R1 |
4.482 |
4.482 |
4.430 |
4.517 |
PP |
4.353 |
4.353 |
4.353 |
4.371 |
S1 |
4.284 |
4.284 |
4.394 |
4.319 |
S2 |
4.155 |
4.155 |
4.376 |
|
S3 |
3.957 |
4.086 |
4.358 |
|
S4 |
3.759 |
3.888 |
4.303 |
|
|
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 |
4.500 |
4.200 |
0.300 |
6.8% |
0.163 |
3.7% |
71% |
False |
False |
4,273 |
10 |
5.132 |
4.200 |
0.932 |
21.1% |
0.198 |
4.5% |
23% |
False |
False |
5,459 |
20 |
5.140 |
4.200 |
0.940 |
21.3% |
0.213 |
4.8% |
23% |
False |
False |
4,684 |
40 |
6.413 |
4.200 |
2.213 |
50.2% |
0.217 |
4.9% |
10% |
False |
False |
3,352 |
60 |
6.995 |
4.200 |
2.795 |
63.3% |
0.217 |
4.9% |
8% |
False |
False |
2,731 |
80 |
7.599 |
4.200 |
3.399 |
77.0% |
0.226 |
5.1% |
6% |
False |
False |
2,382 |
100 |
8.249 |
4.200 |
4.049 |
91.8% |
0.218 |
4.9% |
5% |
False |
False |
2,143 |
120 |
8.545 |
4.200 |
4.345 |
98.5% |
0.221 |
5.0% |
5% |
False |
False |
1,891 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.265 |
2.618 |
4.941 |
1.618 |
4.743 |
1.000 |
4.621 |
0.618 |
4.545 |
HIGH |
4.423 |
0.618 |
4.347 |
0.500 |
4.324 |
0.382 |
4.301 |
LOW |
4.225 |
0.618 |
4.103 |
1.000 |
4.027 |
1.618 |
3.905 |
2.618 |
3.707 |
4.250 |
3.384 |
|
|
Fisher Pivots for day following 24-Feb-2009 |
Pivot |
1 day |
3 day |
R1 |
4.383 |
4.379 |
PP |
4.353 |
4.345 |
S1 |
4.324 |
4.312 |
|