NYMEX Natural Gas Future June 2009
Trading Metrics calculated at close of trading on 26-Feb-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Feb-2009 |
26-Feb-2009 |
Change |
Change % |
Previous Week |
Open |
4.451 |
4.290 |
-0.161 |
-3.6% |
4.595 |
High |
4.451 |
4.349 |
-0.102 |
-2.3% |
4.595 |
Low |
4.223 |
4.245 |
0.022 |
0.5% |
4.200 |
Close |
4.252 |
4.305 |
0.053 |
1.2% |
4.252 |
Range |
0.228 |
0.104 |
-0.124 |
-54.4% |
0.395 |
ATR |
0.219 |
0.210 |
-0.008 |
-3.7% |
0.000 |
Volume |
6,695 |
3,951 |
-2,744 |
-41.0% |
17,774 |
|
Daily Pivots for day following 26-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.612 |
4.562 |
4.362 |
|
R3 |
4.508 |
4.458 |
4.334 |
|
R2 |
4.404 |
4.404 |
4.324 |
|
R1 |
4.354 |
4.354 |
4.315 |
4.379 |
PP |
4.300 |
4.300 |
4.300 |
4.312 |
S1 |
4.250 |
4.250 |
4.295 |
4.275 |
S2 |
4.196 |
4.196 |
4.286 |
|
S3 |
4.092 |
4.146 |
4.276 |
|
S4 |
3.988 |
4.042 |
4.248 |
|
|
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 |
4.451 |
4.200 |
0.251 |
5.8% |
0.149 |
3.5% |
42% |
False |
False |
4,510 |
10 |
4.897 |
4.200 |
0.697 |
16.2% |
0.174 |
4.0% |
15% |
False |
False |
5,555 |
20 |
5.140 |
4.200 |
0.940 |
21.8% |
0.213 |
5.0% |
11% |
False |
False |
4,961 |
40 |
6.413 |
4.200 |
2.213 |
51.4% |
0.222 |
5.1% |
5% |
False |
False |
3,561 |
60 |
6.760 |
4.200 |
2.560 |
59.5% |
0.211 |
4.9% |
4% |
False |
False |
2,858 |
80 |
7.599 |
4.200 |
3.399 |
79.0% |
0.222 |
5.2% |
3% |
False |
False |
2,478 |
100 |
7.940 |
4.200 |
3.740 |
86.9% |
0.216 |
5.0% |
3% |
False |
False |
2,230 |
120 |
8.545 |
4.200 |
4.345 |
100.9% |
0.220 |
5.1% |
2% |
False |
False |
1,967 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.791 |
2.618 |
4.621 |
1.618 |
4.517 |
1.000 |
4.453 |
0.618 |
4.413 |
HIGH |
4.349 |
0.618 |
4.309 |
0.500 |
4.297 |
0.382 |
4.285 |
LOW |
4.245 |
0.618 |
4.181 |
1.000 |
4.141 |
1.618 |
4.077 |
2.618 |
3.973 |
4.250 |
3.803 |
|
|
Fisher Pivots for day following 26-Feb-2009 |
Pivot |
1 day |
3 day |
R1 |
4.302 |
4.337 |
PP |
4.300 |
4.326 |
S1 |
4.297 |
4.316 |
|