NYMEX Natural Gas Future June 2009
Trading Metrics calculated at close of trading on 27-Feb-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Feb-2009 |
27-Feb-2009 |
Change |
Change % |
Previous Week |
Open |
4.290 |
4.343 |
0.053 |
1.2% |
4.300 |
High |
4.349 |
4.505 |
0.156 |
3.6% |
4.505 |
Low |
4.245 |
4.146 |
-0.099 |
-2.3% |
4.146 |
Close |
4.305 |
4.408 |
0.103 |
2.4% |
4.408 |
Range |
0.104 |
0.359 |
0.255 |
245.2% |
0.359 |
ATR |
0.210 |
0.221 |
0.011 |
5.0% |
0.000 |
Volume |
3,951 |
5,027 |
1,076 |
27.2% |
23,325 |
|
Daily Pivots for day following 27-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.430 |
5.278 |
4.605 |
|
R3 |
5.071 |
4.919 |
4.507 |
|
R2 |
4.712 |
4.712 |
4.474 |
|
R1 |
4.560 |
4.560 |
4.441 |
4.636 |
PP |
4.353 |
4.353 |
4.353 |
4.391 |
S1 |
4.201 |
4.201 |
4.375 |
4.277 |
S2 |
3.994 |
3.994 |
4.342 |
|
S3 |
3.635 |
3.842 |
4.309 |
|
S4 |
3.276 |
3.483 |
4.211 |
|
|
Weekly Pivots for week ending 27-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.430 |
5.278 |
4.605 |
|
R3 |
5.071 |
4.919 |
4.507 |
|
R2 |
4.712 |
4.712 |
4.474 |
|
R1 |
4.560 |
4.560 |
4.441 |
4.636 |
PP |
4.353 |
4.353 |
4.353 |
4.391 |
S1 |
4.201 |
4.201 |
4.375 |
4.277 |
S2 |
3.994 |
3.994 |
4.342 |
|
S3 |
3.635 |
3.842 |
4.309 |
|
S4 |
3.276 |
3.483 |
4.211 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.505 |
4.146 |
0.359 |
8.1% |
0.203 |
4.6% |
73% |
True |
True |
4,665 |
10 |
4.770 |
4.146 |
0.624 |
14.2% |
0.185 |
4.2% |
42% |
False |
True |
5,436 |
20 |
5.140 |
4.146 |
0.994 |
22.5% |
0.219 |
5.0% |
26% |
False |
True |
5,048 |
40 |
6.413 |
4.146 |
2.267 |
51.4% |
0.226 |
5.1% |
12% |
False |
True |
3,657 |
60 |
6.760 |
4.146 |
2.614 |
59.3% |
0.213 |
4.8% |
10% |
False |
True |
2,935 |
80 |
7.599 |
4.146 |
3.453 |
78.3% |
0.222 |
5.0% |
8% |
False |
True |
2,520 |
100 |
7.800 |
4.146 |
3.654 |
82.9% |
0.218 |
5.0% |
7% |
False |
True |
2,264 |
120 |
8.545 |
4.146 |
4.399 |
99.8% |
0.221 |
5.0% |
6% |
False |
True |
2,005 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6.031 |
2.618 |
5.445 |
1.618 |
5.086 |
1.000 |
4.864 |
0.618 |
4.727 |
HIGH |
4.505 |
0.618 |
4.368 |
0.500 |
4.326 |
0.382 |
4.283 |
LOW |
4.146 |
0.618 |
3.924 |
1.000 |
3.787 |
1.618 |
3.565 |
2.618 |
3.206 |
4.250 |
2.620 |
|
|
Fisher Pivots for day following 27-Feb-2009 |
Pivot |
1 day |
3 day |
R1 |
4.381 |
4.381 |
PP |
4.353 |
4.353 |
S1 |
4.326 |
4.326 |
|