NYMEX Natural Gas Future July 2009
Trading Metrics calculated at close of trading on 05-Feb-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Feb-2009 |
05-Feb-2009 |
Change |
Change % |
Previous Week |
Open |
4.950 |
5.087 |
0.137 |
2.8% |
4.820 |
High |
5.113 |
5.123 |
0.010 |
0.2% |
5.012 |
Low |
4.949 |
4.935 |
-0.014 |
-0.3% |
4.731 |
Close |
5.015 |
5.037 |
0.022 |
0.4% |
4.819 |
Range |
0.164 |
0.188 |
0.024 |
14.6% |
0.281 |
ATR |
0.224 |
0.221 |
-0.003 |
-1.1% |
0.000 |
Volume |
4,034 |
2,814 |
-1,220 |
-30.2% |
10,663 |
|
Daily Pivots for day following 05-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.596 |
5.504 |
5.140 |
|
R3 |
5.408 |
5.316 |
5.089 |
|
R2 |
5.220 |
5.220 |
5.071 |
|
R1 |
5.128 |
5.128 |
5.054 |
5.080 |
PP |
5.032 |
5.032 |
5.032 |
5.008 |
S1 |
4.940 |
4.940 |
5.020 |
4.892 |
S2 |
4.844 |
4.844 |
5.003 |
|
S3 |
4.656 |
4.752 |
4.985 |
|
S4 |
4.468 |
4.564 |
4.934 |
|
|
Weekly Pivots for week ending 30-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.697 |
5.539 |
4.974 |
|
R3 |
5.416 |
5.258 |
4.896 |
|
R2 |
5.135 |
5.135 |
4.871 |
|
R1 |
4.977 |
4.977 |
4.845 |
4.916 |
PP |
4.854 |
4.854 |
4.854 |
4.823 |
S1 |
4.696 |
4.696 |
4.793 |
4.635 |
S2 |
4.573 |
4.573 |
4.767 |
|
S3 |
4.292 |
4.415 |
4.742 |
|
S4 |
4.011 |
4.134 |
4.664 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5.123 |
4.707 |
0.416 |
8.3% |
0.236 |
4.7% |
79% |
True |
False |
4,001 |
10 |
5.123 |
4.707 |
0.416 |
8.3% |
0.209 |
4.2% |
79% |
True |
False |
2,843 |
20 |
6.295 |
4.707 |
1.588 |
31.5% |
0.212 |
4.2% |
21% |
False |
False |
2,348 |
40 |
6.521 |
4.707 |
1.814 |
36.0% |
0.204 |
4.1% |
18% |
False |
False |
1,849 |
60 |
7.670 |
4.707 |
2.963 |
58.8% |
0.214 |
4.2% |
11% |
False |
False |
1,622 |
80 |
7.708 |
4.707 |
3.001 |
59.6% |
0.209 |
4.2% |
11% |
False |
False |
1,455 |
100 |
8.598 |
4.707 |
3.891 |
77.2% |
0.211 |
4.2% |
8% |
False |
False |
1,313 |
120 |
9.240 |
4.707 |
4.533 |
90.0% |
0.210 |
4.2% |
7% |
False |
False |
1,181 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.922 |
2.618 |
5.615 |
1.618 |
5.427 |
1.000 |
5.311 |
0.618 |
5.239 |
HIGH |
5.123 |
0.618 |
5.051 |
0.500 |
5.029 |
0.382 |
5.007 |
LOW |
4.935 |
0.618 |
4.819 |
1.000 |
4.747 |
1.618 |
4.631 |
2.618 |
4.443 |
4.250 |
4.136 |
|
|
Fisher Pivots for day following 05-Feb-2009 |
Pivot |
1 day |
3 day |
R1 |
5.034 |
5.012 |
PP |
5.032 |
4.986 |
S1 |
5.029 |
4.961 |
|