NYMEX Natural Gas Future July 2009
Trading Metrics calculated at close of trading on 06-Feb-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Feb-2009 |
06-Feb-2009 |
Change |
Change % |
Previous Week |
Open |
5.087 |
5.037 |
-0.050 |
-1.0% |
4.749 |
High |
5.123 |
5.186 |
0.063 |
1.2% |
5.186 |
Low |
4.935 |
4.922 |
-0.013 |
-0.3% |
4.707 |
Close |
5.037 |
5.161 |
0.124 |
2.5% |
5.161 |
Range |
0.188 |
0.264 |
0.076 |
40.4% |
0.479 |
ATR |
0.221 |
0.224 |
0.003 |
1.4% |
0.000 |
Volume |
2,814 |
4,068 |
1,254 |
44.6% |
20,059 |
|
Daily Pivots for day following 06-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.882 |
5.785 |
5.306 |
|
R3 |
5.618 |
5.521 |
5.234 |
|
R2 |
5.354 |
5.354 |
5.209 |
|
R1 |
5.257 |
5.257 |
5.185 |
5.306 |
PP |
5.090 |
5.090 |
5.090 |
5.114 |
S1 |
4.993 |
4.993 |
5.137 |
5.042 |
S2 |
4.826 |
4.826 |
5.113 |
|
S3 |
4.562 |
4.729 |
5.088 |
|
S4 |
4.298 |
4.465 |
5.016 |
|
|
Weekly Pivots for week ending 06-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6.455 |
6.287 |
5.424 |
|
R3 |
5.976 |
5.808 |
5.293 |
|
R2 |
5.497 |
5.497 |
5.249 |
|
R1 |
5.329 |
5.329 |
5.205 |
5.413 |
PP |
5.018 |
5.018 |
5.018 |
5.060 |
S1 |
4.850 |
4.850 |
5.117 |
4.934 |
S2 |
4.539 |
4.539 |
5.073 |
|
S3 |
4.060 |
4.371 |
5.029 |
|
S4 |
3.581 |
3.892 |
4.898 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5.186 |
4.707 |
0.479 |
9.3% |
0.243 |
4.7% |
95% |
True |
False |
4,011 |
10 |
5.186 |
4.707 |
0.479 |
9.3% |
0.217 |
4.2% |
95% |
True |
False |
3,072 |
20 |
5.977 |
4.707 |
1.270 |
24.6% |
0.203 |
3.9% |
36% |
False |
False |
2,470 |
40 |
6.521 |
4.707 |
1.814 |
35.1% |
0.207 |
4.0% |
25% |
False |
False |
1,932 |
60 |
7.440 |
4.707 |
2.733 |
53.0% |
0.214 |
4.2% |
17% |
False |
False |
1,685 |
80 |
7.708 |
4.707 |
3.001 |
58.1% |
0.211 |
4.1% |
15% |
False |
False |
1,495 |
100 |
8.598 |
4.707 |
3.891 |
75.4% |
0.211 |
4.1% |
12% |
False |
False |
1,350 |
120 |
9.240 |
4.707 |
4.533 |
87.8% |
0.211 |
4.1% |
10% |
False |
False |
1,209 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6.308 |
2.618 |
5.877 |
1.618 |
5.613 |
1.000 |
5.450 |
0.618 |
5.349 |
HIGH |
5.186 |
0.618 |
5.085 |
0.500 |
5.054 |
0.382 |
5.023 |
LOW |
4.922 |
0.618 |
4.759 |
1.000 |
4.658 |
1.618 |
4.495 |
2.618 |
4.231 |
4.250 |
3.800 |
|
|
Fisher Pivots for day following 06-Feb-2009 |
Pivot |
1 day |
3 day |
R1 |
5.125 |
5.125 |
PP |
5.090 |
5.090 |
S1 |
5.054 |
5.054 |
|