NYMEX Natural Gas Future July 2009
Trading Metrics calculated at close of trading on 12-Feb-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Feb-2009 |
12-Feb-2009 |
Change |
Change % |
Previous Week |
Open |
5.042 |
5.032 |
-0.010 |
-0.2% |
4.749 |
High |
5.126 |
5.032 |
-0.094 |
-1.8% |
5.186 |
Low |
4.886 |
4.795 |
-0.091 |
-1.9% |
4.707 |
Close |
4.953 |
4.877 |
-0.076 |
-1.5% |
5.161 |
Range |
0.240 |
0.237 |
-0.003 |
-1.3% |
0.479 |
ATR |
0.231 |
0.232 |
0.000 |
0.2% |
0.000 |
Volume |
2,926 |
3,206 |
280 |
9.6% |
20,059 |
|
Daily Pivots for day following 12-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.612 |
5.482 |
5.007 |
|
R3 |
5.375 |
5.245 |
4.942 |
|
R2 |
5.138 |
5.138 |
4.920 |
|
R1 |
5.008 |
5.008 |
4.899 |
4.955 |
PP |
4.901 |
4.901 |
4.901 |
4.875 |
S1 |
4.771 |
4.771 |
4.855 |
4.718 |
S2 |
4.664 |
4.664 |
4.834 |
|
S3 |
4.427 |
4.534 |
4.812 |
|
S4 |
4.190 |
4.297 |
4.747 |
|
|
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 |
5.280 |
4.795 |
0.485 |
9.9% |
0.255 |
5.2% |
17% |
False |
True |
3,419 |
10 |
5.280 |
4.707 |
0.573 |
11.7% |
0.245 |
5.0% |
30% |
False |
False |
3,710 |
20 |
5.366 |
4.707 |
0.659 |
13.5% |
0.206 |
4.2% |
26% |
False |
False |
2,636 |
40 |
6.521 |
4.707 |
1.814 |
37.2% |
0.217 |
4.4% |
9% |
False |
False |
2,074 |
60 |
7.121 |
4.707 |
2.414 |
49.5% |
0.212 |
4.3% |
7% |
False |
False |
1,821 |
80 |
7.708 |
4.707 |
3.001 |
61.5% |
0.217 |
4.4% |
6% |
False |
False |
1,610 |
100 |
8.598 |
4.707 |
3.891 |
79.8% |
0.211 |
4.3% |
4% |
False |
False |
1,450 |
120 |
9.240 |
4.707 |
4.533 |
92.9% |
0.215 |
4.4% |
4% |
False |
False |
1,300 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6.039 |
2.618 |
5.652 |
1.618 |
5.415 |
1.000 |
5.269 |
0.618 |
5.178 |
HIGH |
5.032 |
0.618 |
4.941 |
0.500 |
4.914 |
0.382 |
4.886 |
LOW |
4.795 |
0.618 |
4.649 |
1.000 |
4.558 |
1.618 |
4.412 |
2.618 |
4.175 |
4.250 |
3.788 |
|
|
Fisher Pivots for day following 12-Feb-2009 |
Pivot |
1 day |
3 day |
R1 |
4.914 |
5.032 |
PP |
4.901 |
4.980 |
S1 |
4.889 |
4.929 |
|