NYMEX Natural Gas Future July 2009
Trading Metrics calculated at close of trading on 13-Feb-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Feb-2009 |
13-Feb-2009 |
Change |
Change % |
Previous Week |
Open |
5.032 |
4.854 |
-0.178 |
-3.5% |
5.115 |
High |
5.032 |
4.865 |
-0.167 |
-3.3% |
5.280 |
Low |
4.795 |
4.779 |
-0.016 |
-0.3% |
4.779 |
Close |
4.877 |
4.824 |
-0.053 |
-1.1% |
4.824 |
Range |
0.237 |
0.086 |
-0.151 |
-63.7% |
0.501 |
ATR |
0.232 |
0.222 |
-0.010 |
-4.1% |
0.000 |
Volume |
3,206 |
3,722 |
516 |
16.1% |
16,749 |
|
Daily Pivots for day following 13-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.081 |
5.038 |
4.871 |
|
R3 |
4.995 |
4.952 |
4.848 |
|
R2 |
4.909 |
4.909 |
4.840 |
|
R1 |
4.866 |
4.866 |
4.832 |
4.845 |
PP |
4.823 |
4.823 |
4.823 |
4.812 |
S1 |
4.780 |
4.780 |
4.816 |
4.759 |
S2 |
4.737 |
4.737 |
4.808 |
|
S3 |
4.651 |
4.694 |
4.800 |
|
S4 |
4.565 |
4.608 |
4.777 |
|
|
Weekly Pivots for week ending 13-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6.464 |
6.145 |
5.100 |
|
R3 |
5.963 |
5.644 |
4.962 |
|
R2 |
5.462 |
5.462 |
4.916 |
|
R1 |
5.143 |
5.143 |
4.870 |
5.052 |
PP |
4.961 |
4.961 |
4.961 |
4.916 |
S1 |
4.642 |
4.642 |
4.778 |
4.551 |
S2 |
4.460 |
4.460 |
4.732 |
|
S3 |
3.959 |
4.141 |
4.686 |
|
S4 |
3.458 |
3.640 |
4.548 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5.280 |
4.779 |
0.501 |
10.4% |
0.219 |
4.5% |
9% |
False |
True |
3,349 |
10 |
5.280 |
4.707 |
0.573 |
11.9% |
0.231 |
4.8% |
20% |
False |
False |
3,680 |
20 |
5.280 |
4.707 |
0.573 |
11.9% |
0.200 |
4.1% |
20% |
False |
False |
2,750 |
40 |
6.521 |
4.707 |
1.814 |
37.6% |
0.216 |
4.5% |
6% |
False |
False |
2,141 |
60 |
7.121 |
4.707 |
2.414 |
50.0% |
0.211 |
4.4% |
5% |
False |
False |
1,872 |
80 |
7.708 |
4.707 |
3.001 |
62.2% |
0.214 |
4.4% |
4% |
False |
False |
1,643 |
100 |
8.598 |
4.707 |
3.891 |
80.7% |
0.210 |
4.3% |
3% |
False |
False |
1,485 |
120 |
9.240 |
4.707 |
4.533 |
94.0% |
0.213 |
4.4% |
3% |
False |
False |
1,329 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.231 |
2.618 |
5.090 |
1.618 |
5.004 |
1.000 |
4.951 |
0.618 |
4.918 |
HIGH |
4.865 |
0.618 |
4.832 |
0.500 |
4.822 |
0.382 |
4.812 |
LOW |
4.779 |
0.618 |
4.726 |
1.000 |
4.693 |
1.618 |
4.640 |
2.618 |
4.554 |
4.250 |
4.414 |
|
|
Fisher Pivots for day following 13-Feb-2009 |
Pivot |
1 day |
3 day |
R1 |
4.823 |
4.953 |
PP |
4.823 |
4.910 |
S1 |
4.822 |
4.867 |
|