NYMEX Natural Gas Future July 2009
Trading Metrics calculated at close of trading on 17-Feb-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Feb-2009 |
17-Feb-2009 |
Change |
Change % |
Previous Week |
Open |
4.854 |
4.650 |
-0.204 |
-4.2% |
5.115 |
High |
4.865 |
4.717 |
-0.148 |
-3.0% |
5.280 |
Low |
4.779 |
4.526 |
-0.253 |
-5.3% |
4.779 |
Close |
4.824 |
4.577 |
-0.247 |
-5.1% |
4.824 |
Range |
0.086 |
0.191 |
0.105 |
122.1% |
0.501 |
ATR |
0.222 |
0.227 |
0.005 |
2.4% |
0.000 |
Volume |
3,722 |
2,288 |
-1,434 |
-38.5% |
16,749 |
|
Daily Pivots for day following 17-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.180 |
5.069 |
4.682 |
|
R3 |
4.989 |
4.878 |
4.630 |
|
R2 |
4.798 |
4.798 |
4.612 |
|
R1 |
4.687 |
4.687 |
4.595 |
4.647 |
PP |
4.607 |
4.607 |
4.607 |
4.587 |
S1 |
4.496 |
4.496 |
4.559 |
4.456 |
S2 |
4.416 |
4.416 |
4.542 |
|
S3 |
4.225 |
4.305 |
4.524 |
|
S4 |
4.034 |
4.114 |
4.472 |
|
|
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 |
5.269 |
4.526 |
0.743 |
16.2% |
0.212 |
4.6% |
7% |
False |
True |
3,029 |
10 |
5.280 |
4.526 |
0.754 |
16.5% |
0.218 |
4.8% |
7% |
False |
True |
3,499 |
20 |
5.280 |
4.526 |
0.754 |
16.5% |
0.209 |
4.6% |
7% |
False |
True |
2,793 |
40 |
6.521 |
4.526 |
1.995 |
43.6% |
0.217 |
4.7% |
3% |
False |
True |
2,164 |
60 |
7.121 |
4.526 |
2.595 |
56.7% |
0.211 |
4.6% |
2% |
False |
True |
1,892 |
80 |
7.708 |
4.526 |
3.182 |
69.5% |
0.214 |
4.7% |
2% |
False |
True |
1,659 |
100 |
8.587 |
4.526 |
4.061 |
88.7% |
0.210 |
4.6% |
1% |
False |
True |
1,505 |
120 |
9.240 |
4.526 |
4.714 |
103.0% |
0.214 |
4.7% |
1% |
False |
True |
1,344 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.529 |
2.618 |
5.217 |
1.618 |
5.026 |
1.000 |
4.908 |
0.618 |
4.835 |
HIGH |
4.717 |
0.618 |
4.644 |
0.500 |
4.622 |
0.382 |
4.599 |
LOW |
4.526 |
0.618 |
4.408 |
1.000 |
4.335 |
1.618 |
4.217 |
2.618 |
4.026 |
4.250 |
3.714 |
|
|
Fisher Pivots for day following 17-Feb-2009 |
Pivot |
1 day |
3 day |
R1 |
4.622 |
4.779 |
PP |
4.607 |
4.712 |
S1 |
4.592 |
4.644 |
|