NYMEX Natural Gas Future July 2009
Trading Metrics calculated at close of trading on 19-Feb-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Feb-2009 |
19-Feb-2009 |
Change |
Change % |
Previous Week |
Open |
4.520 |
4.611 |
0.091 |
2.0% |
5.115 |
High |
4.618 |
4.615 |
-0.003 |
-0.1% |
5.280 |
Low |
4.480 |
4.381 |
-0.099 |
-2.2% |
4.779 |
Close |
4.585 |
4.466 |
-0.119 |
-2.6% |
4.824 |
Range |
0.138 |
0.234 |
0.096 |
69.6% |
0.501 |
ATR |
0.221 |
0.222 |
0.001 |
0.4% |
0.000 |
Volume |
2,745 |
4,425 |
1,680 |
61.2% |
16,749 |
|
Daily Pivots for day following 19-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.189 |
5.062 |
4.595 |
|
R3 |
4.955 |
4.828 |
4.530 |
|
R2 |
4.721 |
4.721 |
4.509 |
|
R1 |
4.594 |
4.594 |
4.487 |
4.541 |
PP |
4.487 |
4.487 |
4.487 |
4.461 |
S1 |
4.360 |
4.360 |
4.445 |
4.307 |
S2 |
4.253 |
4.253 |
4.423 |
|
S3 |
4.019 |
4.126 |
4.402 |
|
S4 |
3.785 |
3.892 |
4.337 |
|
|
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 |
5.032 |
4.381 |
0.651 |
14.6% |
0.177 |
4.0% |
13% |
False |
True |
3,277 |
10 |
5.280 |
4.381 |
0.899 |
20.1% |
0.211 |
4.7% |
9% |
False |
True |
3,308 |
20 |
5.280 |
4.381 |
0.899 |
20.1% |
0.213 |
4.8% |
9% |
False |
True |
3,047 |
40 |
6.521 |
4.381 |
2.140 |
47.9% |
0.215 |
4.8% |
4% |
False |
True |
2,269 |
60 |
7.106 |
4.381 |
2.725 |
61.0% |
0.210 |
4.7% |
3% |
False |
True |
1,968 |
80 |
7.708 |
4.381 |
3.327 |
74.5% |
0.214 |
4.8% |
3% |
False |
True |
1,735 |
100 |
8.407 |
4.381 |
4.026 |
90.1% |
0.208 |
4.7% |
2% |
False |
True |
1,559 |
120 |
9.110 |
4.381 |
4.729 |
105.9% |
0.214 |
4.8% |
2% |
False |
True |
1,398 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.610 |
2.618 |
5.228 |
1.618 |
4.994 |
1.000 |
4.849 |
0.618 |
4.760 |
HIGH |
4.615 |
0.618 |
4.526 |
0.500 |
4.498 |
0.382 |
4.470 |
LOW |
4.381 |
0.618 |
4.236 |
1.000 |
4.147 |
1.618 |
4.002 |
2.618 |
3.768 |
4.250 |
3.387 |
|
|
Fisher Pivots for day following 19-Feb-2009 |
Pivot |
1 day |
3 day |
R1 |
4.498 |
4.549 |
PP |
4.487 |
4.521 |
S1 |
4.477 |
4.494 |
|