NYMEX Natural Gas Future July 2009
Trading Metrics calculated at close of trading on 20-Feb-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Feb-2009 |
20-Feb-2009 |
Change |
Change % |
Previous Week |
Open |
4.611 |
4.366 |
-0.245 |
-5.3% |
4.650 |
High |
4.615 |
4.424 |
-0.191 |
-4.1% |
4.717 |
Low |
4.381 |
4.354 |
-0.027 |
-0.6% |
4.354 |
Close |
4.466 |
4.391 |
-0.075 |
-1.7% |
4.391 |
Range |
0.234 |
0.070 |
-0.164 |
-70.1% |
0.363 |
ATR |
0.222 |
0.214 |
-0.008 |
-3.5% |
0.000 |
Volume |
4,425 |
6,269 |
1,844 |
41.7% |
15,727 |
|
Daily Pivots for day following 20-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.600 |
4.565 |
4.430 |
|
R3 |
4.530 |
4.495 |
4.410 |
|
R2 |
4.460 |
4.460 |
4.404 |
|
R1 |
4.425 |
4.425 |
4.397 |
4.443 |
PP |
4.390 |
4.390 |
4.390 |
4.398 |
S1 |
4.355 |
4.355 |
4.385 |
4.373 |
S2 |
4.320 |
4.320 |
4.378 |
|
S3 |
4.250 |
4.285 |
4.372 |
|
S4 |
4.180 |
4.215 |
4.353 |
|
|
Weekly Pivots for week ending 20-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.576 |
5.347 |
4.591 |
|
R3 |
5.213 |
4.984 |
4.491 |
|
R2 |
4.850 |
4.850 |
4.458 |
|
R1 |
4.621 |
4.621 |
4.424 |
4.554 |
PP |
4.487 |
4.487 |
4.487 |
4.454 |
S1 |
4.258 |
4.258 |
4.358 |
4.191 |
S2 |
4.124 |
4.124 |
4.324 |
|
S3 |
3.761 |
3.895 |
4.291 |
|
S4 |
3.398 |
3.532 |
4.191 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.865 |
4.354 |
0.511 |
11.6% |
0.144 |
3.3% |
7% |
False |
True |
3,889 |
10 |
5.280 |
4.354 |
0.926 |
21.1% |
0.199 |
4.5% |
4% |
False |
True |
3,654 |
20 |
5.280 |
4.354 |
0.926 |
21.1% |
0.204 |
4.7% |
4% |
False |
True |
3,249 |
40 |
6.521 |
4.354 |
2.167 |
49.4% |
0.213 |
4.9% |
2% |
False |
True |
2,379 |
60 |
7.106 |
4.354 |
2.752 |
62.7% |
0.208 |
4.7% |
1% |
False |
True |
2,041 |
80 |
7.708 |
4.354 |
3.354 |
76.4% |
0.213 |
4.9% |
1% |
False |
True |
1,805 |
100 |
8.373 |
4.354 |
4.019 |
91.5% |
0.207 |
4.7% |
1% |
False |
True |
1,619 |
120 |
8.975 |
4.354 |
4.621 |
105.2% |
0.211 |
4.8% |
1% |
False |
True |
1,445 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.722 |
2.618 |
4.607 |
1.618 |
4.537 |
1.000 |
4.494 |
0.618 |
4.467 |
HIGH |
4.424 |
0.618 |
4.397 |
0.500 |
4.389 |
0.382 |
4.381 |
LOW |
4.354 |
0.618 |
4.311 |
1.000 |
4.284 |
1.618 |
4.241 |
2.618 |
4.171 |
4.250 |
4.057 |
|
|
Fisher Pivots for day following 20-Feb-2009 |
Pivot |
1 day |
3 day |
R1 |
4.390 |
4.486 |
PP |
4.390 |
4.454 |
S1 |
4.389 |
4.423 |
|