NYMEX Natural Gas Future July 2009
Trading Metrics calculated at close of trading on 23-Feb-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Feb-2009 |
23-Feb-2009 |
Change |
Change % |
Previous Week |
Open |
4.366 |
4.473 |
0.107 |
2.5% |
4.650 |
High |
4.424 |
4.527 |
0.103 |
2.3% |
4.717 |
Low |
4.354 |
4.404 |
0.050 |
1.1% |
4.354 |
Close |
4.391 |
4.451 |
0.060 |
1.4% |
4.391 |
Range |
0.070 |
0.123 |
0.053 |
75.7% |
0.363 |
ATR |
0.214 |
0.209 |
-0.006 |
-2.6% |
0.000 |
Volume |
6,269 |
2,326 |
-3,943 |
-62.9% |
15,727 |
|
Daily Pivots for day following 23-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.830 |
4.763 |
4.519 |
|
R3 |
4.707 |
4.640 |
4.485 |
|
R2 |
4.584 |
4.584 |
4.474 |
|
R1 |
4.517 |
4.517 |
4.462 |
4.489 |
PP |
4.461 |
4.461 |
4.461 |
4.447 |
S1 |
4.394 |
4.394 |
4.440 |
4.366 |
S2 |
4.338 |
4.338 |
4.428 |
|
S3 |
4.215 |
4.271 |
4.417 |
|
S4 |
4.092 |
4.148 |
4.383 |
|
|
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 |
4.717 |
4.354 |
0.363 |
8.2% |
0.151 |
3.4% |
27% |
False |
False |
3,610 |
10 |
5.280 |
4.354 |
0.926 |
20.8% |
0.185 |
4.2% |
10% |
False |
False |
3,480 |
20 |
5.280 |
4.354 |
0.926 |
20.8% |
0.201 |
4.5% |
10% |
False |
False |
3,276 |
40 |
6.521 |
4.354 |
2.167 |
48.7% |
0.207 |
4.6% |
4% |
False |
False |
2,410 |
60 |
7.106 |
4.354 |
2.752 |
61.8% |
0.207 |
4.7% |
4% |
False |
False |
2,067 |
80 |
7.708 |
4.354 |
3.354 |
75.4% |
0.213 |
4.8% |
3% |
False |
False |
1,812 |
100 |
8.373 |
4.354 |
4.019 |
90.3% |
0.206 |
4.6% |
2% |
False |
False |
1,637 |
120 |
8.626 |
4.354 |
4.272 |
96.0% |
0.210 |
4.7% |
2% |
False |
False |
1,459 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.050 |
2.618 |
4.849 |
1.618 |
4.726 |
1.000 |
4.650 |
0.618 |
4.603 |
HIGH |
4.527 |
0.618 |
4.480 |
0.500 |
4.466 |
0.382 |
4.451 |
LOW |
4.404 |
0.618 |
4.328 |
1.000 |
4.281 |
1.618 |
4.205 |
2.618 |
4.082 |
4.250 |
3.881 |
|
|
Fisher Pivots for day following 23-Feb-2009 |
Pivot |
1 day |
3 day |
R1 |
4.466 |
4.485 |
PP |
4.461 |
4.473 |
S1 |
4.456 |
4.462 |
|