NYMEX Natural Gas Future July 2009
Trading Metrics calculated at close of trading on 24-Feb-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Feb-2009 |
24-Feb-2009 |
Change |
Change % |
Previous Week |
Open |
4.473 |
4.370 |
-0.103 |
-2.3% |
4.650 |
High |
4.527 |
4.582 |
0.055 |
1.2% |
4.717 |
Low |
4.404 |
4.370 |
-0.034 |
-0.8% |
4.354 |
Close |
4.451 |
4.551 |
0.100 |
2.2% |
4.391 |
Range |
0.123 |
0.212 |
0.089 |
72.4% |
0.363 |
ATR |
0.209 |
0.209 |
0.000 |
0.1% |
0.000 |
Volume |
2,326 |
5,820 |
3,494 |
150.2% |
15,727 |
|
Daily Pivots for day following 24-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.137 |
5.056 |
4.668 |
|
R3 |
4.925 |
4.844 |
4.609 |
|
R2 |
4.713 |
4.713 |
4.590 |
|
R1 |
4.632 |
4.632 |
4.570 |
4.673 |
PP |
4.501 |
4.501 |
4.501 |
4.521 |
S1 |
4.420 |
4.420 |
4.532 |
4.461 |
S2 |
4.289 |
4.289 |
4.512 |
|
S3 |
4.077 |
4.208 |
4.493 |
|
S4 |
3.865 |
3.996 |
4.434 |
|
|
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 |
4.618 |
4.354 |
0.264 |
5.8% |
0.155 |
3.4% |
75% |
False |
False |
4,317 |
10 |
5.269 |
4.354 |
0.915 |
20.1% |
0.184 |
4.0% |
22% |
False |
False |
3,673 |
20 |
5.280 |
4.354 |
0.926 |
20.3% |
0.203 |
4.5% |
21% |
False |
False |
3,508 |
40 |
6.521 |
4.354 |
2.167 |
47.6% |
0.204 |
4.5% |
9% |
False |
False |
2,516 |
60 |
7.106 |
4.354 |
2.752 |
60.5% |
0.206 |
4.5% |
7% |
False |
False |
2,140 |
80 |
7.708 |
4.354 |
3.354 |
73.7% |
0.213 |
4.7% |
6% |
False |
False |
1,874 |
100 |
8.373 |
4.354 |
4.019 |
88.3% |
0.207 |
4.5% |
5% |
False |
False |
1,690 |
120 |
8.626 |
4.354 |
4.272 |
93.9% |
0.209 |
4.6% |
5% |
False |
False |
1,505 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.483 |
2.618 |
5.137 |
1.618 |
4.925 |
1.000 |
4.794 |
0.618 |
4.713 |
HIGH |
4.582 |
0.618 |
4.501 |
0.500 |
4.476 |
0.382 |
4.451 |
LOW |
4.370 |
0.618 |
4.239 |
1.000 |
4.158 |
1.618 |
4.027 |
2.618 |
3.815 |
4.250 |
3.469 |
|
|
Fisher Pivots for day following 24-Feb-2009 |
Pivot |
1 day |
3 day |
R1 |
4.526 |
4.523 |
PP |
4.501 |
4.496 |
S1 |
4.476 |
4.468 |
|