NYMEX Natural Gas Future July 2009
Trading Metrics calculated at close of trading on 25-Feb-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Feb-2009 |
25-Feb-2009 |
Change |
Change % |
Previous Week |
Open |
4.370 |
4.524 |
0.154 |
3.5% |
4.650 |
High |
4.582 |
4.547 |
-0.035 |
-0.8% |
4.717 |
Low |
4.370 |
4.368 |
-0.002 |
0.0% |
4.354 |
Close |
4.551 |
4.396 |
-0.155 |
-3.4% |
4.391 |
Range |
0.212 |
0.179 |
-0.033 |
-15.6% |
0.363 |
ATR |
0.209 |
0.207 |
-0.002 |
-0.9% |
0.000 |
Volume |
5,820 |
7,928 |
2,108 |
36.2% |
15,727 |
|
Daily Pivots for day following 25-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.974 |
4.864 |
4.494 |
|
R3 |
4.795 |
4.685 |
4.445 |
|
R2 |
4.616 |
4.616 |
4.429 |
|
R1 |
4.506 |
4.506 |
4.412 |
4.472 |
PP |
4.437 |
4.437 |
4.437 |
4.420 |
S1 |
4.327 |
4.327 |
4.380 |
4.293 |
S2 |
4.258 |
4.258 |
4.363 |
|
S3 |
4.079 |
4.148 |
4.347 |
|
S4 |
3.900 |
3.969 |
4.298 |
|
|
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 |
4.615 |
4.354 |
0.261 |
5.9% |
0.164 |
3.7% |
16% |
False |
False |
5,353 |
10 |
5.126 |
4.354 |
0.772 |
17.6% |
0.171 |
3.9% |
5% |
False |
False |
4,165 |
20 |
5.280 |
4.354 |
0.926 |
21.1% |
0.206 |
4.7% |
5% |
False |
False |
3,809 |
40 |
6.521 |
4.354 |
2.167 |
49.3% |
0.208 |
4.7% |
2% |
False |
False |
2,689 |
60 |
6.892 |
4.354 |
2.538 |
57.7% |
0.202 |
4.6% |
2% |
False |
False |
2,248 |
80 |
7.708 |
4.354 |
3.354 |
76.3% |
0.213 |
4.8% |
1% |
False |
False |
1,963 |
100 |
8.300 |
4.354 |
3.946 |
89.8% |
0.206 |
4.7% |
1% |
False |
False |
1,764 |
120 |
8.626 |
4.354 |
4.272 |
97.2% |
0.209 |
4.8% |
1% |
False |
False |
1,565 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.308 |
2.618 |
5.016 |
1.618 |
4.837 |
1.000 |
4.726 |
0.618 |
4.658 |
HIGH |
4.547 |
0.618 |
4.479 |
0.500 |
4.458 |
0.382 |
4.436 |
LOW |
4.368 |
0.618 |
4.257 |
1.000 |
4.189 |
1.618 |
4.078 |
2.618 |
3.899 |
4.250 |
3.607 |
|
|
Fisher Pivots for day following 25-Feb-2009 |
Pivot |
1 day |
3 day |
R1 |
4.458 |
4.475 |
PP |
4.437 |
4.449 |
S1 |
4.417 |
4.422 |
|