NYMEX Natural Gas Future August 2009
Trading Metrics calculated at close of trading on 10-Feb-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Feb-2009 |
10-Feb-2009 |
Change |
Change % |
Previous Week |
Open |
5.195 |
5.290 |
0.095 |
1.8% |
4.815 |
High |
5.350 |
5.316 |
-0.034 |
-0.6% |
5.285 |
Low |
5.138 |
5.055 |
-0.083 |
-1.6% |
4.795 |
Close |
5.299 |
5.076 |
-0.223 |
-4.2% |
5.243 |
Range |
0.212 |
0.261 |
0.049 |
23.1% |
0.490 |
ATR |
0.218 |
0.221 |
0.003 |
1.4% |
0.000 |
Volume |
2,073 |
1,305 |
-768 |
-37.0% |
8,701 |
|
Daily Pivots for day following 10-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.932 |
5.765 |
5.220 |
|
R3 |
5.671 |
5.504 |
5.148 |
|
R2 |
5.410 |
5.410 |
5.124 |
|
R1 |
5.243 |
5.243 |
5.100 |
5.196 |
PP |
5.149 |
5.149 |
5.149 |
5.126 |
S1 |
4.982 |
4.982 |
5.052 |
4.935 |
S2 |
4.888 |
4.888 |
5.028 |
|
S3 |
4.627 |
4.721 |
5.004 |
|
S4 |
4.366 |
4.460 |
4.932 |
|
|
Weekly Pivots for week ending 06-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6.578 |
6.400 |
5.513 |
|
R3 |
6.088 |
5.910 |
5.378 |
|
R2 |
5.598 |
5.598 |
5.333 |
|
R1 |
5.420 |
5.420 |
5.288 |
5.509 |
PP |
5.108 |
5.108 |
5.108 |
5.152 |
S1 |
4.930 |
4.930 |
5.198 |
5.019 |
S2 |
4.618 |
4.618 |
5.153 |
|
S3 |
4.128 |
4.440 |
5.108 |
|
S4 |
3.638 |
3.950 |
4.974 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5.350 |
5.007 |
0.343 |
6.8% |
0.218 |
4.3% |
20% |
False |
False |
1,799 |
10 |
5.350 |
4.795 |
0.555 |
10.9% |
0.226 |
4.4% |
51% |
False |
False |
1,669 |
20 |
5.895 |
4.795 |
1.100 |
21.7% |
0.206 |
4.1% |
26% |
False |
False |
1,270 |
40 |
6.619 |
4.795 |
1.824 |
35.9% |
0.202 |
4.0% |
15% |
False |
False |
1,050 |
60 |
7.211 |
4.795 |
2.416 |
47.6% |
0.197 |
3.9% |
12% |
False |
False |
971 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6.425 |
2.618 |
5.999 |
1.618 |
5.738 |
1.000 |
5.577 |
0.618 |
5.477 |
HIGH |
5.316 |
0.618 |
5.216 |
0.500 |
5.186 |
0.382 |
5.155 |
LOW |
5.055 |
0.618 |
4.894 |
1.000 |
4.794 |
1.618 |
4.633 |
2.618 |
4.372 |
4.250 |
3.946 |
|
|
Fisher Pivots for day following 10-Feb-2009 |
Pivot |
1 day |
3 day |
R1 |
5.186 |
5.179 |
PP |
5.149 |
5.144 |
S1 |
5.113 |
5.110 |
|