NYMEX Natural Gas Future August 2009
Trading Metrics calculated at close of trading on 11-Feb-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Feb-2009 |
11-Feb-2009 |
Change |
Change % |
Previous Week |
Open |
5.290 |
5.150 |
-0.140 |
-2.6% |
4.815 |
High |
5.316 |
5.201 |
-0.115 |
-2.2% |
5.285 |
Low |
5.055 |
4.989 |
-0.066 |
-1.3% |
4.795 |
Close |
5.076 |
5.043 |
-0.033 |
-0.7% |
5.243 |
Range |
0.261 |
0.212 |
-0.049 |
-18.8% |
0.490 |
ATR |
0.221 |
0.221 |
-0.001 |
-0.3% |
0.000 |
Volume |
1,305 |
1,452 |
147 |
11.3% |
8,701 |
|
Daily Pivots for day following 11-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.714 |
5.590 |
5.160 |
|
R3 |
5.502 |
5.378 |
5.101 |
|
R2 |
5.290 |
5.290 |
5.082 |
|
R1 |
5.166 |
5.166 |
5.062 |
5.122 |
PP |
5.078 |
5.078 |
5.078 |
5.056 |
S1 |
4.954 |
4.954 |
5.024 |
4.910 |
S2 |
4.866 |
4.866 |
5.004 |
|
S3 |
4.654 |
4.742 |
4.985 |
|
S4 |
4.442 |
4.530 |
4.926 |
|
|
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 |
4.989 |
0.361 |
7.2% |
0.233 |
4.6% |
15% |
False |
True |
1,709 |
10 |
5.350 |
4.795 |
0.555 |
11.0% |
0.227 |
4.5% |
45% |
False |
False |
1,671 |
20 |
5.648 |
4.795 |
0.853 |
16.9% |
0.204 |
4.0% |
29% |
False |
False |
1,309 |
40 |
6.619 |
4.795 |
1.824 |
36.2% |
0.205 |
4.1% |
14% |
False |
False |
1,041 |
60 |
7.211 |
4.795 |
2.416 |
47.9% |
0.196 |
3.9% |
10% |
False |
False |
990 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6.102 |
2.618 |
5.756 |
1.618 |
5.544 |
1.000 |
5.413 |
0.618 |
5.332 |
HIGH |
5.201 |
0.618 |
5.120 |
0.500 |
5.095 |
0.382 |
5.070 |
LOW |
4.989 |
0.618 |
4.858 |
1.000 |
4.777 |
1.618 |
4.646 |
2.618 |
4.434 |
4.250 |
4.088 |
|
|
Fisher Pivots for day following 11-Feb-2009 |
Pivot |
1 day |
3 day |
R1 |
5.095 |
5.170 |
PP |
5.078 |
5.127 |
S1 |
5.060 |
5.085 |
|