NYMEX Natural Gas Future August 2009
Trading Metrics calculated at close of trading on 12-Feb-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Feb-2009 |
12-Feb-2009 |
Change |
Change % |
Previous Week |
Open |
5.150 |
5.096 |
-0.054 |
-1.0% |
4.815 |
High |
5.201 |
5.102 |
-0.099 |
-1.9% |
5.285 |
Low |
4.989 |
4.880 |
-0.109 |
-2.2% |
4.795 |
Close |
5.043 |
4.969 |
-0.074 |
-1.5% |
5.243 |
Range |
0.212 |
0.222 |
0.010 |
4.7% |
0.490 |
ATR |
0.221 |
0.221 |
0.000 |
0.0% |
0.000 |
Volume |
1,452 |
1,323 |
-129 |
-8.9% |
8,701 |
|
Daily Pivots for day following 12-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.650 |
5.531 |
5.091 |
|
R3 |
5.428 |
5.309 |
5.030 |
|
R2 |
5.206 |
5.206 |
5.010 |
|
R1 |
5.087 |
5.087 |
4.989 |
5.036 |
PP |
4.984 |
4.984 |
4.984 |
4.958 |
S1 |
4.865 |
4.865 |
4.949 |
4.814 |
S2 |
4.762 |
4.762 |
4.928 |
|
S3 |
4.540 |
4.643 |
4.908 |
|
S4 |
4.318 |
4.421 |
4.847 |
|
|
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 |
4.880 |
0.470 |
9.5% |
0.237 |
4.8% |
19% |
False |
True |
1,751 |
10 |
5.350 |
4.795 |
0.555 |
11.2% |
0.226 |
4.6% |
31% |
False |
False |
1,629 |
20 |
5.470 |
4.795 |
0.675 |
13.6% |
0.205 |
4.1% |
26% |
False |
False |
1,329 |
40 |
6.619 |
4.795 |
1.824 |
36.7% |
0.207 |
4.2% |
10% |
False |
False |
1,060 |
60 |
7.211 |
4.795 |
2.416 |
48.6% |
0.196 |
4.0% |
7% |
False |
False |
994 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6.046 |
2.618 |
5.683 |
1.618 |
5.461 |
1.000 |
5.324 |
0.618 |
5.239 |
HIGH |
5.102 |
0.618 |
5.017 |
0.500 |
4.991 |
0.382 |
4.965 |
LOW |
4.880 |
0.618 |
4.743 |
1.000 |
4.658 |
1.618 |
4.521 |
2.618 |
4.299 |
4.250 |
3.937 |
|
|
Fisher Pivots for day following 12-Feb-2009 |
Pivot |
1 day |
3 day |
R1 |
4.991 |
5.098 |
PP |
4.984 |
5.055 |
S1 |
4.976 |
5.012 |
|