NYMEX Natural Gas Future August 2009
Trading Metrics calculated at close of trading on 13-Feb-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Feb-2009 |
13-Feb-2009 |
Change |
Change % |
Previous Week |
Open |
5.096 |
4.992 |
-0.104 |
-2.0% |
5.195 |
High |
5.102 |
4.992 |
-0.110 |
-2.2% |
5.350 |
Low |
4.880 |
4.868 |
-0.012 |
-0.2% |
4.868 |
Close |
4.969 |
4.914 |
-0.055 |
-1.1% |
4.914 |
Range |
0.222 |
0.124 |
-0.098 |
-44.1% |
0.482 |
ATR |
0.221 |
0.214 |
-0.007 |
-3.1% |
0.000 |
Volume |
1,323 |
2,178 |
855 |
64.6% |
8,331 |
|
Daily Pivots for day following 13-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.297 |
5.229 |
4.982 |
|
R3 |
5.173 |
5.105 |
4.948 |
|
R2 |
5.049 |
5.049 |
4.937 |
|
R1 |
4.981 |
4.981 |
4.925 |
4.953 |
PP |
4.925 |
4.925 |
4.925 |
4.911 |
S1 |
4.857 |
4.857 |
4.903 |
4.829 |
S2 |
4.801 |
4.801 |
4.891 |
|
S3 |
4.677 |
4.733 |
4.880 |
|
S4 |
4.553 |
4.609 |
4.846 |
|
|
Weekly Pivots for week ending 13-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6.490 |
6.184 |
5.179 |
|
R3 |
6.008 |
5.702 |
5.047 |
|
R2 |
5.526 |
5.526 |
5.002 |
|
R1 |
5.220 |
5.220 |
4.958 |
5.132 |
PP |
5.044 |
5.044 |
5.044 |
5.000 |
S1 |
4.738 |
4.738 |
4.870 |
4.650 |
S2 |
4.562 |
4.562 |
4.826 |
|
S3 |
4.080 |
4.256 |
4.781 |
|
S4 |
3.598 |
3.774 |
4.649 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5.350 |
4.868 |
0.482 |
9.8% |
0.206 |
4.2% |
10% |
False |
True |
1,666 |
10 |
5.350 |
4.795 |
0.555 |
11.3% |
0.218 |
4.4% |
21% |
False |
False |
1,703 |
20 |
5.420 |
4.795 |
0.625 |
12.7% |
0.200 |
4.1% |
19% |
False |
False |
1,337 |
40 |
6.619 |
4.795 |
1.824 |
37.1% |
0.208 |
4.2% |
7% |
False |
False |
1,104 |
60 |
7.211 |
4.795 |
2.416 |
49.2% |
0.195 |
4.0% |
5% |
False |
False |
1,025 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.519 |
2.618 |
5.317 |
1.618 |
5.193 |
1.000 |
5.116 |
0.618 |
5.069 |
HIGH |
4.992 |
0.618 |
4.945 |
0.500 |
4.930 |
0.382 |
4.915 |
LOW |
4.868 |
0.618 |
4.791 |
1.000 |
4.744 |
1.618 |
4.667 |
2.618 |
4.543 |
4.250 |
4.341 |
|
|
Fisher Pivots for day following 13-Feb-2009 |
Pivot |
1 day |
3 day |
R1 |
4.930 |
5.035 |
PP |
4.925 |
4.994 |
S1 |
4.919 |
4.954 |
|