NYMEX Natural Gas Future August 2009
Trading Metrics calculated at close of trading on 18-Feb-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Feb-2009 |
18-Feb-2009 |
Change |
Change % |
Previous Week |
Open |
4.850 |
4.601 |
-0.249 |
-5.1% |
5.195 |
High |
4.850 |
4.691 |
-0.159 |
-3.3% |
5.350 |
Low |
4.608 |
4.575 |
-0.033 |
-0.7% |
4.868 |
Close |
4.667 |
4.672 |
0.005 |
0.1% |
4.914 |
Range |
0.242 |
0.116 |
-0.126 |
-52.1% |
0.482 |
ATR |
0.220 |
0.213 |
-0.007 |
-3.4% |
0.000 |
Volume |
634 |
1,464 |
830 |
130.9% |
8,331 |
|
Daily Pivots for day following 18-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.994 |
4.949 |
4.736 |
|
R3 |
4.878 |
4.833 |
4.704 |
|
R2 |
4.762 |
4.762 |
4.693 |
|
R1 |
4.717 |
4.717 |
4.683 |
4.740 |
PP |
4.646 |
4.646 |
4.646 |
4.657 |
S1 |
4.601 |
4.601 |
4.661 |
4.624 |
S2 |
4.530 |
4.530 |
4.651 |
|
S3 |
4.414 |
4.485 |
4.640 |
|
S4 |
4.298 |
4.369 |
4.608 |
|
|
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 |
5.201 |
4.575 |
0.626 |
13.4% |
0.183 |
3.9% |
15% |
False |
True |
1,410 |
10 |
5.350 |
4.575 |
0.775 |
16.6% |
0.201 |
4.3% |
13% |
False |
True |
1,604 |
20 |
5.350 |
4.575 |
0.775 |
16.6% |
0.201 |
4.3% |
13% |
False |
True |
1,368 |
40 |
6.619 |
4.575 |
2.044 |
43.8% |
0.209 |
4.5% |
5% |
False |
True |
1,124 |
60 |
7.153 |
4.575 |
2.578 |
55.2% |
0.196 |
4.2% |
4% |
False |
True |
1,021 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.184 |
2.618 |
4.995 |
1.618 |
4.879 |
1.000 |
4.807 |
0.618 |
4.763 |
HIGH |
4.691 |
0.618 |
4.647 |
0.500 |
4.633 |
0.382 |
4.619 |
LOW |
4.575 |
0.618 |
4.503 |
1.000 |
4.459 |
1.618 |
4.387 |
2.618 |
4.271 |
4.250 |
4.082 |
|
|
Fisher Pivots for day following 18-Feb-2009 |
Pivot |
1 day |
3 day |
R1 |
4.659 |
4.784 |
PP |
4.646 |
4.746 |
S1 |
4.633 |
4.709 |
|