NYMEX Natural Gas Future August 2009
Trading Metrics calculated at close of trading on 20-Feb-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Feb-2009 |
20-Feb-2009 |
Change |
Change % |
Previous Week |
Open |
4.700 |
4.478 |
-0.222 |
-4.7% |
4.850 |
High |
4.700 |
4.506 |
-0.194 |
-4.1% |
4.850 |
Low |
4.480 |
4.438 |
-0.042 |
-0.9% |
4.438 |
Close |
4.551 |
4.478 |
-0.073 |
-1.6% |
4.478 |
Range |
0.220 |
0.068 |
-0.152 |
-69.1% |
0.412 |
ATR |
0.213 |
0.206 |
-0.007 |
-3.4% |
0.000 |
Volume |
1,580 |
2,015 |
435 |
27.5% |
5,693 |
|
Daily Pivots for day following 20-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.678 |
4.646 |
4.515 |
|
R3 |
4.610 |
4.578 |
4.497 |
|
R2 |
4.542 |
4.542 |
4.490 |
|
R1 |
4.510 |
4.510 |
4.484 |
4.512 |
PP |
4.474 |
4.474 |
4.474 |
4.475 |
S1 |
4.442 |
4.442 |
4.472 |
4.444 |
S2 |
4.406 |
4.406 |
4.466 |
|
S3 |
4.338 |
4.374 |
4.459 |
|
S4 |
4.270 |
4.306 |
4.441 |
|
|
Weekly Pivots for week ending 20-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.825 |
5.563 |
4.705 |
|
R3 |
5.413 |
5.151 |
4.591 |
|
R2 |
5.001 |
5.001 |
4.554 |
|
R1 |
4.739 |
4.739 |
4.516 |
4.664 |
PP |
4.589 |
4.589 |
4.589 |
4.551 |
S1 |
4.327 |
4.327 |
4.440 |
4.252 |
S2 |
4.177 |
4.177 |
4.402 |
|
S3 |
3.765 |
3.915 |
4.365 |
|
S4 |
3.353 |
3.503 |
4.251 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.992 |
4.438 |
0.554 |
12.4% |
0.154 |
3.4% |
7% |
False |
True |
1,574 |
10 |
5.350 |
4.438 |
0.912 |
20.4% |
0.196 |
4.4% |
4% |
False |
True |
1,662 |
20 |
5.350 |
4.438 |
0.912 |
20.4% |
0.198 |
4.4% |
4% |
False |
True |
1,482 |
40 |
6.619 |
4.438 |
2.181 |
48.7% |
0.207 |
4.6% |
2% |
False |
True |
1,167 |
60 |
7.153 |
4.438 |
2.715 |
60.6% |
0.196 |
4.4% |
1% |
False |
True |
1,050 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.795 |
2.618 |
4.684 |
1.618 |
4.616 |
1.000 |
4.574 |
0.618 |
4.548 |
HIGH |
4.506 |
0.618 |
4.480 |
0.500 |
4.472 |
0.382 |
4.464 |
LOW |
4.438 |
0.618 |
4.396 |
1.000 |
4.370 |
1.618 |
4.328 |
2.618 |
4.260 |
4.250 |
4.149 |
|
|
Fisher Pivots for day following 20-Feb-2009 |
Pivot |
1 day |
3 day |
R1 |
4.476 |
4.569 |
PP |
4.474 |
4.539 |
S1 |
4.472 |
4.508 |
|