NYMEX Natural Gas Future August 2009
Trading Metrics calculated at close of trading on 23-Feb-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Feb-2009 |
23-Feb-2009 |
Change |
Change % |
Previous Week |
Open |
4.478 |
4.551 |
0.073 |
1.6% |
4.850 |
High |
4.506 |
4.617 |
0.111 |
2.5% |
4.850 |
Low |
4.438 |
4.480 |
0.042 |
0.9% |
4.438 |
Close |
4.478 |
4.533 |
0.055 |
1.2% |
4.478 |
Range |
0.068 |
0.137 |
0.069 |
101.5% |
0.412 |
ATR |
0.206 |
0.201 |
-0.005 |
-2.3% |
0.000 |
Volume |
2,015 |
927 |
-1,088 |
-54.0% |
5,693 |
|
Daily Pivots for day following 23-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.954 |
4.881 |
4.608 |
|
R3 |
4.817 |
4.744 |
4.571 |
|
R2 |
4.680 |
4.680 |
4.558 |
|
R1 |
4.607 |
4.607 |
4.546 |
4.575 |
PP |
4.543 |
4.543 |
4.543 |
4.528 |
S1 |
4.470 |
4.470 |
4.520 |
4.438 |
S2 |
4.406 |
4.406 |
4.508 |
|
S3 |
4.269 |
4.333 |
4.495 |
|
S4 |
4.132 |
4.196 |
4.458 |
|
|
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 |
4.850 |
4.438 |
0.412 |
9.1% |
0.157 |
3.5% |
23% |
False |
False |
1,324 |
10 |
5.350 |
4.438 |
0.912 |
20.1% |
0.181 |
4.0% |
10% |
False |
False |
1,495 |
20 |
5.350 |
4.438 |
0.912 |
20.1% |
0.194 |
4.3% |
10% |
False |
False |
1,488 |
40 |
6.619 |
4.438 |
2.181 |
48.1% |
0.202 |
4.4% |
4% |
False |
False |
1,170 |
60 |
7.153 |
4.438 |
2.715 |
59.9% |
0.195 |
4.3% |
3% |
False |
False |
1,049 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.199 |
2.618 |
4.976 |
1.618 |
4.839 |
1.000 |
4.754 |
0.618 |
4.702 |
HIGH |
4.617 |
0.618 |
4.565 |
0.500 |
4.549 |
0.382 |
4.532 |
LOW |
4.480 |
0.618 |
4.395 |
1.000 |
4.343 |
1.618 |
4.258 |
2.618 |
4.121 |
4.250 |
3.898 |
|
|
Fisher Pivots for day following 23-Feb-2009 |
Pivot |
1 day |
3 day |
R1 |
4.549 |
4.569 |
PP |
4.543 |
4.557 |
S1 |
4.538 |
4.545 |
|