NYMEX Natural Gas Future August 2009
Trading Metrics calculated at close of trading on 25-Feb-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Feb-2009 |
25-Feb-2009 |
Change |
Change % |
Previous Week |
Open |
4.485 |
4.601 |
0.116 |
2.6% |
4.850 |
High |
4.637 |
4.626 |
-0.011 |
-0.2% |
4.850 |
Low |
4.450 |
4.450 |
0.000 |
0.0% |
4.438 |
Close |
4.628 |
4.480 |
-0.148 |
-3.2% |
4.478 |
Range |
0.187 |
0.176 |
-0.011 |
-5.9% |
0.412 |
ATR |
0.200 |
0.199 |
-0.002 |
-0.8% |
0.000 |
Volume |
1,072 |
1,641 |
569 |
53.1% |
5,693 |
|
Daily Pivots for day following 25-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.047 |
4.939 |
4.577 |
|
R3 |
4.871 |
4.763 |
4.528 |
|
R2 |
4.695 |
4.695 |
4.512 |
|
R1 |
4.587 |
4.587 |
4.496 |
4.553 |
PP |
4.519 |
4.519 |
4.519 |
4.502 |
S1 |
4.411 |
4.411 |
4.464 |
4.377 |
S2 |
4.343 |
4.343 |
4.448 |
|
S3 |
4.167 |
4.235 |
4.432 |
|
S4 |
3.991 |
4.059 |
4.383 |
|
|
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 |
4.700 |
4.438 |
0.262 |
5.8% |
0.158 |
3.5% |
16% |
False |
False |
1,447 |
10 |
5.201 |
4.438 |
0.763 |
17.0% |
0.170 |
3.8% |
6% |
False |
False |
1,428 |
20 |
5.350 |
4.438 |
0.912 |
20.4% |
0.198 |
4.4% |
5% |
False |
False |
1,548 |
40 |
6.619 |
4.438 |
2.181 |
48.7% |
0.203 |
4.5% |
2% |
False |
False |
1,214 |
60 |
6.987 |
4.438 |
2.549 |
56.9% |
0.192 |
4.3% |
2% |
False |
False |
1,071 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.374 |
2.618 |
5.087 |
1.618 |
4.911 |
1.000 |
4.802 |
0.618 |
4.735 |
HIGH |
4.626 |
0.618 |
4.559 |
0.500 |
4.538 |
0.382 |
4.517 |
LOW |
4.450 |
0.618 |
4.341 |
1.000 |
4.274 |
1.618 |
4.165 |
2.618 |
3.989 |
4.250 |
3.702 |
|
|
Fisher Pivots for day following 25-Feb-2009 |
Pivot |
1 day |
3 day |
R1 |
4.538 |
4.544 |
PP |
4.519 |
4.522 |
S1 |
4.499 |
4.501 |
|