NYMEX Natural Gas Future August 2009
Trading Metrics calculated at close of trading on 26-Feb-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Feb-2009 |
26-Feb-2009 |
Change |
Change % |
Previous Week |
Open |
4.601 |
4.490 |
-0.111 |
-2.4% |
4.850 |
High |
4.626 |
4.562 |
-0.064 |
-1.4% |
4.850 |
Low |
4.450 |
4.463 |
0.013 |
0.3% |
4.438 |
Close |
4.480 |
4.528 |
0.048 |
1.1% |
4.478 |
Range |
0.176 |
0.099 |
-0.077 |
-43.8% |
0.412 |
ATR |
0.199 |
0.192 |
-0.007 |
-3.6% |
0.000 |
Volume |
1,641 |
1,727 |
86 |
5.2% |
5,693 |
|
Daily Pivots for day following 26-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.815 |
4.770 |
4.582 |
|
R3 |
4.716 |
4.671 |
4.555 |
|
R2 |
4.617 |
4.617 |
4.546 |
|
R1 |
4.572 |
4.572 |
4.537 |
4.595 |
PP |
4.518 |
4.518 |
4.518 |
4.529 |
S1 |
4.473 |
4.473 |
4.519 |
4.496 |
S2 |
4.419 |
4.419 |
4.510 |
|
S3 |
4.320 |
4.374 |
4.501 |
|
S4 |
4.221 |
4.275 |
4.474 |
|
|
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 |
4.637 |
4.438 |
0.199 |
4.4% |
0.133 |
2.9% |
45% |
False |
False |
1,476 |
10 |
5.102 |
4.438 |
0.664 |
14.7% |
0.159 |
3.5% |
14% |
False |
False |
1,456 |
20 |
5.350 |
4.438 |
0.912 |
20.1% |
0.193 |
4.3% |
10% |
False |
False |
1,563 |
40 |
6.619 |
4.438 |
2.181 |
48.2% |
0.203 |
4.5% |
4% |
False |
False |
1,256 |
60 |
6.987 |
4.438 |
2.549 |
56.3% |
0.193 |
4.3% |
4% |
False |
False |
1,087 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.983 |
2.618 |
4.821 |
1.618 |
4.722 |
1.000 |
4.661 |
0.618 |
4.623 |
HIGH |
4.562 |
0.618 |
4.524 |
0.500 |
4.513 |
0.382 |
4.501 |
LOW |
4.463 |
0.618 |
4.402 |
1.000 |
4.364 |
1.618 |
4.303 |
2.618 |
4.204 |
4.250 |
4.042 |
|
|
Fisher Pivots for day following 26-Feb-2009 |
Pivot |
1 day |
3 day |
R1 |
4.523 |
4.544 |
PP |
4.518 |
4.538 |
S1 |
4.513 |
4.533 |
|