NYMEX Natural Gas Future August 2009
Trading Metrics calculated at close of trading on 27-Feb-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Feb-2009 |
27-Feb-2009 |
Change |
Change % |
Previous Week |
Open |
4.490 |
4.450 |
-0.040 |
-0.9% |
4.551 |
High |
4.562 |
4.717 |
0.155 |
3.4% |
4.717 |
Low |
4.463 |
4.370 |
-0.093 |
-2.1% |
4.370 |
Close |
4.528 |
4.626 |
0.098 |
2.2% |
4.626 |
Range |
0.099 |
0.347 |
0.248 |
250.5% |
0.347 |
ATR |
0.192 |
0.203 |
0.011 |
5.8% |
0.000 |
Volume |
1,727 |
1,801 |
74 |
4.3% |
7,168 |
|
Daily Pivots for day following 27-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.612 |
5.466 |
4.817 |
|
R3 |
5.265 |
5.119 |
4.721 |
|
R2 |
4.918 |
4.918 |
4.690 |
|
R1 |
4.772 |
4.772 |
4.658 |
4.845 |
PP |
4.571 |
4.571 |
4.571 |
4.608 |
S1 |
4.425 |
4.425 |
4.594 |
4.498 |
S2 |
4.224 |
4.224 |
4.562 |
|
S3 |
3.877 |
4.078 |
4.531 |
|
S4 |
3.530 |
3.731 |
4.435 |
|
|
Weekly Pivots for week ending 27-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.612 |
5.466 |
4.817 |
|
R3 |
5.265 |
5.119 |
4.721 |
|
R2 |
4.918 |
4.918 |
4.690 |
|
R1 |
4.772 |
4.772 |
4.658 |
4.845 |
PP |
4.571 |
4.571 |
4.571 |
4.608 |
S1 |
4.425 |
4.425 |
4.594 |
4.498 |
S2 |
4.224 |
4.224 |
4.562 |
|
S3 |
3.877 |
4.078 |
4.531 |
|
S4 |
3.530 |
3.731 |
4.435 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.717 |
4.370 |
0.347 |
7.5% |
0.189 |
4.1% |
74% |
True |
True |
1,433 |
10 |
4.992 |
4.370 |
0.622 |
13.4% |
0.172 |
3.7% |
41% |
False |
True |
1,503 |
20 |
5.350 |
4.370 |
0.980 |
21.2% |
0.199 |
4.3% |
26% |
False |
True |
1,566 |
40 |
6.619 |
4.370 |
2.249 |
48.6% |
0.209 |
4.5% |
11% |
False |
True |
1,228 |
60 |
6.987 |
4.370 |
2.617 |
56.6% |
0.195 |
4.2% |
10% |
False |
True |
1,114 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6.192 |
2.618 |
5.625 |
1.618 |
5.278 |
1.000 |
5.064 |
0.618 |
4.931 |
HIGH |
4.717 |
0.618 |
4.584 |
0.500 |
4.544 |
0.382 |
4.503 |
LOW |
4.370 |
0.618 |
4.156 |
1.000 |
4.023 |
1.618 |
3.809 |
2.618 |
3.462 |
4.250 |
2.895 |
|
|
Fisher Pivots for day following 27-Feb-2009 |
Pivot |
1 day |
3 day |
R1 |
4.599 |
4.599 |
PP |
4.571 |
4.571 |
S1 |
4.544 |
4.544 |
|