NYMEX Natural Gas Future July 2009
Trading Metrics calculated at close of trading on 10-Feb-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Feb-2009 |
10-Feb-2009 |
Change |
Change % |
Previous Week |
Open |
5.115 |
5.225 |
0.110 |
2.2% |
4.749 |
High |
5.280 |
5.269 |
-0.011 |
-0.2% |
5.186 |
Low |
5.055 |
4.961 |
-0.094 |
-1.9% |
4.707 |
Close |
5.216 |
4.983 |
-0.233 |
-4.5% |
5.161 |
Range |
0.225 |
0.308 |
0.083 |
36.9% |
0.479 |
ATR |
0.224 |
0.230 |
0.006 |
2.7% |
0.000 |
Volume |
3,889 |
3,006 |
-883 |
-22.7% |
20,059 |
|
Daily Pivots for day following 10-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.995 |
5.797 |
5.152 |
|
R3 |
5.687 |
5.489 |
5.068 |
|
R2 |
5.379 |
5.379 |
5.039 |
|
R1 |
5.181 |
5.181 |
5.011 |
5.126 |
PP |
5.071 |
5.071 |
5.071 |
5.044 |
S1 |
4.873 |
4.873 |
4.955 |
4.818 |
S2 |
4.763 |
4.763 |
4.927 |
|
S3 |
4.455 |
4.565 |
4.898 |
|
S4 |
4.147 |
4.257 |
4.814 |
|
|
Weekly Pivots for week ending 06-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6.455 |
6.287 |
5.424 |
|
R3 |
5.976 |
5.808 |
5.293 |
|
R2 |
5.497 |
5.497 |
5.249 |
|
R1 |
5.329 |
5.329 |
5.205 |
5.413 |
PP |
5.018 |
5.018 |
5.018 |
5.060 |
S1 |
4.850 |
4.850 |
5.117 |
4.934 |
S2 |
4.539 |
4.539 |
5.073 |
|
S3 |
4.060 |
4.371 |
5.029 |
|
S4 |
3.581 |
3.892 |
4.898 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5.280 |
4.922 |
0.358 |
7.2% |
0.230 |
4.6% |
17% |
False |
False |
3,562 |
10 |
5.280 |
4.707 |
0.573 |
11.5% |
0.241 |
4.8% |
48% |
False |
False |
3,454 |
20 |
5.800 |
4.707 |
1.093 |
21.9% |
0.208 |
4.2% |
25% |
False |
False |
2,621 |
40 |
6.521 |
4.707 |
1.814 |
36.4% |
0.211 |
4.2% |
15% |
False |
False |
1,964 |
60 |
7.121 |
4.707 |
2.414 |
48.4% |
0.213 |
4.3% |
11% |
False |
False |
1,770 |
80 |
7.708 |
4.707 |
3.001 |
60.2% |
0.214 |
4.3% |
9% |
False |
False |
1,561 |
100 |
8.598 |
4.707 |
3.891 |
78.1% |
0.211 |
4.2% |
7% |
False |
False |
1,410 |
120 |
9.240 |
4.707 |
4.533 |
91.0% |
0.213 |
4.3% |
6% |
False |
False |
1,263 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6.578 |
2.618 |
6.075 |
1.618 |
5.767 |
1.000 |
5.577 |
0.618 |
5.459 |
HIGH |
5.269 |
0.618 |
5.151 |
0.500 |
5.115 |
0.382 |
5.079 |
LOW |
4.961 |
0.618 |
4.771 |
1.000 |
4.653 |
1.618 |
4.463 |
2.618 |
4.155 |
4.250 |
3.652 |
|
|
Fisher Pivots for day following 10-Feb-2009 |
Pivot |
1 day |
3 day |
R1 |
5.115 |
5.101 |
PP |
5.071 |
5.062 |
S1 |
5.027 |
5.022 |
|