NYMEX Natural Gas Future June 2009
Trading Metrics calculated at close of trading on 09-Feb-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Feb-2009 |
09-Feb-2009 |
Change |
Change % |
Previous Week |
Open |
4.927 |
4.938 |
0.011 |
0.2% |
4.582 |
High |
5.068 |
5.140 |
0.072 |
1.4% |
5.068 |
Low |
4.784 |
4.917 |
0.133 |
2.8% |
4.559 |
Close |
5.030 |
5.081 |
0.051 |
1.0% |
5.030 |
Range |
0.284 |
0.223 |
-0.061 |
-21.5% |
0.509 |
ATR |
0.235 |
0.234 |
-0.001 |
-0.4% |
0.000 |
Volume |
4,257 |
4,558 |
301 |
7.1% |
23,231 |
|
Daily Pivots for day following 09-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.715 |
5.621 |
5.204 |
|
R3 |
5.492 |
5.398 |
5.142 |
|
R2 |
5.269 |
5.269 |
5.122 |
|
R1 |
5.175 |
5.175 |
5.101 |
5.222 |
PP |
5.046 |
5.046 |
5.046 |
5.070 |
S1 |
4.952 |
4.952 |
5.061 |
4.999 |
S2 |
4.823 |
4.823 |
5.040 |
|
S3 |
4.600 |
4.729 |
5.020 |
|
S4 |
4.377 |
4.506 |
4.958 |
|
|
Weekly Pivots for week ending 06-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6.413 |
6.230 |
5.310 |
|
R3 |
5.904 |
5.721 |
5.170 |
|
R2 |
5.395 |
5.395 |
5.123 |
|
R1 |
5.212 |
5.212 |
5.077 |
5.304 |
PP |
4.886 |
4.886 |
4.886 |
4.931 |
S1 |
4.703 |
4.703 |
4.983 |
4.795 |
S2 |
4.377 |
4.377 |
4.937 |
|
S3 |
3.868 |
4.194 |
4.890 |
|
S4 |
3.359 |
3.685 |
4.750 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5.140 |
4.662 |
0.478 |
9.4% |
0.227 |
4.5% |
88% |
True |
False |
4,508 |
10 |
5.140 |
4.559 |
0.581 |
11.4% |
0.229 |
4.5% |
90% |
True |
False |
3,909 |
20 |
5.824 |
4.559 |
1.265 |
24.9% |
0.216 |
4.3% |
41% |
False |
False |
3,219 |
40 |
6.413 |
4.559 |
1.854 |
36.5% |
0.219 |
4.3% |
28% |
False |
False |
2,357 |
60 |
7.028 |
4.559 |
2.469 |
48.6% |
0.223 |
4.4% |
21% |
False |
False |
2,063 |
80 |
7.599 |
4.559 |
3.040 |
59.8% |
0.224 |
4.4% |
17% |
False |
False |
1,837 |
100 |
8.545 |
4.559 |
3.986 |
78.4% |
0.222 |
4.4% |
13% |
False |
False |
1,669 |
120 |
9.114 |
4.559 |
4.555 |
89.6% |
0.223 |
4.4% |
11% |
False |
False |
1,473 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6.088 |
2.618 |
5.724 |
1.618 |
5.501 |
1.000 |
5.363 |
0.618 |
5.278 |
HIGH |
5.140 |
0.618 |
5.055 |
0.500 |
5.029 |
0.382 |
5.002 |
LOW |
4.917 |
0.618 |
4.779 |
1.000 |
4.694 |
1.618 |
4.556 |
2.618 |
4.333 |
4.250 |
3.969 |
|
|
Fisher Pivots for day following 09-Feb-2009 |
Pivot |
1 day |
3 day |
R1 |
5.064 |
5.041 |
PP |
5.046 |
5.002 |
S1 |
5.029 |
4.962 |
|