NYMEX Natural Gas Future June 2009
| Trading Metrics calculated at close of trading on 11-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Feb-2009 |
11-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
5.090 |
4.843 |
-0.247 |
-4.9% |
4.582 |
| High |
5.132 |
4.998 |
-0.134 |
-2.6% |
5.068 |
| Low |
4.822 |
4.740 |
-0.082 |
-1.7% |
4.559 |
| Close |
4.840 |
4.811 |
-0.029 |
-0.6% |
5.030 |
| Range |
0.310 |
0.258 |
-0.052 |
-16.8% |
0.509 |
| ATR |
0.239 |
0.241 |
0.001 |
0.6% |
0.000 |
| Volume |
3,560 |
6,123 |
2,563 |
72.0% |
23,231 |
|
| Daily Pivots for day following 11-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.624 |
5.475 |
4.953 |
|
| R3 |
5.366 |
5.217 |
4.882 |
|
| R2 |
5.108 |
5.108 |
4.858 |
|
| R1 |
4.959 |
4.959 |
4.835 |
4.905 |
| PP |
4.850 |
4.850 |
4.850 |
4.822 |
| S1 |
4.701 |
4.701 |
4.787 |
4.647 |
| S2 |
4.592 |
4.592 |
4.764 |
|
| S3 |
4.334 |
4.443 |
4.740 |
|
| S4 |
4.076 |
4.185 |
4.669 |
|
|
| 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 |
4.740 |
0.400 |
8.3% |
0.253 |
5.3% |
18% |
False |
True |
4,396 |
| 10 |
5.140 |
4.559 |
0.581 |
12.1% |
0.253 |
5.2% |
43% |
False |
False |
4,367 |
| 20 |
5.416 |
4.559 |
0.857 |
17.8% |
0.221 |
4.6% |
29% |
False |
False |
3,463 |
| 40 |
6.413 |
4.559 |
1.854 |
38.5% |
0.225 |
4.7% |
14% |
False |
False |
2,513 |
| 60 |
6.995 |
4.559 |
2.436 |
50.6% |
0.221 |
4.6% |
10% |
False |
False |
2,190 |
| 80 |
7.599 |
4.559 |
3.040 |
63.2% |
0.227 |
4.7% |
8% |
False |
False |
1,936 |
| 100 |
8.510 |
4.559 |
3.951 |
82.1% |
0.221 |
4.6% |
6% |
False |
False |
1,739 |
| 120 |
9.114 |
4.559 |
4.555 |
94.7% |
0.224 |
4.7% |
6% |
False |
False |
1,540 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6.095 |
|
2.618 |
5.673 |
|
1.618 |
5.415 |
|
1.000 |
5.256 |
|
0.618 |
5.157 |
|
HIGH |
4.998 |
|
0.618 |
4.899 |
|
0.500 |
4.869 |
|
0.382 |
4.839 |
|
LOW |
4.740 |
|
0.618 |
4.581 |
|
1.000 |
4.482 |
|
1.618 |
4.323 |
|
2.618 |
4.065 |
|
4.250 |
3.644 |
|
|
| Fisher Pivots for day following 11-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
4.869 |
4.940 |
| PP |
4.850 |
4.897 |
| S1 |
4.830 |
4.854 |
|