NYMEX Natural Gas Future June 2009
| Trading Metrics calculated at close of trading on 13-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Feb-2009 |
13-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
4.860 |
4.740 |
-0.120 |
-2.5% |
4.938 |
| High |
4.897 |
4.770 |
-0.127 |
-2.6% |
5.140 |
| Low |
4.647 |
4.640 |
-0.007 |
-0.2% |
4.640 |
| Close |
4.737 |
4.685 |
-0.052 |
-1.1% |
4.685 |
| Range |
0.250 |
0.130 |
-0.120 |
-48.0% |
0.500 |
| ATR |
0.241 |
0.233 |
-0.008 |
-3.3% |
0.000 |
| Volume |
6,224 |
13,261 |
7,037 |
113.1% |
33,726 |
|
| Daily Pivots for day following 13-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.088 |
5.017 |
4.757 |
|
| R3 |
4.958 |
4.887 |
4.721 |
|
| R2 |
4.828 |
4.828 |
4.709 |
|
| R1 |
4.757 |
4.757 |
4.697 |
4.728 |
| PP |
4.698 |
4.698 |
4.698 |
4.684 |
| S1 |
4.627 |
4.627 |
4.673 |
4.598 |
| S2 |
4.568 |
4.568 |
4.661 |
|
| S3 |
4.438 |
4.497 |
4.649 |
|
| S4 |
4.308 |
4.367 |
4.614 |
|
|
| Weekly Pivots for week ending 13-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6.322 |
6.003 |
4.960 |
|
| R3 |
5.822 |
5.503 |
4.823 |
|
| R2 |
5.322 |
5.322 |
4.777 |
|
| R1 |
5.003 |
5.003 |
4.731 |
4.913 |
| PP |
4.822 |
4.822 |
4.822 |
4.776 |
| S1 |
4.503 |
4.503 |
4.639 |
4.413 |
| S2 |
4.322 |
4.322 |
4.593 |
|
| S3 |
3.822 |
4.003 |
4.548 |
|
| S4 |
3.322 |
3.503 |
4.410 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5.140 |
4.640 |
0.500 |
10.7% |
0.234 |
5.0% |
9% |
False |
True |
6,745 |
| 10 |
5.140 |
4.559 |
0.581 |
12.4% |
0.243 |
5.2% |
22% |
False |
False |
5,695 |
| 20 |
5.190 |
4.559 |
0.631 |
13.5% |
0.219 |
4.7% |
20% |
False |
False |
4,211 |
| 40 |
6.413 |
4.559 |
1.854 |
39.6% |
0.227 |
4.8% |
7% |
False |
False |
2,939 |
| 60 |
6.995 |
4.559 |
2.436 |
52.0% |
0.220 |
4.7% |
5% |
False |
False |
2,475 |
| 80 |
7.599 |
4.559 |
3.040 |
64.9% |
0.226 |
4.8% |
4% |
False |
False |
2,140 |
| 100 |
8.510 |
4.559 |
3.951 |
84.3% |
0.221 |
4.7% |
3% |
False |
False |
1,925 |
| 120 |
9.114 |
4.559 |
4.555 |
97.2% |
0.225 |
4.8% |
3% |
False |
False |
1,701 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5.323 |
|
2.618 |
5.110 |
|
1.618 |
4.980 |
|
1.000 |
4.900 |
|
0.618 |
4.850 |
|
HIGH |
4.770 |
|
0.618 |
4.720 |
|
0.500 |
4.705 |
|
0.382 |
4.690 |
|
LOW |
4.640 |
|
0.618 |
4.560 |
|
1.000 |
4.510 |
|
1.618 |
4.430 |
|
2.618 |
4.300 |
|
4.250 |
4.088 |
|
|
| Fisher Pivots for day following 13-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
4.705 |
4.819 |
| PP |
4.698 |
4.774 |
| S1 |
4.692 |
4.730 |
|