NYMEX Natural Gas Future June 2009
| Trading Metrics calculated at close of trading on 19-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Feb-2009 |
19-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
4.395 |
4.494 |
0.099 |
2.3% |
4.938 |
| High |
4.482 |
4.500 |
0.018 |
0.4% |
5.140 |
| Low |
4.340 |
4.240 |
-0.100 |
-2.3% |
4.640 |
| Close |
4.454 |
4.328 |
-0.126 |
-2.8% |
4.685 |
| Range |
0.142 |
0.260 |
0.118 |
83.1% |
0.500 |
| ATR |
0.231 |
0.233 |
0.002 |
0.9% |
0.000 |
| Volume |
3,296 |
6,166 |
2,870 |
87.1% |
33,726 |
|
| Daily Pivots for day following 19-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.136 |
4.992 |
4.471 |
|
| R3 |
4.876 |
4.732 |
4.400 |
|
| R2 |
4.616 |
4.616 |
4.376 |
|
| R1 |
4.472 |
4.472 |
4.352 |
4.414 |
| PP |
4.356 |
4.356 |
4.356 |
4.327 |
| S1 |
4.212 |
4.212 |
4.304 |
4.154 |
| S2 |
4.096 |
4.096 |
4.280 |
|
| S3 |
3.836 |
3.952 |
4.257 |
|
| S4 |
3.576 |
3.692 |
4.185 |
|
|
| 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 |
4.897 |
4.240 |
0.657 |
15.2% |
0.198 |
4.6% |
13% |
False |
True |
6,601 |
| 10 |
5.140 |
4.240 |
0.900 |
20.8% |
0.226 |
5.2% |
10% |
False |
True |
5,498 |
| 20 |
5.140 |
4.240 |
0.900 |
20.8% |
0.224 |
5.2% |
10% |
False |
True |
4,553 |
| 40 |
6.413 |
4.240 |
2.173 |
50.2% |
0.225 |
5.2% |
4% |
False |
True |
3,158 |
| 60 |
6.995 |
4.240 |
2.755 |
63.7% |
0.220 |
5.1% |
3% |
False |
True |
2,590 |
| 80 |
7.599 |
4.240 |
3.359 |
77.6% |
0.227 |
5.2% |
3% |
False |
True |
2,287 |
| 100 |
8.300 |
4.240 |
4.060 |
93.8% |
0.221 |
5.1% |
2% |
False |
True |
2,044 |
| 120 |
9.114 |
4.240 |
4.874 |
112.6% |
0.226 |
5.2% |
2% |
False |
True |
1,808 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5.605 |
|
2.618 |
5.181 |
|
1.618 |
4.921 |
|
1.000 |
4.760 |
|
0.618 |
4.661 |
|
HIGH |
4.500 |
|
0.618 |
4.401 |
|
0.500 |
4.370 |
|
0.382 |
4.339 |
|
LOW |
4.240 |
|
0.618 |
4.079 |
|
1.000 |
3.980 |
|
1.618 |
3.819 |
|
2.618 |
3.559 |
|
4.250 |
3.135 |
|
|
| Fisher Pivots for day following 19-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
4.370 |
4.418 |
| PP |
4.356 |
4.388 |
| S1 |
4.342 |
4.358 |
|