NYMEX Natural Gas Future June 2009
| Trading Metrics calculated at close of trading on 25-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Feb-2009 |
25-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
4.225 |
4.451 |
0.226 |
5.3% |
4.595 |
| High |
4.423 |
4.451 |
0.028 |
0.6% |
4.595 |
| Low |
4.225 |
4.223 |
-0.002 |
0.0% |
4.200 |
| Close |
4.412 |
4.252 |
-0.160 |
-3.6% |
4.252 |
| Range |
0.198 |
0.228 |
0.030 |
15.2% |
0.395 |
| ATR |
0.218 |
0.219 |
0.001 |
0.3% |
0.000 |
| Volume |
3,483 |
6,695 |
3,212 |
92.2% |
17,774 |
|
| Daily Pivots for day following 25-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.993 |
4.850 |
4.377 |
|
| R3 |
4.765 |
4.622 |
4.315 |
|
| R2 |
4.537 |
4.537 |
4.294 |
|
| R1 |
4.394 |
4.394 |
4.273 |
4.352 |
| PP |
4.309 |
4.309 |
4.309 |
4.287 |
| S1 |
4.166 |
4.166 |
4.231 |
4.124 |
| S2 |
4.081 |
4.081 |
4.210 |
|
| S3 |
3.853 |
3.938 |
4.189 |
|
| S4 |
3.625 |
3.710 |
4.127 |
|
|
| Weekly Pivots for week ending 20-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.534 |
5.288 |
4.469 |
|
| R3 |
5.139 |
4.893 |
4.361 |
|
| R2 |
4.744 |
4.744 |
4.324 |
|
| R1 |
4.498 |
4.498 |
4.288 |
4.424 |
| PP |
4.349 |
4.349 |
4.349 |
4.312 |
| S1 |
4.103 |
4.103 |
4.216 |
4.029 |
| S2 |
3.954 |
3.954 |
4.180 |
|
| S3 |
3.559 |
3.708 |
4.143 |
|
| S4 |
3.164 |
3.313 |
4.035 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.500 |
4.200 |
0.300 |
7.1% |
0.181 |
4.2% |
17% |
False |
False |
4,953 |
| 10 |
4.998 |
4.200 |
0.798 |
18.8% |
0.189 |
4.5% |
7% |
False |
False |
5,772 |
| 20 |
5.140 |
4.200 |
0.940 |
22.1% |
0.218 |
5.1% |
6% |
False |
False |
4,928 |
| 40 |
6.413 |
4.200 |
2.213 |
52.0% |
0.222 |
5.2% |
2% |
False |
False |
3,471 |
| 60 |
6.760 |
4.200 |
2.560 |
60.2% |
0.214 |
5.0% |
2% |
False |
False |
2,812 |
| 80 |
7.599 |
4.200 |
3.399 |
79.9% |
0.226 |
5.3% |
2% |
False |
False |
2,452 |
| 100 |
8.140 |
4.200 |
3.940 |
92.7% |
0.217 |
5.1% |
1% |
False |
False |
2,201 |
| 120 |
8.545 |
4.200 |
4.345 |
102.2% |
0.221 |
5.2% |
1% |
False |
False |
1,940 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5.420 |
|
2.618 |
5.048 |
|
1.618 |
4.820 |
|
1.000 |
4.679 |
|
0.618 |
4.592 |
|
HIGH |
4.451 |
|
0.618 |
4.364 |
|
0.500 |
4.337 |
|
0.382 |
4.310 |
|
LOW |
4.223 |
|
0.618 |
4.082 |
|
1.000 |
3.995 |
|
1.618 |
3.854 |
|
2.618 |
3.626 |
|
4.250 |
3.254 |
|
|
| Fisher Pivots for day following 25-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
4.337 |
4.337 |
| PP |
4.309 |
4.309 |
| S1 |
4.280 |
4.280 |
|