NYMEX Natural Gas Future July 2009
| Trading Metrics calculated at close of trading on 02-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jan-2009 |
02-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
4.935 |
4.749 |
-0.186 |
-3.8% |
4.820 |
| High |
5.002 |
5.036 |
0.034 |
0.7% |
5.012 |
| Low |
4.775 |
4.707 |
-0.068 |
-1.4% |
4.731 |
| Close |
4.819 |
4.929 |
0.110 |
2.3% |
4.819 |
| Range |
0.227 |
0.329 |
0.102 |
44.9% |
0.281 |
| ATR |
0.217 |
0.225 |
0.008 |
3.7% |
0.000 |
| Volume |
4,018 |
4,103 |
85 |
2.1% |
10,663 |
|
| Daily Pivots for day following 02-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.878 |
5.732 |
5.110 |
|
| R3 |
5.549 |
5.403 |
5.019 |
|
| R2 |
5.220 |
5.220 |
4.989 |
|
| R1 |
5.074 |
5.074 |
4.959 |
5.147 |
| PP |
4.891 |
4.891 |
4.891 |
4.927 |
| S1 |
4.745 |
4.745 |
4.899 |
4.818 |
| S2 |
4.562 |
4.562 |
4.869 |
|
| S3 |
4.233 |
4.416 |
4.839 |
|
| S4 |
3.904 |
4.087 |
4.748 |
|
|
| Weekly Pivots for week ending 30-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.697 |
5.539 |
4.974 |
|
| R3 |
5.416 |
5.258 |
4.896 |
|
| R2 |
5.135 |
5.135 |
4.871 |
|
| R1 |
4.977 |
4.977 |
4.845 |
4.916 |
| PP |
4.854 |
4.854 |
4.854 |
4.823 |
| S1 |
4.696 |
4.696 |
4.793 |
4.635 |
| S2 |
4.573 |
4.573 |
4.767 |
|
| S3 |
4.292 |
4.415 |
4.742 |
|
| S4 |
4.011 |
4.134 |
4.664 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5.036 |
4.707 |
0.329 |
6.7% |
0.223 |
4.5% |
67% |
True |
True |
2,719 |
| 10 |
5.168 |
4.707 |
0.461 |
9.4% |
0.201 |
4.1% |
48% |
False |
True |
2,087 |
| 20 |
6.521 |
4.707 |
1.814 |
36.8% |
0.217 |
4.4% |
12% |
False |
True |
1,943 |
| 40 |
6.640 |
4.707 |
1.933 |
39.2% |
0.204 |
4.1% |
11% |
False |
True |
1,677 |
| 60 |
7.700 |
4.707 |
2.993 |
60.7% |
0.213 |
4.3% |
7% |
False |
True |
1,478 |
| 80 |
7.708 |
4.707 |
3.001 |
60.9% |
0.208 |
4.2% |
7% |
False |
True |
1,352 |
| 100 |
8.598 |
4.707 |
3.891 |
78.9% |
0.210 |
4.3% |
6% |
False |
True |
1,210 |
| 120 |
9.250 |
4.707 |
4.543 |
92.2% |
0.212 |
4.3% |
5% |
False |
True |
1,097 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6.434 |
|
2.618 |
5.897 |
|
1.618 |
5.568 |
|
1.000 |
5.365 |
|
0.618 |
5.239 |
|
HIGH |
5.036 |
|
0.618 |
4.910 |
|
0.500 |
4.872 |
|
0.382 |
4.833 |
|
LOW |
4.707 |
|
0.618 |
4.504 |
|
1.000 |
4.378 |
|
1.618 |
4.175 |
|
2.618 |
3.846 |
|
4.250 |
3.309 |
|
|
| Fisher Pivots for day following 02-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
4.910 |
4.910 |
| PP |
4.891 |
4.891 |
| S1 |
4.872 |
4.872 |
|