NYMEX Natural Gas Future July 2009
| Trading Metrics calculated at close of trading on 04-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Feb-2009 |
04-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
5.035 |
4.950 |
-0.085 |
-1.7% |
4.820 |
| High |
5.070 |
5.113 |
0.043 |
0.8% |
5.012 |
| Low |
4.798 |
4.949 |
0.151 |
3.1% |
4.731 |
| Close |
4.944 |
5.015 |
0.071 |
1.4% |
4.819 |
| Range |
0.272 |
0.164 |
-0.108 |
-39.7% |
0.281 |
| ATR |
0.228 |
0.224 |
-0.004 |
-1.9% |
0.000 |
| Volume |
5,040 |
4,034 |
-1,006 |
-20.0% |
10,663 |
|
| Daily Pivots for day following 04-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.518 |
5.430 |
5.105 |
|
| R3 |
5.354 |
5.266 |
5.060 |
|
| R2 |
5.190 |
5.190 |
5.045 |
|
| R1 |
5.102 |
5.102 |
5.030 |
5.146 |
| PP |
5.026 |
5.026 |
5.026 |
5.048 |
| S1 |
4.938 |
4.938 |
5.000 |
4.982 |
| S2 |
4.862 |
4.862 |
4.985 |
|
| S3 |
4.698 |
4.774 |
4.970 |
|
| S4 |
4.534 |
4.610 |
4.925 |
|
|
| 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 |
5.113 |
4.707 |
0.406 |
8.1% |
0.245 |
4.9% |
76% |
True |
False |
3,765 |
| 10 |
5.113 |
4.707 |
0.406 |
8.1% |
0.214 |
4.3% |
76% |
True |
False |
2,786 |
| 20 |
6.390 |
4.707 |
1.683 |
33.6% |
0.214 |
4.3% |
18% |
False |
False |
2,268 |
| 40 |
6.521 |
4.707 |
1.814 |
36.2% |
0.204 |
4.1% |
17% |
False |
False |
1,807 |
| 60 |
7.670 |
4.707 |
2.963 |
59.1% |
0.212 |
4.2% |
10% |
False |
False |
1,593 |
| 80 |
7.708 |
4.707 |
3.001 |
59.8% |
0.209 |
4.2% |
10% |
False |
False |
1,430 |
| 100 |
8.598 |
4.707 |
3.891 |
77.6% |
0.211 |
4.2% |
8% |
False |
False |
1,287 |
| 120 |
9.240 |
4.707 |
4.533 |
90.4% |
0.211 |
4.2% |
7% |
False |
False |
1,164 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5.810 |
|
2.618 |
5.542 |
|
1.618 |
5.378 |
|
1.000 |
5.277 |
|
0.618 |
5.214 |
|
HIGH |
5.113 |
|
0.618 |
5.050 |
|
0.500 |
5.031 |
|
0.382 |
5.012 |
|
LOW |
4.949 |
|
0.618 |
4.848 |
|
1.000 |
4.785 |
|
1.618 |
4.684 |
|
2.618 |
4.520 |
|
4.250 |
4.252 |
|
|
| Fisher Pivots for day following 04-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
5.031 |
4.980 |
| PP |
5.026 |
4.945 |
| S1 |
5.020 |
4.910 |
|