NYMEX Natural Gas Future July 2009
| Trading Metrics calculated at close of trading on 09-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Feb-2009 |
09-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
5.037 |
5.115 |
0.078 |
1.5% |
4.749 |
| High |
5.186 |
5.280 |
0.094 |
1.8% |
5.186 |
| Low |
4.922 |
5.055 |
0.133 |
2.7% |
4.707 |
| Close |
5.161 |
5.216 |
0.055 |
1.1% |
5.161 |
| Range |
0.264 |
0.225 |
-0.039 |
-14.8% |
0.479 |
| ATR |
0.224 |
0.224 |
0.000 |
0.0% |
0.000 |
| Volume |
4,068 |
3,889 |
-179 |
-4.4% |
20,059 |
|
| Daily Pivots for day following 09-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.859 |
5.762 |
5.340 |
|
| R3 |
5.634 |
5.537 |
5.278 |
|
| R2 |
5.409 |
5.409 |
5.257 |
|
| R1 |
5.312 |
5.312 |
5.237 |
5.361 |
| PP |
5.184 |
5.184 |
5.184 |
5.208 |
| S1 |
5.087 |
5.087 |
5.195 |
5.136 |
| S2 |
4.959 |
4.959 |
5.175 |
|
| S3 |
4.734 |
4.862 |
5.154 |
|
| S4 |
4.509 |
4.637 |
5.092 |
|
|
| Weekly Pivots for week ending 06-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6.455 |
6.287 |
5.424 |
|
| R3 |
5.976 |
5.808 |
5.293 |
|
| R2 |
5.497 |
5.497 |
5.249 |
|
| R1 |
5.329 |
5.329 |
5.205 |
5.413 |
| PP |
5.018 |
5.018 |
5.018 |
5.060 |
| S1 |
4.850 |
4.850 |
5.117 |
4.934 |
| S2 |
4.539 |
4.539 |
5.073 |
|
| S3 |
4.060 |
4.371 |
5.029 |
|
| S4 |
3.581 |
3.892 |
4.898 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5.280 |
4.798 |
0.482 |
9.2% |
0.223 |
4.3% |
87% |
True |
False |
3,969 |
| 10 |
5.280 |
4.707 |
0.573 |
11.0% |
0.223 |
4.3% |
89% |
True |
False |
3,344 |
| 20 |
5.925 |
4.707 |
1.218 |
23.4% |
0.202 |
3.9% |
42% |
False |
False |
2,545 |
| 40 |
6.521 |
4.707 |
1.814 |
34.8% |
0.208 |
4.0% |
28% |
False |
False |
1,947 |
| 60 |
7.121 |
4.707 |
2.414 |
46.3% |
0.212 |
4.1% |
21% |
False |
False |
1,735 |
| 80 |
7.708 |
4.707 |
3.001 |
57.5% |
0.212 |
4.1% |
17% |
False |
False |
1,536 |
| 100 |
8.598 |
4.707 |
3.891 |
74.6% |
0.211 |
4.1% |
13% |
False |
False |
1,384 |
| 120 |
9.240 |
4.707 |
4.533 |
86.9% |
0.212 |
4.1% |
11% |
False |
False |
1,240 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6.236 |
|
2.618 |
5.869 |
|
1.618 |
5.644 |
|
1.000 |
5.505 |
|
0.618 |
5.419 |
|
HIGH |
5.280 |
|
0.618 |
5.194 |
|
0.500 |
5.168 |
|
0.382 |
5.141 |
|
LOW |
5.055 |
|
0.618 |
4.916 |
|
1.000 |
4.830 |
|
1.618 |
4.691 |
|
2.618 |
4.466 |
|
4.250 |
4.099 |
|
|
| Fisher Pivots for day following 09-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
5.200 |
5.178 |
| PP |
5.184 |
5.139 |
| S1 |
5.168 |
5.101 |
|