NYMEX Natural Gas Future July 2009
Trading Metrics calculated at close of trading on 11-Feb-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Feb-2009 |
11-Feb-2009 |
Change |
Change % |
Previous Week |
Open |
5.225 |
5.042 |
-0.183 |
-3.5% |
4.749 |
High |
5.269 |
5.126 |
-0.143 |
-2.7% |
5.186 |
Low |
4.961 |
4.886 |
-0.075 |
-1.5% |
4.707 |
Close |
4.983 |
4.953 |
-0.030 |
-0.6% |
5.161 |
Range |
0.308 |
0.240 |
-0.068 |
-22.1% |
0.479 |
ATR |
0.230 |
0.231 |
0.001 |
0.3% |
0.000 |
Volume |
3,006 |
2,926 |
-80 |
-2.7% |
20,059 |
|
Daily Pivots for day following 11-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.708 |
5.571 |
5.085 |
|
R3 |
5.468 |
5.331 |
5.019 |
|
R2 |
5.228 |
5.228 |
4.997 |
|
R1 |
5.091 |
5.091 |
4.975 |
5.040 |
PP |
4.988 |
4.988 |
4.988 |
4.963 |
S1 |
4.851 |
4.851 |
4.931 |
4.800 |
S2 |
4.748 |
4.748 |
4.909 |
|
S3 |
4.508 |
4.611 |
4.887 |
|
S4 |
4.268 |
4.371 |
4.821 |
|
|
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 |
4.886 |
0.394 |
8.0% |
0.245 |
4.9% |
17% |
False |
True |
3,340 |
10 |
5.280 |
4.707 |
0.573 |
11.6% |
0.245 |
4.9% |
43% |
False |
False |
3,553 |
20 |
5.600 |
4.707 |
0.893 |
18.0% |
0.207 |
4.2% |
28% |
False |
False |
2,687 |
40 |
6.521 |
4.707 |
1.814 |
36.6% |
0.214 |
4.3% |
14% |
False |
False |
2,008 |
60 |
7.121 |
4.707 |
2.414 |
48.7% |
0.212 |
4.3% |
10% |
False |
False |
1,801 |
80 |
7.708 |
4.707 |
3.001 |
60.6% |
0.216 |
4.4% |
8% |
False |
False |
1,590 |
100 |
8.598 |
4.707 |
3.891 |
78.6% |
0.210 |
4.2% |
6% |
False |
False |
1,423 |
120 |
9.240 |
4.707 |
4.533 |
91.5% |
0.214 |
4.3% |
5% |
False |
False |
1,275 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6.146 |
2.618 |
5.754 |
1.618 |
5.514 |
1.000 |
5.366 |
0.618 |
5.274 |
HIGH |
5.126 |
0.618 |
5.034 |
0.500 |
5.006 |
0.382 |
4.978 |
LOW |
4.886 |
0.618 |
4.738 |
1.000 |
4.646 |
1.618 |
4.498 |
2.618 |
4.258 |
4.250 |
3.866 |
|
|
Fisher Pivots for day following 11-Feb-2009 |
Pivot |
1 day |
3 day |
R1 |
5.006 |
5.083 |
PP |
4.988 |
5.040 |
S1 |
4.971 |
4.996 |
|