NYMEX Natural Gas Future July 2009
| Trading Metrics calculated at close of trading on 26-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Feb-2009 |
26-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
4.524 |
4.405 |
-0.119 |
-2.6% |
4.650 |
| High |
4.547 |
4.485 |
-0.062 |
-1.4% |
4.717 |
| Low |
4.368 |
4.388 |
0.020 |
0.5% |
4.354 |
| Close |
4.396 |
4.447 |
0.051 |
1.2% |
4.391 |
| Range |
0.179 |
0.097 |
-0.082 |
-45.8% |
0.363 |
| ATR |
0.207 |
0.199 |
-0.008 |
-3.8% |
0.000 |
| Volume |
7,928 |
14,117 |
6,189 |
78.1% |
15,727 |
|
| Daily Pivots for day following 26-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.731 |
4.686 |
4.500 |
|
| R3 |
4.634 |
4.589 |
4.474 |
|
| R2 |
4.537 |
4.537 |
4.465 |
|
| R1 |
4.492 |
4.492 |
4.456 |
4.515 |
| PP |
4.440 |
4.440 |
4.440 |
4.451 |
| S1 |
4.395 |
4.395 |
4.438 |
4.418 |
| S2 |
4.343 |
4.343 |
4.429 |
|
| S3 |
4.246 |
4.298 |
4.420 |
|
| S4 |
4.149 |
4.201 |
4.394 |
|
|
| Weekly Pivots for week ending 20-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.576 |
5.347 |
4.591 |
|
| R3 |
5.213 |
4.984 |
4.491 |
|
| R2 |
4.850 |
4.850 |
4.458 |
|
| R1 |
4.621 |
4.621 |
4.424 |
4.554 |
| PP |
4.487 |
4.487 |
4.487 |
4.454 |
| S1 |
4.258 |
4.258 |
4.358 |
4.191 |
| S2 |
4.124 |
4.124 |
4.324 |
|
| S3 |
3.761 |
3.895 |
4.291 |
|
| S4 |
3.398 |
3.532 |
4.191 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.582 |
4.354 |
0.228 |
5.1% |
0.136 |
3.1% |
41% |
False |
False |
7,292 |
| 10 |
5.032 |
4.354 |
0.678 |
15.2% |
0.157 |
3.5% |
14% |
False |
False |
5,284 |
| 20 |
5.280 |
4.354 |
0.926 |
20.8% |
0.201 |
4.5% |
10% |
False |
False |
4,418 |
| 40 |
6.521 |
4.354 |
2.167 |
48.7% |
0.208 |
4.7% |
4% |
False |
False |
3,029 |
| 60 |
6.892 |
4.354 |
2.538 |
57.1% |
0.199 |
4.5% |
4% |
False |
False |
2,466 |
| 80 |
7.708 |
4.354 |
3.354 |
75.4% |
0.210 |
4.7% |
3% |
False |
False |
2,128 |
| 100 |
8.072 |
4.354 |
3.718 |
83.6% |
0.205 |
4.6% |
3% |
False |
False |
1,895 |
| 120 |
8.626 |
4.354 |
4.272 |
96.1% |
0.208 |
4.7% |
2% |
False |
False |
1,677 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.897 |
|
2.618 |
4.739 |
|
1.618 |
4.642 |
|
1.000 |
4.582 |
|
0.618 |
4.545 |
|
HIGH |
4.485 |
|
0.618 |
4.448 |
|
0.500 |
4.437 |
|
0.382 |
4.425 |
|
LOW |
4.388 |
|
0.618 |
4.328 |
|
1.000 |
4.291 |
|
1.618 |
4.231 |
|
2.618 |
4.134 |
|
4.250 |
3.976 |
|
|
| Fisher Pivots for day following 26-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
4.444 |
4.475 |
| PP |
4.440 |
4.466 |
| S1 |
4.437 |
4.456 |
|