NYMEX Natural Gas Future August 2009
| Trading Metrics calculated at close of trading on 17-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Feb-2009 |
17-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
4.992 |
4.850 |
-0.142 |
-2.8% |
5.195 |
| High |
4.992 |
4.850 |
-0.142 |
-2.8% |
5.350 |
| Low |
4.868 |
4.608 |
-0.260 |
-5.3% |
4.868 |
| Close |
4.914 |
4.667 |
-0.247 |
-5.0% |
4.914 |
| Range |
0.124 |
0.242 |
0.118 |
95.2% |
0.482 |
| ATR |
0.214 |
0.220 |
0.007 |
3.1% |
0.000 |
| Volume |
2,178 |
634 |
-1,544 |
-70.9% |
8,331 |
|
| Daily Pivots for day following 17-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.434 |
5.293 |
4.800 |
|
| R3 |
5.192 |
5.051 |
4.734 |
|
| R2 |
4.950 |
4.950 |
4.711 |
|
| R1 |
4.809 |
4.809 |
4.689 |
4.759 |
| PP |
4.708 |
4.708 |
4.708 |
4.683 |
| S1 |
4.567 |
4.567 |
4.645 |
4.517 |
| S2 |
4.466 |
4.466 |
4.623 |
|
| S3 |
4.224 |
4.325 |
4.600 |
|
| S4 |
3.982 |
4.083 |
4.534 |
|
|
| Weekly Pivots for week ending 13-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6.490 |
6.184 |
5.179 |
|
| R3 |
6.008 |
5.702 |
5.047 |
|
| R2 |
5.526 |
5.526 |
5.002 |
|
| R1 |
5.220 |
5.220 |
4.958 |
5.132 |
| PP |
5.044 |
5.044 |
5.044 |
5.000 |
| S1 |
4.738 |
4.738 |
4.870 |
4.650 |
| S2 |
4.562 |
4.562 |
4.826 |
|
| S3 |
4.080 |
4.256 |
4.781 |
|
| S4 |
3.598 |
3.774 |
4.649 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5.316 |
4.608 |
0.708 |
15.2% |
0.212 |
4.5% |
8% |
False |
True |
1,378 |
| 10 |
5.350 |
4.608 |
0.742 |
15.9% |
0.210 |
4.5% |
8% |
False |
True |
1,627 |
| 20 |
5.350 |
4.608 |
0.742 |
15.9% |
0.204 |
4.4% |
8% |
False |
True |
1,331 |
| 40 |
6.619 |
4.608 |
2.011 |
43.1% |
0.210 |
4.5% |
3% |
False |
True |
1,107 |
| 60 |
7.211 |
4.608 |
2.603 |
55.8% |
0.197 |
4.2% |
2% |
False |
True |
1,024 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5.879 |
|
2.618 |
5.484 |
|
1.618 |
5.242 |
|
1.000 |
5.092 |
|
0.618 |
5.000 |
|
HIGH |
4.850 |
|
0.618 |
4.758 |
|
0.500 |
4.729 |
|
0.382 |
4.700 |
|
LOW |
4.608 |
|
0.618 |
4.458 |
|
1.000 |
4.366 |
|
1.618 |
4.216 |
|
2.618 |
3.974 |
|
4.250 |
3.580 |
|
|
| Fisher Pivots for day following 17-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
4.729 |
4.855 |
| PP |
4.708 |
4.792 |
| S1 |
4.688 |
4.730 |
|