NYMEX Natural Gas Future August 2009
| Trading Metrics calculated at close of trading on 24-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Feb-2009 |
24-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
4.551 |
4.485 |
-0.066 |
-1.5% |
4.850 |
| High |
4.617 |
4.637 |
0.020 |
0.4% |
4.850 |
| Low |
4.480 |
4.450 |
-0.030 |
-0.7% |
4.438 |
| Close |
4.533 |
4.628 |
0.095 |
2.1% |
4.478 |
| Range |
0.137 |
0.187 |
0.050 |
36.5% |
0.412 |
| ATR |
0.201 |
0.200 |
-0.001 |
-0.5% |
0.000 |
| Volume |
927 |
1,072 |
145 |
15.6% |
5,693 |
|
| Daily Pivots for day following 24-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.133 |
5.067 |
4.731 |
|
| R3 |
4.946 |
4.880 |
4.679 |
|
| R2 |
4.759 |
4.759 |
4.662 |
|
| R1 |
4.693 |
4.693 |
4.645 |
4.726 |
| PP |
4.572 |
4.572 |
4.572 |
4.588 |
| S1 |
4.506 |
4.506 |
4.611 |
4.539 |
| S2 |
4.385 |
4.385 |
4.594 |
|
| S3 |
4.198 |
4.319 |
4.577 |
|
| S4 |
4.011 |
4.132 |
4.525 |
|
|
| Weekly Pivots for week ending 20-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.825 |
5.563 |
4.705 |
|
| R3 |
5.413 |
5.151 |
4.591 |
|
| R2 |
5.001 |
5.001 |
4.554 |
|
| R1 |
4.739 |
4.739 |
4.516 |
4.664 |
| PP |
4.589 |
4.589 |
4.589 |
4.551 |
| S1 |
4.327 |
4.327 |
4.440 |
4.252 |
| S2 |
4.177 |
4.177 |
4.402 |
|
| S3 |
3.765 |
3.915 |
4.365 |
|
| S4 |
3.353 |
3.503 |
4.251 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.700 |
4.438 |
0.262 |
5.7% |
0.146 |
3.1% |
73% |
False |
False |
1,411 |
| 10 |
5.316 |
4.438 |
0.878 |
19.0% |
0.179 |
3.9% |
22% |
False |
False |
1,395 |
| 20 |
5.350 |
4.438 |
0.912 |
19.7% |
0.195 |
4.2% |
21% |
False |
False |
1,507 |
| 40 |
6.619 |
4.438 |
2.181 |
47.1% |
0.198 |
4.3% |
9% |
False |
False |
1,183 |
| 60 |
7.153 |
4.438 |
2.715 |
58.7% |
0.195 |
4.2% |
7% |
False |
False |
1,055 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5.432 |
|
2.618 |
5.127 |
|
1.618 |
4.940 |
|
1.000 |
4.824 |
|
0.618 |
4.753 |
|
HIGH |
4.637 |
|
0.618 |
4.566 |
|
0.500 |
4.544 |
|
0.382 |
4.521 |
|
LOW |
4.450 |
|
0.618 |
4.334 |
|
1.000 |
4.263 |
|
1.618 |
4.147 |
|
2.618 |
3.960 |
|
4.250 |
3.655 |
|
|
| Fisher Pivots for day following 24-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
4.600 |
4.598 |
| PP |
4.572 |
4.568 |
| S1 |
4.544 |
4.538 |
|