NYMEX Natural Gas Future October 2009
| Trading Metrics calculated at close of trading on 03-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Feb-2009 |
03-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
5.000 |
5.240 |
0.240 |
4.8% |
5.110 |
| High |
5.292 |
5.310 |
0.018 |
0.3% |
5.278 |
| Low |
4.976 |
5.065 |
0.089 |
1.8% |
5.020 |
| Close |
5.187 |
5.198 |
0.011 |
0.2% |
5.097 |
| Range |
0.316 |
0.245 |
-0.071 |
-22.5% |
0.258 |
| ATR |
0.226 |
0.227 |
0.001 |
0.6% |
0.000 |
| Volume |
5,212 |
6,470 |
1,258 |
24.1% |
18,788 |
|
| Daily Pivots for day following 03-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.926 |
5.807 |
5.333 |
|
| R3 |
5.681 |
5.562 |
5.265 |
|
| R2 |
5.436 |
5.436 |
5.243 |
|
| R1 |
5.317 |
5.317 |
5.220 |
5.254 |
| PP |
5.191 |
5.191 |
5.191 |
5.160 |
| S1 |
5.072 |
5.072 |
5.176 |
5.009 |
| S2 |
4.946 |
4.946 |
5.153 |
|
| S3 |
4.701 |
4.827 |
5.131 |
|
| S4 |
4.456 |
4.582 |
5.063 |
|
|
| Weekly Pivots for week ending 30-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.906 |
5.759 |
5.239 |
|
| R3 |
5.648 |
5.501 |
5.168 |
|
| R2 |
5.390 |
5.390 |
5.144 |
|
| R1 |
5.243 |
5.243 |
5.121 |
5.188 |
| PP |
5.132 |
5.132 |
5.132 |
5.104 |
| S1 |
4.985 |
4.985 |
5.073 |
4.930 |
| S2 |
4.874 |
4.874 |
5.050 |
|
| S3 |
4.616 |
4.727 |
5.026 |
|
| S4 |
4.358 |
4.469 |
4.955 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6.351 |
|
2.618 |
5.951 |
|
1.618 |
5.706 |
|
1.000 |
5.555 |
|
0.618 |
5.461 |
|
HIGH |
5.310 |
|
0.618 |
5.216 |
|
0.500 |
5.188 |
|
0.382 |
5.159 |
|
LOW |
5.065 |
|
0.618 |
4.914 |
|
1.000 |
4.820 |
|
1.618 |
4.669 |
|
2.618 |
4.424 |
|
4.250 |
4.024 |
|
|
| Fisher Pivots for day following 03-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
5.195 |
5.180 |
| PP |
5.191 |
5.161 |
| S1 |
5.188 |
5.143 |
|