NYMEX Natural Gas Future November 2009
| Trading Metrics calculated at close of trading on 02-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jan-2009 |
02-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
5.795 |
5.600 |
-0.195 |
-3.4% |
5.635 |
| High |
5.795 |
5.800 |
0.005 |
0.1% |
5.816 |
| Low |
5.650 |
5.564 |
-0.086 |
-1.5% |
5.611 |
| Close |
5.672 |
5.705 |
0.033 |
0.6% |
5.672 |
| Range |
0.145 |
0.236 |
0.091 |
62.8% |
0.205 |
| ATR |
0.187 |
0.190 |
0.004 |
1.9% |
0.000 |
| Volume |
1,364 |
938 |
-426 |
-31.2% |
5,261 |
|
| Daily Pivots for day following 02-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6.398 |
6.287 |
5.835 |
|
| R3 |
6.162 |
6.051 |
5.770 |
|
| R2 |
5.926 |
5.926 |
5.748 |
|
| R1 |
5.815 |
5.815 |
5.727 |
5.871 |
| PP |
5.690 |
5.690 |
5.690 |
5.717 |
| S1 |
5.579 |
5.579 |
5.683 |
5.635 |
| S2 |
5.454 |
5.454 |
5.662 |
|
| S3 |
5.218 |
5.343 |
5.640 |
|
| S4 |
4.982 |
5.107 |
5.575 |
|
|
| Weekly Pivots for week ending 30-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6.315 |
6.198 |
5.785 |
|
| R3 |
6.110 |
5.993 |
5.728 |
|
| R2 |
5.905 |
5.905 |
5.710 |
|
| R1 |
5.788 |
5.788 |
5.691 |
5.847 |
| PP |
5.700 |
5.700 |
5.700 |
5.729 |
| S1 |
5.583 |
5.583 |
5.653 |
5.642 |
| S2 |
5.495 |
5.495 |
5.634 |
|
| S3 |
5.290 |
5.378 |
5.616 |
|
| S4 |
5.085 |
5.173 |
5.559 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6.803 |
|
2.618 |
6.418 |
|
1.618 |
6.182 |
|
1.000 |
6.036 |
|
0.618 |
5.946 |
|
HIGH |
5.800 |
|
0.618 |
5.710 |
|
0.500 |
5.682 |
|
0.382 |
5.654 |
|
LOW |
5.564 |
|
0.618 |
5.418 |
|
1.000 |
5.328 |
|
1.618 |
5.182 |
|
2.618 |
4.946 |
|
4.250 |
4.561 |
|
|
| Fisher Pivots for day following 02-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
5.697 |
5.700 |
| PP |
5.690 |
5.695 |
| S1 |
5.682 |
5.690 |
|