NYMEX Natural Gas Future June 2009
Trading Metrics calculated at close of trading on 02-Mar-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Feb-2009 |
02-Mar-2009 |
Change |
Change % |
Previous Week |
Open |
4.343 |
4.446 |
0.103 |
2.4% |
4.300 |
High |
4.505 |
4.535 |
0.030 |
0.7% |
4.505 |
Low |
4.146 |
4.148 |
0.002 |
0.0% |
4.146 |
Close |
4.408 |
4.360 |
-0.048 |
-1.1% |
4.408 |
Range |
0.359 |
0.387 |
0.028 |
7.8% |
0.359 |
ATR |
0.221 |
0.233 |
0.012 |
5.4% |
0.000 |
Volume |
5,027 |
8,485 |
3,458 |
68.8% |
23,325 |
|
Daily Pivots for day following 02-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.509 |
5.321 |
4.573 |
|
R3 |
5.122 |
4.934 |
4.466 |
|
R2 |
4.735 |
4.735 |
4.431 |
|
R1 |
4.547 |
4.547 |
4.395 |
4.448 |
PP |
4.348 |
4.348 |
4.348 |
4.298 |
S1 |
4.160 |
4.160 |
4.325 |
4.061 |
S2 |
3.961 |
3.961 |
4.289 |
|
S3 |
3.574 |
3.773 |
4.254 |
|
S4 |
3.187 |
3.386 |
4.147 |
|
|
Weekly Pivots for week ending 27-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.430 |
5.278 |
4.605 |
|
R3 |
5.071 |
4.919 |
4.507 |
|
R2 |
4.712 |
4.712 |
4.474 |
|
R1 |
4.560 |
4.560 |
4.441 |
4.636 |
PP |
4.353 |
4.353 |
4.353 |
4.391 |
S1 |
4.201 |
4.201 |
4.375 |
4.277 |
S2 |
3.994 |
3.994 |
4.342 |
|
S3 |
3.635 |
3.842 |
4.309 |
|
S4 |
3.276 |
3.483 |
4.211 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.535 |
4.146 |
0.389 |
8.9% |
0.255 |
5.9% |
55% |
True |
False |
5,528 |
10 |
4.595 |
4.146 |
0.449 |
10.3% |
0.211 |
4.8% |
48% |
False |
False |
4,958 |
20 |
5.140 |
4.146 |
0.994 |
22.8% |
0.227 |
5.2% |
22% |
False |
False |
5,327 |
40 |
6.413 |
4.146 |
2.267 |
52.0% |
0.228 |
5.2% |
9% |
False |
False |
3,845 |
60 |
6.627 |
4.146 |
2.481 |
56.9% |
0.216 |
5.0% |
9% |
False |
False |
3,066 |
80 |
7.599 |
4.146 |
3.453 |
79.2% |
0.224 |
5.1% |
6% |
False |
False |
2,608 |
100 |
7.599 |
4.146 |
3.453 |
79.2% |
0.219 |
5.0% |
6% |
False |
False |
2,341 |
120 |
8.545 |
4.146 |
4.399 |
100.9% |
0.222 |
5.1% |
5% |
False |
False |
2,074 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6.180 |
2.618 |
5.548 |
1.618 |
5.161 |
1.000 |
4.922 |
0.618 |
4.774 |
HIGH |
4.535 |
0.618 |
4.387 |
0.500 |
4.342 |
0.382 |
4.296 |
LOW |
4.148 |
0.618 |
3.909 |
1.000 |
3.761 |
1.618 |
3.522 |
2.618 |
3.135 |
4.250 |
2.503 |
|
|
Fisher Pivots for day following 02-Mar-2009 |
Pivot |
1 day |
3 day |
R1 |
4.354 |
4.354 |
PP |
4.348 |
4.347 |
S1 |
4.342 |
4.341 |
|