NYMEX Natural Gas Future June 2009
Trading Metrics calculated at close of trading on 03-Mar-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Mar-2009 |
03-Mar-2009 |
Change |
Change % |
Previous Week |
Open |
4.446 |
4.410 |
-0.036 |
-0.8% |
4.300 |
High |
4.535 |
4.513 |
-0.022 |
-0.5% |
4.505 |
Low |
4.148 |
4.380 |
0.232 |
5.6% |
4.146 |
Close |
4.360 |
4.474 |
0.114 |
2.6% |
4.408 |
Range |
0.387 |
0.133 |
-0.254 |
-65.6% |
0.359 |
ATR |
0.233 |
0.227 |
-0.006 |
-2.4% |
0.000 |
Volume |
8,485 |
7,987 |
-498 |
-5.9% |
23,325 |
|
Daily Pivots for day following 03-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.855 |
4.797 |
4.547 |
|
R3 |
4.722 |
4.664 |
4.511 |
|
R2 |
4.589 |
4.589 |
4.498 |
|
R1 |
4.531 |
4.531 |
4.486 |
4.560 |
PP |
4.456 |
4.456 |
4.456 |
4.470 |
S1 |
4.398 |
4.398 |
4.462 |
4.427 |
S2 |
4.323 |
4.323 |
4.450 |
|
S3 |
4.190 |
4.265 |
4.437 |
|
S4 |
4.057 |
4.132 |
4.401 |
|
|
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 |
8.7% |
0.242 |
5.4% |
84% |
False |
False |
6,429 |
10 |
4.535 |
4.146 |
0.389 |
8.7% |
0.203 |
4.5% |
84% |
False |
False |
5,351 |
20 |
5.140 |
4.146 |
0.994 |
22.2% |
0.216 |
4.8% |
33% |
False |
False |
5,464 |
40 |
6.413 |
4.146 |
2.267 |
50.7% |
0.220 |
4.9% |
14% |
False |
False |
4,003 |
60 |
6.544 |
4.146 |
2.398 |
53.6% |
0.216 |
4.8% |
14% |
False |
False |
3,163 |
80 |
7.573 |
4.146 |
3.427 |
76.6% |
0.221 |
4.9% |
10% |
False |
False |
2,694 |
100 |
7.599 |
4.146 |
3.453 |
77.2% |
0.219 |
4.9% |
9% |
False |
False |
2,401 |
120 |
8.545 |
4.146 |
4.399 |
98.3% |
0.220 |
4.9% |
7% |
False |
False |
2,138 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.078 |
2.618 |
4.861 |
1.618 |
4.728 |
1.000 |
4.646 |
0.618 |
4.595 |
HIGH |
4.513 |
0.618 |
4.462 |
0.500 |
4.447 |
0.382 |
4.431 |
LOW |
4.380 |
0.618 |
4.298 |
1.000 |
4.247 |
1.618 |
4.165 |
2.618 |
4.032 |
4.250 |
3.815 |
|
|
Fisher Pivots for day following 03-Mar-2009 |
Pivot |
1 day |
3 day |
R1 |
4.465 |
4.430 |
PP |
4.456 |
4.385 |
S1 |
4.447 |
4.341 |
|