NYMEX Natural Gas Future June 2009
Trading Metrics calculated at close of trading on 04-Mar-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Mar-2009 |
04-Mar-2009 |
Change |
Change % |
Previous Week |
Open |
4.410 |
4.474 |
0.064 |
1.5% |
4.300 |
High |
4.513 |
4.548 |
0.035 |
0.8% |
4.505 |
Low |
4.380 |
4.340 |
-0.040 |
-0.9% |
4.146 |
Close |
4.474 |
4.542 |
0.068 |
1.5% |
4.408 |
Range |
0.133 |
0.208 |
0.075 |
56.4% |
0.359 |
ATR |
0.227 |
0.226 |
-0.001 |
-0.6% |
0.000 |
Volume |
7,987 |
6,090 |
-1,897 |
-23.8% |
23,325 |
|
Daily Pivots for day following 04-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.101 |
5.029 |
4.656 |
|
R3 |
4.893 |
4.821 |
4.599 |
|
R2 |
4.685 |
4.685 |
4.580 |
|
R1 |
4.613 |
4.613 |
4.561 |
4.649 |
PP |
4.477 |
4.477 |
4.477 |
4.495 |
S1 |
4.405 |
4.405 |
4.523 |
4.441 |
S2 |
4.269 |
4.269 |
4.504 |
|
S3 |
4.061 |
4.197 |
4.485 |
|
S4 |
3.853 |
3.989 |
4.428 |
|
|
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 |
4.548 |
4.146 |
0.402 |
8.9% |
0.238 |
5.2% |
99% |
True |
False |
6,308 |
10 |
4.548 |
4.146 |
0.402 |
8.9% |
0.209 |
4.6% |
99% |
True |
False |
5,630 |
20 |
5.140 |
4.146 |
0.994 |
21.9% |
0.213 |
4.7% |
40% |
False |
False |
5,538 |
40 |
6.413 |
4.146 |
2.267 |
49.9% |
0.220 |
4.8% |
17% |
False |
False |
4,138 |
60 |
6.413 |
4.146 |
2.267 |
49.9% |
0.214 |
4.7% |
17% |
False |
False |
3,236 |
80 |
7.550 |
4.146 |
3.404 |
74.9% |
0.222 |
4.9% |
12% |
False |
False |
2,751 |
100 |
7.599 |
4.146 |
3.453 |
76.0% |
0.219 |
4.8% |
11% |
False |
False |
2,444 |
120 |
8.545 |
4.146 |
4.399 |
96.9% |
0.220 |
4.9% |
9% |
False |
False |
2,185 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.432 |
2.618 |
5.093 |
1.618 |
4.885 |
1.000 |
4.756 |
0.618 |
4.677 |
HIGH |
4.548 |
0.618 |
4.469 |
0.500 |
4.444 |
0.382 |
4.419 |
LOW |
4.340 |
0.618 |
4.211 |
1.000 |
4.132 |
1.618 |
4.003 |
2.618 |
3.795 |
4.250 |
3.456 |
|
|
Fisher Pivots for day following 04-Mar-2009 |
Pivot |
1 day |
3 day |
R1 |
4.509 |
4.477 |
PP |
4.477 |
4.413 |
S1 |
4.444 |
4.348 |
|