NYMEX Natural Gas Future June 2009
Trading Metrics calculated at close of trading on 05-Mar-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Mar-2009 |
05-Mar-2009 |
Change |
Change % |
Previous Week |
Open |
4.474 |
4.551 |
0.077 |
1.7% |
4.300 |
High |
4.548 |
4.586 |
0.038 |
0.8% |
4.505 |
Low |
4.340 |
4.280 |
-0.060 |
-1.4% |
4.146 |
Close |
4.542 |
4.306 |
-0.236 |
-5.2% |
4.408 |
Range |
0.208 |
0.306 |
0.098 |
47.1% |
0.359 |
ATR |
0.226 |
0.232 |
0.006 |
2.5% |
0.000 |
Volume |
6,090 |
7,709 |
1,619 |
26.6% |
23,325 |
|
Daily Pivots for day following 05-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.309 |
5.113 |
4.474 |
|
R3 |
5.003 |
4.807 |
4.390 |
|
R2 |
4.697 |
4.697 |
4.362 |
|
R1 |
4.501 |
4.501 |
4.334 |
4.446 |
PP |
4.391 |
4.391 |
4.391 |
4.363 |
S1 |
4.195 |
4.195 |
4.278 |
4.140 |
S2 |
4.085 |
4.085 |
4.250 |
|
S3 |
3.779 |
3.889 |
4.222 |
|
S4 |
3.473 |
3.583 |
4.138 |
|
|
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 |
4.586 |
4.146 |
0.440 |
10.2% |
0.279 |
6.5% |
36% |
True |
False |
7,059 |
10 |
4.586 |
4.146 |
0.440 |
10.2% |
0.214 |
5.0% |
36% |
True |
False |
5,785 |
20 |
5.140 |
4.146 |
0.994 |
23.1% |
0.220 |
5.1% |
16% |
False |
False |
5,641 |
40 |
6.278 |
4.146 |
2.132 |
49.5% |
0.220 |
5.1% |
8% |
False |
False |
4,266 |
60 |
6.413 |
4.146 |
2.267 |
52.6% |
0.217 |
5.0% |
7% |
False |
False |
3,336 |
80 |
7.532 |
4.146 |
3.386 |
78.6% |
0.222 |
5.2% |
5% |
False |
False |
2,836 |
100 |
7.599 |
4.146 |
3.453 |
80.2% |
0.221 |
5.1% |
5% |
False |
False |
2,511 |
120 |
8.545 |
4.146 |
4.399 |
102.2% |
0.221 |
5.1% |
4% |
False |
False |
2,241 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.887 |
2.618 |
5.387 |
1.618 |
5.081 |
1.000 |
4.892 |
0.618 |
4.775 |
HIGH |
4.586 |
0.618 |
4.469 |
0.500 |
4.433 |
0.382 |
4.397 |
LOW |
4.280 |
0.618 |
4.091 |
1.000 |
3.974 |
1.618 |
3.785 |
2.618 |
3.479 |
4.250 |
2.980 |
|
|
Fisher Pivots for day following 05-Mar-2009 |
Pivot |
1 day |
3 day |
R1 |
4.433 |
4.433 |
PP |
4.391 |
4.391 |
S1 |
4.348 |
4.348 |
|