NYMEX Natural Gas Future June 2009
Trading Metrics calculated at close of trading on 09-Mar-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Mar-2009 |
09-Mar-2009 |
Change |
Change % |
Previous Week |
Open |
4.310 |
4.100 |
-0.210 |
-4.9% |
4.446 |
High |
4.361 |
4.164 |
-0.197 |
-4.5% |
4.586 |
Low |
4.122 |
4.003 |
-0.119 |
-2.9% |
4.122 |
Close |
4.142 |
4.047 |
-0.095 |
-2.3% |
4.142 |
Range |
0.239 |
0.161 |
-0.078 |
-32.6% |
0.464 |
ATR |
0.232 |
0.227 |
-0.005 |
-2.2% |
0.000 |
Volume |
10,031 |
10,716 |
685 |
6.8% |
40,302 |
|
Daily Pivots for day following 09-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.554 |
4.462 |
4.136 |
|
R3 |
4.393 |
4.301 |
4.091 |
|
R2 |
4.232 |
4.232 |
4.077 |
|
R1 |
4.140 |
4.140 |
4.062 |
4.106 |
PP |
4.071 |
4.071 |
4.071 |
4.054 |
S1 |
3.979 |
3.979 |
4.032 |
3.945 |
S2 |
3.910 |
3.910 |
4.017 |
|
S3 |
3.749 |
3.818 |
4.003 |
|
S4 |
3.588 |
3.657 |
3.958 |
|
|
Weekly Pivots for week ending 06-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.675 |
5.373 |
4.397 |
|
R3 |
5.211 |
4.909 |
4.270 |
|
R2 |
4.747 |
4.747 |
4.227 |
|
R1 |
4.445 |
4.445 |
4.185 |
4.364 |
PP |
4.283 |
4.283 |
4.283 |
4.243 |
S1 |
3.981 |
3.981 |
4.099 |
3.900 |
S2 |
3.819 |
3.819 |
4.057 |
|
S3 |
3.355 |
3.517 |
4.014 |
|
S4 |
2.891 |
3.053 |
3.887 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.586 |
4.003 |
0.583 |
14.4% |
0.209 |
5.2% |
8% |
False |
True |
8,506 |
10 |
4.586 |
4.003 |
0.583 |
14.4% |
0.232 |
5.7% |
8% |
False |
True |
7,017 |
20 |
5.140 |
4.003 |
1.137 |
28.1% |
0.216 |
5.3% |
4% |
False |
True |
6,292 |
40 |
5.824 |
4.003 |
1.821 |
45.0% |
0.215 |
5.3% |
2% |
False |
True |
4,700 |
60 |
6.413 |
4.003 |
2.410 |
59.6% |
0.217 |
5.4% |
2% |
False |
True |
3,627 |
80 |
7.346 |
4.003 |
3.343 |
82.6% |
0.223 |
5.5% |
1% |
False |
True |
3,076 |
100 |
7.599 |
4.003 |
3.596 |
88.9% |
0.222 |
5.5% |
1% |
False |
True |
2,688 |
120 |
8.545 |
4.003 |
4.542 |
112.2% |
0.221 |
5.5% |
1% |
False |
True |
2,407 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.848 |
2.618 |
4.585 |
1.618 |
4.424 |
1.000 |
4.325 |
0.618 |
4.263 |
HIGH |
4.164 |
0.618 |
4.102 |
0.500 |
4.084 |
0.382 |
4.065 |
LOW |
4.003 |
0.618 |
3.904 |
1.000 |
3.842 |
1.618 |
3.743 |
2.618 |
3.582 |
4.250 |
3.319 |
|
|
Fisher Pivots for day following 09-Mar-2009 |
Pivot |
1 day |
3 day |
R1 |
4.084 |
4.295 |
PP |
4.071 |
4.212 |
S1 |
4.059 |
4.130 |
|