NYMEX Natural Gas Future June 2009
Trading Metrics calculated at close of trading on 10-Mar-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Mar-2009 |
10-Mar-2009 |
Change |
Change % |
Previous Week |
Open |
4.100 |
4.010 |
-0.090 |
-2.2% |
4.446 |
High |
4.164 |
4.136 |
-0.028 |
-0.7% |
4.586 |
Low |
4.003 |
4.004 |
0.001 |
0.0% |
4.122 |
Close |
4.047 |
4.027 |
-0.020 |
-0.5% |
4.142 |
Range |
0.161 |
0.132 |
-0.029 |
-18.0% |
0.464 |
ATR |
0.227 |
0.220 |
-0.007 |
-3.0% |
0.000 |
Volume |
10,716 |
18,254 |
7,538 |
70.3% |
40,302 |
|
Daily Pivots for day following 10-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.452 |
4.371 |
4.100 |
|
R3 |
4.320 |
4.239 |
4.063 |
|
R2 |
4.188 |
4.188 |
4.051 |
|
R1 |
4.107 |
4.107 |
4.039 |
4.148 |
PP |
4.056 |
4.056 |
4.056 |
4.076 |
S1 |
3.975 |
3.975 |
4.015 |
4.016 |
S2 |
3.924 |
3.924 |
4.003 |
|
S3 |
3.792 |
3.843 |
3.991 |
|
S4 |
3.660 |
3.711 |
3.954 |
|
|
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 |
14.5% |
0.209 |
5.2% |
4% |
False |
False |
10,560 |
10 |
4.586 |
4.003 |
0.583 |
14.5% |
0.226 |
5.6% |
4% |
False |
False |
8,494 |
20 |
5.132 |
4.003 |
1.129 |
28.0% |
0.212 |
5.3% |
2% |
False |
False |
6,976 |
40 |
5.824 |
4.003 |
1.821 |
45.2% |
0.214 |
5.3% |
1% |
False |
False |
5,098 |
60 |
6.413 |
4.003 |
2.410 |
59.8% |
0.217 |
5.4% |
1% |
False |
False |
3,897 |
80 |
7.028 |
4.003 |
3.025 |
75.1% |
0.220 |
5.5% |
1% |
False |
False |
3,292 |
100 |
7.599 |
4.003 |
3.596 |
89.3% |
0.222 |
5.5% |
1% |
False |
False |
2,865 |
120 |
8.545 |
4.003 |
4.542 |
112.8% |
0.220 |
5.5% |
1% |
False |
False |
2,553 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.697 |
2.618 |
4.482 |
1.618 |
4.350 |
1.000 |
4.268 |
0.618 |
4.218 |
HIGH |
4.136 |
0.618 |
4.086 |
0.500 |
4.070 |
0.382 |
4.054 |
LOW |
4.004 |
0.618 |
3.922 |
1.000 |
3.872 |
1.618 |
3.790 |
2.618 |
3.658 |
4.250 |
3.443 |
|
|
Fisher Pivots for day following 10-Mar-2009 |
Pivot |
1 day |
3 day |
R1 |
4.070 |
4.182 |
PP |
4.056 |
4.130 |
S1 |
4.041 |
4.079 |
|