NYMEX Natural Gas Future June 2009
Trading Metrics calculated at close of trading on 11-Mar-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Mar-2009 |
11-Mar-2009 |
Change |
Change % |
Previous Week |
Open |
4.010 |
4.062 |
0.052 |
1.3% |
4.446 |
High |
4.136 |
4.083 |
-0.053 |
-1.3% |
4.586 |
Low |
4.004 |
3.970 |
-0.034 |
-0.8% |
4.122 |
Close |
4.027 |
3.976 |
-0.051 |
-1.3% |
4.142 |
Range |
0.132 |
0.113 |
-0.019 |
-14.4% |
0.464 |
ATR |
0.220 |
0.213 |
-0.008 |
-3.5% |
0.000 |
Volume |
18,254 |
12,453 |
-5,801 |
-31.8% |
40,302 |
|
Daily Pivots for day following 11-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.349 |
4.275 |
4.038 |
|
R3 |
4.236 |
4.162 |
4.007 |
|
R2 |
4.123 |
4.123 |
3.997 |
|
R1 |
4.049 |
4.049 |
3.986 |
4.030 |
PP |
4.010 |
4.010 |
4.010 |
4.000 |
S1 |
3.936 |
3.936 |
3.966 |
3.917 |
S2 |
3.897 |
3.897 |
3.955 |
|
S3 |
3.784 |
3.823 |
3.945 |
|
S4 |
3.671 |
3.710 |
3.914 |
|
|
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 |
3.970 |
0.616 |
15.5% |
0.190 |
4.8% |
1% |
False |
True |
11,832 |
10 |
4.586 |
3.970 |
0.616 |
15.5% |
0.214 |
5.4% |
1% |
False |
True |
9,070 |
20 |
4.998 |
3.970 |
1.028 |
25.9% |
0.202 |
5.1% |
1% |
False |
True |
7,421 |
40 |
5.665 |
3.970 |
1.695 |
42.6% |
0.212 |
5.3% |
0% |
False |
True |
5,334 |
60 |
6.413 |
3.970 |
2.443 |
61.4% |
0.215 |
5.4% |
0% |
False |
True |
4,075 |
80 |
6.995 |
3.970 |
3.025 |
76.1% |
0.217 |
5.5% |
0% |
False |
True |
3,436 |
100 |
7.599 |
3.970 |
3.629 |
91.3% |
0.221 |
5.6% |
0% |
False |
True |
2,982 |
120 |
8.545 |
3.970 |
4.575 |
115.1% |
0.219 |
5.5% |
0% |
False |
True |
2,653 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.563 |
2.618 |
4.379 |
1.618 |
4.266 |
1.000 |
4.196 |
0.618 |
4.153 |
HIGH |
4.083 |
0.618 |
4.040 |
0.500 |
4.027 |
0.382 |
4.013 |
LOW |
3.970 |
0.618 |
3.900 |
1.000 |
3.857 |
1.618 |
3.787 |
2.618 |
3.674 |
4.250 |
3.490 |
|
|
Fisher Pivots for day following 11-Mar-2009 |
Pivot |
1 day |
3 day |
R1 |
4.027 |
4.067 |
PP |
4.010 |
4.037 |
S1 |
3.993 |
4.006 |
|