NYMEX Natural Gas Future June 2009
Trading Metrics calculated at close of trading on 13-Mar-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2009 |
13-Mar-2009 |
Change |
Change % |
Previous Week |
Open |
3.979 |
4.193 |
0.214 |
5.4% |
4.100 |
High |
4.207 |
4.211 |
0.004 |
0.1% |
4.211 |
Low |
3.945 |
4.086 |
0.141 |
3.6% |
3.945 |
Close |
4.181 |
4.126 |
-0.055 |
-1.3% |
4.126 |
Range |
0.262 |
0.125 |
-0.137 |
-52.3% |
0.266 |
ATR |
0.216 |
0.210 |
-0.007 |
-3.0% |
0.000 |
Volume |
12,085 |
15,962 |
3,877 |
32.1% |
69,470 |
|
Daily Pivots for day following 13-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.516 |
4.446 |
4.195 |
|
R3 |
4.391 |
4.321 |
4.160 |
|
R2 |
4.266 |
4.266 |
4.149 |
|
R1 |
4.196 |
4.196 |
4.137 |
4.169 |
PP |
4.141 |
4.141 |
4.141 |
4.127 |
S1 |
4.071 |
4.071 |
4.115 |
4.044 |
S2 |
4.016 |
4.016 |
4.103 |
|
S3 |
3.891 |
3.946 |
4.092 |
|
S4 |
3.766 |
3.821 |
4.057 |
|
|
Weekly Pivots for week ending 13-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.892 |
4.775 |
4.272 |
|
R3 |
4.626 |
4.509 |
4.199 |
|
R2 |
4.360 |
4.360 |
4.175 |
|
R1 |
4.243 |
4.243 |
4.150 |
4.302 |
PP |
4.094 |
4.094 |
4.094 |
4.123 |
S1 |
3.977 |
3.977 |
4.102 |
4.036 |
S2 |
3.828 |
3.828 |
4.077 |
|
S3 |
3.562 |
3.711 |
4.053 |
|
S4 |
3.296 |
3.445 |
3.980 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.211 |
3.945 |
0.266 |
6.4% |
0.159 |
3.8% |
68% |
True |
False |
13,894 |
10 |
4.586 |
3.945 |
0.641 |
15.5% |
0.207 |
5.0% |
28% |
False |
False |
10,977 |
20 |
4.770 |
3.945 |
0.825 |
20.0% |
0.196 |
4.7% |
22% |
False |
False |
8,206 |
40 |
5.255 |
3.945 |
1.310 |
31.7% |
0.210 |
5.1% |
14% |
False |
False |
5,917 |
60 |
6.413 |
3.945 |
2.468 |
59.8% |
0.216 |
5.2% |
7% |
False |
False |
4,508 |
80 |
6.995 |
3.945 |
3.050 |
73.9% |
0.215 |
5.2% |
6% |
False |
False |
3,752 |
100 |
7.599 |
3.945 |
3.654 |
88.6% |
0.222 |
5.4% |
5% |
False |
False |
3,229 |
120 |
8.510 |
3.945 |
4.565 |
110.6% |
0.217 |
5.3% |
4% |
False |
False |
2,864 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.742 |
2.618 |
4.538 |
1.618 |
4.413 |
1.000 |
4.336 |
0.618 |
4.288 |
HIGH |
4.211 |
0.618 |
4.163 |
0.500 |
4.149 |
0.382 |
4.134 |
LOW |
4.086 |
0.618 |
4.009 |
1.000 |
3.961 |
1.618 |
3.884 |
2.618 |
3.759 |
4.250 |
3.555 |
|
|
Fisher Pivots for day following 13-Mar-2009 |
Pivot |
1 day |
3 day |
R1 |
4.149 |
4.110 |
PP |
4.141 |
4.094 |
S1 |
4.134 |
4.078 |
|