NYMEX Natural Gas Future June 2009
Trading Metrics calculated at close of trading on 16-Mar-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Mar-2009 |
16-Mar-2009 |
Change |
Change % |
Previous Week |
Open |
4.193 |
4.078 |
-0.115 |
-2.7% |
4.100 |
High |
4.211 |
4.134 |
-0.077 |
-1.8% |
4.211 |
Low |
4.086 |
3.965 |
-0.121 |
-3.0% |
3.945 |
Close |
4.126 |
4.042 |
-0.084 |
-2.0% |
4.126 |
Range |
0.125 |
0.169 |
0.044 |
35.2% |
0.266 |
ATR |
0.210 |
0.207 |
-0.003 |
-1.4% |
0.000 |
Volume |
15,962 |
5,436 |
-10,526 |
-65.9% |
69,470 |
|
Daily Pivots for day following 16-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.554 |
4.467 |
4.135 |
|
R3 |
4.385 |
4.298 |
4.088 |
|
R2 |
4.216 |
4.216 |
4.073 |
|
R1 |
4.129 |
4.129 |
4.057 |
4.088 |
PP |
4.047 |
4.047 |
4.047 |
4.027 |
S1 |
3.960 |
3.960 |
4.027 |
3.919 |
S2 |
3.878 |
3.878 |
4.011 |
|
S3 |
3.709 |
3.791 |
3.996 |
|
S4 |
3.540 |
3.622 |
3.949 |
|
|
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 |
6.6% |
0.160 |
4.0% |
36% |
False |
False |
12,838 |
10 |
4.586 |
3.945 |
0.641 |
15.9% |
0.185 |
4.6% |
15% |
False |
False |
10,672 |
20 |
4.595 |
3.945 |
0.650 |
16.1% |
0.198 |
4.9% |
15% |
False |
False |
7,815 |
40 |
5.190 |
3.945 |
1.245 |
30.8% |
0.208 |
5.2% |
8% |
False |
False |
6,013 |
60 |
6.413 |
3.945 |
2.468 |
61.1% |
0.217 |
5.4% |
4% |
False |
False |
4,565 |
80 |
6.995 |
3.945 |
3.050 |
75.5% |
0.215 |
5.3% |
3% |
False |
False |
3,810 |
100 |
7.599 |
3.945 |
3.654 |
90.4% |
0.221 |
5.5% |
3% |
False |
False |
3,275 |
120 |
8.510 |
3.945 |
4.565 |
112.9% |
0.217 |
5.4% |
2% |
False |
False |
2,907 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.852 |
2.618 |
4.576 |
1.618 |
4.407 |
1.000 |
4.303 |
0.618 |
4.238 |
HIGH |
4.134 |
0.618 |
4.069 |
0.500 |
4.050 |
0.382 |
4.030 |
LOW |
3.965 |
0.618 |
3.861 |
1.000 |
3.796 |
1.618 |
3.692 |
2.618 |
3.523 |
4.250 |
3.247 |
|
|
Fisher Pivots for day following 16-Mar-2009 |
Pivot |
1 day |
3 day |
R1 |
4.050 |
4.078 |
PP |
4.047 |
4.066 |
S1 |
4.045 |
4.054 |
|