NYMEX Natural Gas Future June 2009
| Trading Metrics calculated at close of trading on 17-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Mar-2009 |
17-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
4.078 |
3.996 |
-0.082 |
-2.0% |
4.100 |
| High |
4.134 |
4.074 |
-0.060 |
-1.5% |
4.211 |
| Low |
3.965 |
3.949 |
-0.016 |
-0.4% |
3.945 |
| Close |
4.042 |
3.998 |
-0.044 |
-1.1% |
4.126 |
| Range |
0.169 |
0.125 |
-0.044 |
-26.0% |
0.266 |
| ATR |
0.207 |
0.201 |
-0.006 |
-2.8% |
0.000 |
| Volume |
5,436 |
8,061 |
2,625 |
48.3% |
69,470 |
|
| Daily Pivots for day following 17-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.382 |
4.315 |
4.067 |
|
| R3 |
4.257 |
4.190 |
4.032 |
|
| R2 |
4.132 |
4.132 |
4.021 |
|
| R1 |
4.065 |
4.065 |
4.009 |
4.099 |
| PP |
4.007 |
4.007 |
4.007 |
4.024 |
| S1 |
3.940 |
3.940 |
3.987 |
3.974 |
| S2 |
3.882 |
3.882 |
3.975 |
|
| S3 |
3.757 |
3.815 |
3.964 |
|
| S4 |
3.632 |
3.690 |
3.929 |
|
|
| 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 |
6.7% |
0.159 |
4.0% |
20% |
False |
False |
10,799 |
| 10 |
4.586 |
3.945 |
0.641 |
16.0% |
0.184 |
4.6% |
8% |
False |
False |
10,679 |
| 20 |
4.586 |
3.945 |
0.641 |
16.0% |
0.193 |
4.8% |
8% |
False |
False |
8,015 |
| 40 |
5.140 |
3.945 |
1.195 |
29.9% |
0.208 |
5.2% |
4% |
False |
False |
6,150 |
| 60 |
6.413 |
3.945 |
2.468 |
61.7% |
0.215 |
5.4% |
2% |
False |
False |
4,684 |
| 80 |
6.995 |
3.945 |
3.050 |
76.3% |
0.214 |
5.3% |
2% |
False |
False |
3,884 |
| 100 |
7.599 |
3.945 |
3.654 |
91.4% |
0.220 |
5.5% |
1% |
False |
False |
3,347 |
| 120 |
8.476 |
3.945 |
4.531 |
113.3% |
0.216 |
5.4% |
1% |
False |
False |
2,972 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.605 |
|
2.618 |
4.401 |
|
1.618 |
4.276 |
|
1.000 |
4.199 |
|
0.618 |
4.151 |
|
HIGH |
4.074 |
|
0.618 |
4.026 |
|
0.500 |
4.012 |
|
0.382 |
3.997 |
|
LOW |
3.949 |
|
0.618 |
3.872 |
|
1.000 |
3.824 |
|
1.618 |
3.747 |
|
2.618 |
3.622 |
|
4.250 |
3.418 |
|
|
| Fisher Pivots for day following 17-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
4.012 |
4.080 |
| PP |
4.007 |
4.053 |
| S1 |
4.003 |
4.025 |
|