NYMEX Natural Gas Future June 2009
| Trading Metrics calculated at close of trading on 18-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Mar-2009 |
18-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
3.996 |
4.017 |
0.021 |
0.5% |
4.100 |
| High |
4.074 |
4.038 |
-0.036 |
-0.9% |
4.211 |
| Low |
3.949 |
3.870 |
-0.079 |
-2.0% |
3.945 |
| Close |
3.998 |
3.881 |
-0.117 |
-2.9% |
4.126 |
| Range |
0.125 |
0.168 |
0.043 |
34.4% |
0.266 |
| ATR |
0.201 |
0.198 |
-0.002 |
-1.2% |
0.000 |
| Volume |
8,061 |
4,999 |
-3,062 |
-38.0% |
69,470 |
|
| Daily Pivots for day following 18-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.434 |
4.325 |
3.973 |
|
| R3 |
4.266 |
4.157 |
3.927 |
|
| R2 |
4.098 |
4.098 |
3.912 |
|
| R1 |
3.989 |
3.989 |
3.896 |
3.960 |
| PP |
3.930 |
3.930 |
3.930 |
3.915 |
| S1 |
3.821 |
3.821 |
3.866 |
3.792 |
| S2 |
3.762 |
3.762 |
3.850 |
|
| S3 |
3.594 |
3.653 |
3.835 |
|
| S4 |
3.426 |
3.485 |
3.789 |
|
|
| 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 |
3.870 |
0.341 |
8.8% |
0.170 |
4.4% |
3% |
False |
True |
9,308 |
| 10 |
4.586 |
3.870 |
0.716 |
18.4% |
0.180 |
4.6% |
2% |
False |
True |
10,570 |
| 20 |
4.586 |
3.870 |
0.716 |
18.4% |
0.195 |
5.0% |
2% |
False |
True |
8,100 |
| 40 |
5.140 |
3.870 |
1.270 |
32.7% |
0.206 |
5.3% |
1% |
False |
True |
6,206 |
| 60 |
6.413 |
3.870 |
2.543 |
65.5% |
0.215 |
5.5% |
0% |
False |
True |
4,750 |
| 80 |
6.995 |
3.870 |
3.125 |
80.5% |
0.214 |
5.5% |
0% |
False |
True |
3,908 |
| 100 |
7.599 |
3.870 |
3.729 |
96.1% |
0.220 |
5.7% |
0% |
False |
True |
3,392 |
| 120 |
8.476 |
3.870 |
4.606 |
118.7% |
0.217 |
5.6% |
0% |
False |
True |
3,006 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.752 |
|
2.618 |
4.478 |
|
1.618 |
4.310 |
|
1.000 |
4.206 |
|
0.618 |
4.142 |
|
HIGH |
4.038 |
|
0.618 |
3.974 |
|
0.500 |
3.954 |
|
0.382 |
3.934 |
|
LOW |
3.870 |
|
0.618 |
3.766 |
|
1.000 |
3.702 |
|
1.618 |
3.598 |
|
2.618 |
3.430 |
|
4.250 |
3.156 |
|
|
| Fisher Pivots for day following 18-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
3.954 |
4.002 |
| PP |
3.930 |
3.962 |
| S1 |
3.905 |
3.921 |
|