NYMEX Natural Gas Future June 2009
Trading Metrics calculated at close of trading on 19-Mar-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Mar-2009 |
19-Mar-2009 |
Change |
Change % |
Previous Week |
Open |
4.017 |
3.905 |
-0.112 |
-2.8% |
4.100 |
High |
4.038 |
4.609 |
0.571 |
14.1% |
4.211 |
Low |
3.870 |
3.875 |
0.005 |
0.1% |
3.945 |
Close |
3.881 |
4.359 |
0.478 |
12.3% |
4.126 |
Range |
0.168 |
0.734 |
0.566 |
336.9% |
0.266 |
ATR |
0.198 |
0.237 |
0.038 |
19.3% |
0.000 |
Volume |
4,999 |
6,968 |
1,969 |
39.4% |
69,470 |
|
Daily Pivots for day following 19-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6.483 |
6.155 |
4.763 |
|
R3 |
5.749 |
5.421 |
4.561 |
|
R2 |
5.015 |
5.015 |
4.494 |
|
R1 |
4.687 |
4.687 |
4.426 |
4.851 |
PP |
4.281 |
4.281 |
4.281 |
4.363 |
S1 |
3.953 |
3.953 |
4.292 |
4.117 |
S2 |
3.547 |
3.547 |
4.224 |
|
S3 |
2.813 |
3.219 |
4.157 |
|
S4 |
2.079 |
2.485 |
3.955 |
|
|
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 |
4.609 |
3.870 |
0.739 |
17.0% |
0.264 |
6.1% |
66% |
True |
False |
8,285 |
10 |
4.609 |
3.870 |
0.739 |
17.0% |
0.223 |
5.1% |
66% |
True |
False |
10,496 |
20 |
4.609 |
3.870 |
0.739 |
17.0% |
0.218 |
5.0% |
66% |
True |
False |
8,140 |
40 |
5.140 |
3.870 |
1.270 |
29.1% |
0.221 |
5.1% |
39% |
False |
False |
6,347 |
60 |
6.413 |
3.870 |
2.543 |
58.3% |
0.223 |
5.1% |
19% |
False |
False |
4,819 |
80 |
6.995 |
3.870 |
3.125 |
71.7% |
0.220 |
5.0% |
16% |
False |
False |
3,978 |
100 |
7.599 |
3.870 |
3.729 |
85.5% |
0.225 |
5.2% |
13% |
False |
False |
3,457 |
120 |
8.300 |
3.870 |
4.430 |
101.6% |
0.220 |
5.1% |
11% |
False |
False |
3,060 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7.729 |
2.618 |
6.531 |
1.618 |
5.797 |
1.000 |
5.343 |
0.618 |
5.063 |
HIGH |
4.609 |
0.618 |
4.329 |
0.500 |
4.242 |
0.382 |
4.155 |
LOW |
3.875 |
0.618 |
3.421 |
1.000 |
3.141 |
1.618 |
2.687 |
2.618 |
1.953 |
4.250 |
0.756 |
|
|
Fisher Pivots for day following 19-Mar-2009 |
Pivot |
1 day |
3 day |
R1 |
4.320 |
4.319 |
PP |
4.281 |
4.279 |
S1 |
4.242 |
4.240 |
|