NYMEX Natural Gas Future June 2009
Trading Metrics calculated at close of trading on 25-Mar-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Mar-2009 |
25-Mar-2009 |
Change |
Change % |
Previous Week |
Open |
4.545 |
4.557 |
0.012 |
0.3% |
4.078 |
High |
4.589 |
4.570 |
-0.019 |
-0.4% |
4.609 |
Low |
4.412 |
4.457 |
0.045 |
1.0% |
3.870 |
Close |
4.567 |
4.540 |
-0.027 |
-0.6% |
4.431 |
Range |
0.177 |
0.113 |
-0.064 |
-36.2% |
0.739 |
ATR |
0.224 |
0.216 |
-0.008 |
-3.5% |
0.000 |
Volume |
4,817 |
8,606 |
3,789 |
78.7% |
37,983 |
|
Daily Pivots for day following 25-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.861 |
4.814 |
4.602 |
|
R3 |
4.748 |
4.701 |
4.571 |
|
R2 |
4.635 |
4.635 |
4.561 |
|
R1 |
4.588 |
4.588 |
4.550 |
4.555 |
PP |
4.522 |
4.522 |
4.522 |
4.506 |
S1 |
4.475 |
4.475 |
4.530 |
4.442 |
S2 |
4.409 |
4.409 |
4.519 |
|
S3 |
4.296 |
4.362 |
4.509 |
|
S4 |
4.183 |
4.249 |
4.478 |
|
|
Weekly Pivots for week ending 20-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6.520 |
6.215 |
4.837 |
|
R3 |
5.781 |
5.476 |
4.634 |
|
R2 |
5.042 |
5.042 |
4.566 |
|
R1 |
4.737 |
4.737 |
4.499 |
4.890 |
PP |
4.303 |
4.303 |
4.303 |
4.380 |
S1 |
3.998 |
3.998 |
4.363 |
4.151 |
S2 |
3.564 |
3.564 |
4.296 |
|
S3 |
2.825 |
3.259 |
4.228 |
|
S4 |
2.086 |
2.520 |
4.025 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.609 |
3.875 |
0.734 |
16.2% |
0.274 |
6.0% |
91% |
False |
False |
8,439 |
10 |
4.609 |
3.870 |
0.739 |
16.3% |
0.222 |
4.9% |
91% |
False |
False |
8,874 |
20 |
4.609 |
3.870 |
0.739 |
16.3% |
0.218 |
4.8% |
91% |
False |
False |
8,972 |
40 |
5.140 |
3.870 |
1.270 |
28.0% |
0.218 |
4.8% |
53% |
False |
False |
6,950 |
60 |
6.413 |
3.870 |
2.543 |
56.0% |
0.221 |
4.9% |
26% |
False |
False |
5,305 |
80 |
6.760 |
3.870 |
2.890 |
63.7% |
0.215 |
4.7% |
23% |
False |
False |
4,352 |
100 |
7.599 |
3.870 |
3.729 |
82.1% |
0.224 |
4.9% |
18% |
False |
False |
3,756 |
120 |
8.140 |
3.870 |
4.270 |
94.1% |
0.217 |
4.8% |
16% |
False |
False |
3,330 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.050 |
2.618 |
4.866 |
1.618 |
4.753 |
1.000 |
4.683 |
0.618 |
4.640 |
HIGH |
4.570 |
0.618 |
4.527 |
0.500 |
4.514 |
0.382 |
4.500 |
LOW |
4.457 |
0.618 |
4.387 |
1.000 |
4.344 |
1.618 |
4.274 |
2.618 |
4.161 |
4.250 |
3.977 |
|
|
Fisher Pivots for day following 25-Mar-2009 |
Pivot |
1 day |
3 day |
R1 |
4.531 |
4.527 |
PP |
4.522 |
4.514 |
S1 |
4.514 |
4.501 |
|