NYMEX Natural Gas Future June 2009
| Trading Metrics calculated at close of trading on 30-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Mar-2009 |
30-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
4.155 |
3.871 |
-0.284 |
-6.8% |
4.440 |
| High |
4.171 |
3.929 |
-0.242 |
-5.8% |
4.589 |
| Low |
3.864 |
3.815 |
-0.049 |
-1.3% |
3.864 |
| Close |
3.874 |
3.874 |
0.000 |
0.0% |
3.874 |
| Range |
0.307 |
0.114 |
-0.193 |
-62.9% |
0.725 |
| ATR |
0.240 |
0.231 |
-0.009 |
-3.7% |
0.000 |
| Volume |
15,275 |
13,367 |
-1,908 |
-12.5% |
45,525 |
|
| Daily Pivots for day following 30-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.215 |
4.158 |
3.937 |
|
| R3 |
4.101 |
4.044 |
3.905 |
|
| R2 |
3.987 |
3.987 |
3.895 |
|
| R1 |
3.930 |
3.930 |
3.884 |
3.959 |
| PP |
3.873 |
3.873 |
3.873 |
3.887 |
| S1 |
3.816 |
3.816 |
3.864 |
3.845 |
| S2 |
3.759 |
3.759 |
3.853 |
|
| S3 |
3.645 |
3.702 |
3.843 |
|
| S4 |
3.531 |
3.588 |
3.811 |
|
|
| Weekly Pivots for week ending 27-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6.284 |
5.804 |
4.273 |
|
| R3 |
5.559 |
5.079 |
4.073 |
|
| R2 |
4.834 |
4.834 |
4.007 |
|
| R1 |
4.354 |
4.354 |
3.940 |
4.232 |
| PP |
4.109 |
4.109 |
4.109 |
4.048 |
| S1 |
3.629 |
3.629 |
3.808 |
3.507 |
| S2 |
3.384 |
3.384 |
3.741 |
|
| S3 |
2.659 |
2.904 |
3.675 |
|
| S4 |
1.934 |
2.179 |
3.475 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.589 |
3.815 |
0.774 |
20.0% |
0.237 |
6.1% |
8% |
False |
True |
9,920 |
| 10 |
4.609 |
3.815 |
0.794 |
20.5% |
0.256 |
6.6% |
7% |
False |
True |
9,143 |
| 20 |
4.609 |
3.815 |
0.794 |
20.5% |
0.220 |
5.7% |
7% |
False |
True |
9,908 |
| 40 |
5.140 |
3.815 |
1.325 |
34.2% |
0.223 |
5.8% |
4% |
False |
True |
7,617 |
| 60 |
6.413 |
3.815 |
2.598 |
67.1% |
0.225 |
5.8% |
2% |
False |
True |
5,866 |
| 80 |
6.627 |
3.815 |
2.812 |
72.6% |
0.217 |
5.6% |
2% |
False |
True |
4,776 |
| 100 |
7.599 |
3.815 |
3.784 |
97.7% |
0.223 |
5.8% |
2% |
False |
True |
4,068 |
| 120 |
7.599 |
3.815 |
3.784 |
97.7% |
0.219 |
5.7% |
2% |
False |
True |
3,602 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.414 |
|
2.618 |
4.227 |
|
1.618 |
4.113 |
|
1.000 |
4.043 |
|
0.618 |
3.999 |
|
HIGH |
3.929 |
|
0.618 |
3.885 |
|
0.500 |
3.872 |
|
0.382 |
3.859 |
|
LOW |
3.815 |
|
0.618 |
3.745 |
|
1.000 |
3.701 |
|
1.618 |
3.631 |
|
2.618 |
3.517 |
|
4.250 |
3.331 |
|
|
| Fisher Pivots for day following 30-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
3.873 |
4.198 |
| PP |
3.873 |
4.090 |
| S1 |
3.872 |
3.982 |
|