NYMEX Natural Gas Future July 2009
Trading Metrics calculated at close of trading on 02-Mar-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Feb-2009 |
02-Mar-2009 |
Change |
Change % |
Previous Week |
Open |
4.360 |
4.540 |
0.180 |
4.1% |
4.473 |
High |
4.619 |
4.661 |
0.042 |
0.9% |
4.619 |
Low |
4.290 |
4.409 |
0.119 |
2.8% |
4.290 |
Close |
4.545 |
4.495 |
-0.050 |
-1.1% |
4.545 |
Range |
0.329 |
0.252 |
-0.077 |
-23.4% |
0.329 |
ATR |
0.208 |
0.211 |
0.003 |
1.5% |
0.000 |
Volume |
4,799 |
4,681 |
-118 |
-2.5% |
34,990 |
|
Daily Pivots for day following 02-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.278 |
5.138 |
4.634 |
|
R3 |
5.026 |
4.886 |
4.564 |
|
R2 |
4.774 |
4.774 |
4.541 |
|
R1 |
4.634 |
4.634 |
4.518 |
4.578 |
PP |
4.522 |
4.522 |
4.522 |
4.494 |
S1 |
4.382 |
4.382 |
4.472 |
4.326 |
S2 |
4.270 |
4.270 |
4.449 |
|
S3 |
4.018 |
4.130 |
4.426 |
|
S4 |
3.766 |
3.878 |
4.356 |
|
|
Weekly Pivots for week ending 27-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.472 |
5.337 |
4.726 |
|
R3 |
5.143 |
5.008 |
4.635 |
|
R2 |
4.814 |
4.814 |
4.605 |
|
R1 |
4.679 |
4.679 |
4.575 |
4.747 |
PP |
4.485 |
4.485 |
4.485 |
4.518 |
S1 |
4.350 |
4.350 |
4.515 |
4.418 |
S2 |
4.156 |
4.156 |
4.485 |
|
S3 |
3.827 |
4.021 |
4.455 |
|
S4 |
3.498 |
3.692 |
4.364 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.661 |
4.290 |
0.371 |
8.3% |
0.214 |
4.8% |
55% |
True |
False |
7,469 |
10 |
4.717 |
4.290 |
0.427 |
9.5% |
0.183 |
4.1% |
48% |
False |
False |
5,539 |
20 |
5.280 |
4.290 |
0.990 |
22.0% |
0.207 |
4.6% |
21% |
False |
False |
4,610 |
40 |
6.521 |
4.290 |
2.231 |
49.6% |
0.213 |
4.7% |
9% |
False |
False |
3,197 |
60 |
6.750 |
4.290 |
2.460 |
54.7% |
0.202 |
4.5% |
8% |
False |
False |
2,599 |
80 |
7.708 |
4.290 |
3.418 |
76.0% |
0.211 |
4.7% |
6% |
False |
False |
2,223 |
100 |
7.722 |
4.290 |
3.432 |
76.4% |
0.206 |
4.6% |
6% |
False |
False |
1,976 |
120 |
8.598 |
4.290 |
4.308 |
95.8% |
0.209 |
4.6% |
5% |
False |
False |
1,747 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.732 |
2.618 |
5.321 |
1.618 |
5.069 |
1.000 |
4.913 |
0.618 |
4.817 |
HIGH |
4.661 |
0.618 |
4.565 |
0.500 |
4.535 |
0.382 |
4.505 |
LOW |
4.409 |
0.618 |
4.253 |
1.000 |
4.157 |
1.618 |
4.001 |
2.618 |
3.749 |
4.250 |
3.338 |
|
|
Fisher Pivots for day following 02-Mar-2009 |
Pivot |
1 day |
3 day |
R1 |
4.535 |
4.489 |
PP |
4.522 |
4.482 |
S1 |
4.508 |
4.476 |
|