NYMEX Natural Gas Future July 2009
Trading Metrics calculated at close of trading on 05-Mar-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Mar-2009 |
05-Mar-2009 |
Change |
Change % |
Previous Week |
Open |
4.592 |
4.687 |
0.095 |
2.1% |
4.473 |
High |
4.679 |
4.690 |
0.011 |
0.2% |
4.619 |
Low |
4.477 |
4.428 |
-0.049 |
-1.1% |
4.290 |
Close |
4.674 |
4.449 |
-0.225 |
-4.8% |
4.545 |
Range |
0.202 |
0.262 |
0.060 |
29.7% |
0.329 |
ATR |
0.207 |
0.211 |
0.004 |
1.9% |
0.000 |
Volume |
5,301 |
5,093 |
-208 |
-3.9% |
34,990 |
|
Daily Pivots for day following 05-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.308 |
5.141 |
4.593 |
|
R3 |
5.046 |
4.879 |
4.521 |
|
R2 |
4.784 |
4.784 |
4.497 |
|
R1 |
4.617 |
4.617 |
4.473 |
4.570 |
PP |
4.522 |
4.522 |
4.522 |
4.499 |
S1 |
4.355 |
4.355 |
4.425 |
4.308 |
S2 |
4.260 |
4.260 |
4.401 |
|
S3 |
3.998 |
4.093 |
4.377 |
|
S4 |
3.736 |
3.831 |
4.305 |
|
|
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 |
4.690 |
4.290 |
0.400 |
9.0% |
0.237 |
5.3% |
40% |
True |
False |
4,931 |
10 |
4.690 |
4.290 |
0.400 |
9.0% |
0.187 |
4.2% |
40% |
True |
False |
6,111 |
20 |
5.280 |
4.290 |
0.990 |
22.3% |
0.199 |
4.5% |
16% |
False |
False |
4,710 |
40 |
6.390 |
4.290 |
2.100 |
47.2% |
0.206 |
4.6% |
8% |
False |
False |
3,489 |
60 |
6.521 |
4.290 |
2.231 |
50.1% |
0.202 |
4.5% |
7% |
False |
False |
2,774 |
80 |
7.670 |
4.290 |
3.380 |
76.0% |
0.209 |
4.7% |
5% |
False |
False |
2,372 |
100 |
7.708 |
4.290 |
3.418 |
76.8% |
0.207 |
4.7% |
5% |
False |
False |
2,086 |
120 |
8.598 |
4.290 |
4.308 |
96.8% |
0.209 |
4.7% |
4% |
False |
False |
1,858 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.804 |
2.618 |
5.376 |
1.618 |
5.114 |
1.000 |
4.952 |
0.618 |
4.852 |
HIGH |
4.690 |
0.618 |
4.590 |
0.500 |
4.559 |
0.382 |
4.528 |
LOW |
4.428 |
0.618 |
4.266 |
1.000 |
4.166 |
1.618 |
4.004 |
2.618 |
3.742 |
4.250 |
3.315 |
|
|
Fisher Pivots for day following 05-Mar-2009 |
Pivot |
1 day |
3 day |
R1 |
4.559 |
4.559 |
PP |
4.522 |
4.522 |
S1 |
4.486 |
4.486 |
|