NYMEX Natural Gas Future July 2009
Trading Metrics calculated at close of trading on 10-Mar-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Mar-2009 |
10-Mar-2009 |
Change |
Change % |
Previous Week |
Open |
4.246 |
4.165 |
-0.081 |
-1.9% |
4.540 |
High |
4.304 |
4.276 |
-0.028 |
-0.7% |
4.690 |
Low |
4.155 |
4.151 |
-0.004 |
-0.1% |
4.271 |
Close |
4.197 |
4.176 |
-0.021 |
-0.5% |
4.291 |
Range |
0.149 |
0.125 |
-0.024 |
-16.1% |
0.419 |
ATR |
0.204 |
0.199 |
-0.006 |
-2.8% |
0.000 |
Volume |
9,461 |
7,431 |
-2,030 |
-21.5% |
27,416 |
|
Daily Pivots for day following 10-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.576 |
4.501 |
4.245 |
|
R3 |
4.451 |
4.376 |
4.210 |
|
R2 |
4.326 |
4.326 |
4.199 |
|
R1 |
4.251 |
4.251 |
4.187 |
4.289 |
PP |
4.201 |
4.201 |
4.201 |
4.220 |
S1 |
4.126 |
4.126 |
4.165 |
4.164 |
S2 |
4.076 |
4.076 |
4.153 |
|
S3 |
3.951 |
4.001 |
4.142 |
|
S4 |
3.826 |
3.876 |
4.107 |
|
|
Weekly Pivots for week ending 06-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.674 |
5.402 |
4.521 |
|
R3 |
5.255 |
4.983 |
4.406 |
|
R2 |
4.836 |
4.836 |
4.368 |
|
R1 |
4.564 |
4.564 |
4.329 |
4.491 |
PP |
4.417 |
4.417 |
4.417 |
4.381 |
S1 |
4.145 |
4.145 |
4.253 |
4.072 |
S2 |
3.998 |
3.998 |
4.214 |
|
S3 |
3.579 |
3.726 |
4.176 |
|
S4 |
3.160 |
3.307 |
4.061 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.690 |
4.151 |
0.539 |
12.9% |
0.180 |
4.3% |
5% |
False |
True |
6,968 |
10 |
4.690 |
4.151 |
0.539 |
12.9% |
0.190 |
4.5% |
5% |
False |
True |
7,115 |
20 |
5.269 |
4.151 |
1.118 |
26.8% |
0.187 |
4.5% |
2% |
False |
True |
5,394 |
40 |
5.925 |
4.151 |
1.774 |
42.5% |
0.194 |
4.7% |
1% |
False |
True |
3,969 |
60 |
6.521 |
4.151 |
2.370 |
56.8% |
0.201 |
4.8% |
1% |
False |
True |
3,096 |
80 |
7.121 |
4.151 |
2.970 |
71.1% |
0.206 |
4.9% |
1% |
False |
True |
2,650 |
100 |
7.708 |
4.151 |
3.557 |
85.2% |
0.207 |
5.0% |
1% |
False |
True |
2,308 |
120 |
8.598 |
4.151 |
4.447 |
106.5% |
0.207 |
5.0% |
1% |
False |
True |
2,053 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.807 |
2.618 |
4.603 |
1.618 |
4.478 |
1.000 |
4.401 |
0.618 |
4.353 |
HIGH |
4.276 |
0.618 |
4.228 |
0.500 |
4.214 |
0.382 |
4.199 |
LOW |
4.151 |
0.618 |
4.074 |
1.000 |
4.026 |
1.618 |
3.949 |
2.618 |
3.824 |
4.250 |
3.620 |
|
|
Fisher Pivots for day following 10-Mar-2009 |
Pivot |
1 day |
3 day |
R1 |
4.214 |
4.292 |
PP |
4.201 |
4.253 |
S1 |
4.189 |
4.215 |
|