NYMEX Natural Gas Future July 2009
Trading Metrics calculated at close of trading on 12-Mar-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2009 |
12-Mar-2009 |
Change |
Change % |
Previous Week |
Open |
4.174 |
4.150 |
-0.024 |
-0.6% |
4.540 |
High |
4.225 |
4.340 |
0.115 |
2.7% |
4.690 |
Low |
4.117 |
4.104 |
-0.013 |
-0.3% |
4.271 |
Close |
4.123 |
4.319 |
0.196 |
4.8% |
4.291 |
Range |
0.108 |
0.236 |
0.128 |
118.5% |
0.419 |
ATR |
0.192 |
0.195 |
0.003 |
1.6% |
0.000 |
Volume |
7,611 |
12,083 |
4,472 |
58.8% |
27,416 |
|
Daily Pivots for day following 12-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.962 |
4.877 |
4.449 |
|
R3 |
4.726 |
4.641 |
4.384 |
|
R2 |
4.490 |
4.490 |
4.362 |
|
R1 |
4.405 |
4.405 |
4.341 |
4.448 |
PP |
4.254 |
4.254 |
4.254 |
4.276 |
S1 |
4.169 |
4.169 |
4.297 |
4.212 |
S2 |
4.018 |
4.018 |
4.276 |
|
S3 |
3.782 |
3.933 |
4.254 |
|
S4 |
3.546 |
3.697 |
4.189 |
|
|
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 |
4.433 |
4.104 |
0.329 |
7.6% |
0.156 |
3.6% |
65% |
False |
True |
8,828 |
10 |
4.690 |
4.104 |
0.586 |
13.6% |
0.196 |
4.5% |
37% |
False |
True |
6,880 |
20 |
5.032 |
4.104 |
0.928 |
21.5% |
0.177 |
4.1% |
23% |
False |
True |
6,082 |
40 |
5.600 |
4.104 |
1.496 |
34.6% |
0.192 |
4.4% |
14% |
False |
True |
4,385 |
60 |
6.521 |
4.104 |
2.417 |
56.0% |
0.202 |
4.7% |
9% |
False |
True |
3,366 |
80 |
7.121 |
4.104 |
3.017 |
69.9% |
0.203 |
4.7% |
7% |
False |
True |
2,871 |
100 |
7.708 |
4.104 |
3.604 |
83.4% |
0.208 |
4.8% |
6% |
False |
True |
2,488 |
120 |
8.598 |
4.104 |
4.494 |
104.1% |
0.205 |
4.7% |
5% |
False |
True |
2,200 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.343 |
2.618 |
4.958 |
1.618 |
4.722 |
1.000 |
4.576 |
0.618 |
4.486 |
HIGH |
4.340 |
0.618 |
4.250 |
0.500 |
4.222 |
0.382 |
4.194 |
LOW |
4.104 |
0.618 |
3.958 |
1.000 |
3.868 |
1.618 |
3.722 |
2.618 |
3.486 |
4.250 |
3.101 |
|
|
Fisher Pivots for day following 12-Mar-2009 |
Pivot |
1 day |
3 day |
R1 |
4.287 |
4.287 |
PP |
4.254 |
4.254 |
S1 |
4.222 |
4.222 |
|