NYMEX Natural Gas Future July 2009
Trading Metrics calculated at close of trading on 16-Mar-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Mar-2009 |
16-Mar-2009 |
Change |
Change % |
Previous Week |
Open |
4.319 |
4.223 |
-0.096 |
-2.2% |
4.246 |
High |
4.342 |
4.262 |
-0.080 |
-1.8% |
4.342 |
Low |
4.220 |
4.096 |
-0.124 |
-2.9% |
4.104 |
Close |
4.258 |
4.175 |
-0.083 |
-1.9% |
4.258 |
Range |
0.122 |
0.166 |
0.044 |
36.1% |
0.238 |
ATR |
0.190 |
0.188 |
-0.002 |
-0.9% |
0.000 |
Volume |
9,010 |
3,342 |
-5,668 |
-62.9% |
45,596 |
|
Daily Pivots for day following 16-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.676 |
4.591 |
4.266 |
|
R3 |
4.510 |
4.425 |
4.221 |
|
R2 |
4.344 |
4.344 |
4.205 |
|
R1 |
4.259 |
4.259 |
4.190 |
4.219 |
PP |
4.178 |
4.178 |
4.178 |
4.157 |
S1 |
4.093 |
4.093 |
4.160 |
4.053 |
S2 |
4.012 |
4.012 |
4.145 |
|
S3 |
3.846 |
3.927 |
4.129 |
|
S4 |
3.680 |
3.761 |
4.084 |
|
|
Weekly Pivots for week ending 13-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.949 |
4.841 |
4.389 |
|
R3 |
4.711 |
4.603 |
4.323 |
|
R2 |
4.473 |
4.473 |
4.302 |
|
R1 |
4.365 |
4.365 |
4.280 |
4.419 |
PP |
4.235 |
4.235 |
4.235 |
4.262 |
S1 |
4.127 |
4.127 |
4.236 |
4.181 |
S2 |
3.997 |
3.997 |
4.214 |
|
S3 |
3.759 |
3.889 |
4.193 |
|
S4 |
3.521 |
3.651 |
4.127 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.342 |
4.096 |
0.246 |
5.9% |
0.151 |
3.6% |
32% |
False |
True |
7,895 |
10 |
4.690 |
4.096 |
0.594 |
14.2% |
0.167 |
4.0% |
13% |
False |
True |
7,167 |
20 |
4.717 |
4.096 |
0.621 |
14.9% |
0.175 |
4.2% |
13% |
False |
True |
6,353 |
40 |
5.280 |
4.096 |
1.184 |
28.4% |
0.187 |
4.5% |
7% |
False |
True |
4,551 |
60 |
6.521 |
4.096 |
2.425 |
58.1% |
0.202 |
4.8% |
3% |
False |
True |
3,545 |
80 |
7.121 |
4.096 |
3.025 |
72.5% |
0.202 |
4.8% |
3% |
False |
True |
2,992 |
100 |
7.708 |
4.096 |
3.612 |
86.5% |
0.206 |
4.9% |
2% |
False |
True |
2,585 |
120 |
8.598 |
4.096 |
4.502 |
107.8% |
0.204 |
4.9% |
2% |
False |
True |
2,296 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.968 |
2.618 |
4.697 |
1.618 |
4.531 |
1.000 |
4.428 |
0.618 |
4.365 |
HIGH |
4.262 |
0.618 |
4.199 |
0.500 |
4.179 |
0.382 |
4.159 |
LOW |
4.096 |
0.618 |
3.993 |
1.000 |
3.930 |
1.618 |
3.827 |
2.618 |
3.661 |
4.250 |
3.391 |
|
|
Fisher Pivots for day following 16-Mar-2009 |
Pivot |
1 day |
3 day |
R1 |
4.179 |
4.219 |
PP |
4.178 |
4.204 |
S1 |
4.176 |
4.190 |
|