NYMEX Natural Gas Future July 2009
Trading Metrics calculated at close of trading on 18-Mar-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Mar-2009 |
18-Mar-2009 |
Change |
Change % |
Previous Week |
Open |
4.183 |
4.165 |
-0.018 |
-0.4% |
4.246 |
High |
4.183 |
4.165 |
-0.018 |
-0.4% |
4.342 |
Low |
4.087 |
4.007 |
-0.080 |
-2.0% |
4.104 |
Close |
4.133 |
4.023 |
-0.110 |
-2.7% |
4.258 |
Range |
0.096 |
0.158 |
0.062 |
64.6% |
0.238 |
ATR |
0.182 |
0.180 |
-0.002 |
-0.9% |
0.000 |
Volume |
3,286 |
3,963 |
677 |
20.6% |
45,596 |
|
Daily Pivots for day following 18-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.539 |
4.439 |
4.110 |
|
R3 |
4.381 |
4.281 |
4.066 |
|
R2 |
4.223 |
4.223 |
4.052 |
|
R1 |
4.123 |
4.123 |
4.037 |
4.094 |
PP |
4.065 |
4.065 |
4.065 |
4.051 |
S1 |
3.965 |
3.965 |
4.009 |
3.936 |
S2 |
3.907 |
3.907 |
3.994 |
|
S3 |
3.749 |
3.807 |
3.980 |
|
S4 |
3.591 |
3.649 |
3.936 |
|
|
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 |
4.007 |
0.335 |
8.3% |
0.156 |
3.9% |
5% |
False |
True |
6,336 |
10 |
4.690 |
4.007 |
0.683 |
17.0% |
0.158 |
3.9% |
2% |
False |
True |
6,883 |
20 |
4.690 |
4.007 |
0.683 |
17.0% |
0.171 |
4.3% |
2% |
False |
True |
6,464 |
40 |
5.280 |
4.007 |
1.273 |
31.6% |
0.190 |
4.7% |
1% |
False |
True |
4,670 |
60 |
6.521 |
4.007 |
2.514 |
62.5% |
0.201 |
5.0% |
1% |
False |
True |
3,624 |
80 |
7.106 |
4.007 |
3.099 |
77.0% |
0.201 |
5.0% |
1% |
False |
True |
3,054 |
100 |
7.708 |
4.007 |
3.701 |
92.0% |
0.205 |
5.1% |
0% |
False |
True |
2,639 |
120 |
8.587 |
4.007 |
4.580 |
113.8% |
0.203 |
5.0% |
0% |
False |
True |
2,344 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.837 |
2.618 |
4.579 |
1.618 |
4.421 |
1.000 |
4.323 |
0.618 |
4.263 |
HIGH |
4.165 |
0.618 |
4.105 |
0.500 |
4.086 |
0.382 |
4.067 |
LOW |
4.007 |
0.618 |
3.909 |
1.000 |
3.849 |
1.618 |
3.751 |
2.618 |
3.593 |
4.250 |
3.336 |
|
|
Fisher Pivots for day following 18-Mar-2009 |
Pivot |
1 day |
3 day |
R1 |
4.086 |
4.135 |
PP |
4.065 |
4.097 |
S1 |
4.044 |
4.060 |
|