NYMEX Natural Gas Future July 2009
Trading Metrics calculated at close of trading on 19-Mar-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Mar-2009 |
19-Mar-2009 |
Change |
Change % |
Previous Week |
Open |
4.165 |
4.034 |
-0.131 |
-3.1% |
4.246 |
High |
4.165 |
4.592 |
0.427 |
10.3% |
4.342 |
Low |
4.007 |
4.020 |
0.013 |
0.3% |
4.104 |
Close |
4.023 |
4.486 |
0.463 |
11.5% |
4.258 |
Range |
0.158 |
0.572 |
0.414 |
262.0% |
0.238 |
ATR |
0.180 |
0.208 |
0.028 |
15.6% |
0.000 |
Volume |
3,963 |
2,530 |
-1,433 |
-36.2% |
45,596 |
|
Daily Pivots for day following 19-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6.082 |
5.856 |
4.801 |
|
R3 |
5.510 |
5.284 |
4.643 |
|
R2 |
4.938 |
4.938 |
4.591 |
|
R1 |
4.712 |
4.712 |
4.538 |
4.825 |
PP |
4.366 |
4.366 |
4.366 |
4.423 |
S1 |
4.140 |
4.140 |
4.434 |
4.253 |
S2 |
3.794 |
3.794 |
4.381 |
|
S3 |
3.222 |
3.568 |
4.329 |
|
S4 |
2.650 |
2.996 |
4.171 |
|
|
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 |
4.592 |
4.007 |
0.585 |
13.0% |
0.223 |
5.0% |
82% |
True |
False |
4,426 |
10 |
4.592 |
4.007 |
0.585 |
13.0% |
0.189 |
4.2% |
82% |
True |
False |
6,627 |
20 |
4.690 |
4.007 |
0.683 |
15.2% |
0.188 |
4.2% |
70% |
False |
False |
6,369 |
40 |
5.280 |
4.007 |
1.273 |
28.4% |
0.200 |
4.5% |
38% |
False |
False |
4,708 |
60 |
6.521 |
4.007 |
2.514 |
56.0% |
0.206 |
4.6% |
19% |
False |
False |
3,636 |
80 |
7.106 |
4.007 |
3.099 |
69.1% |
0.204 |
4.6% |
15% |
False |
False |
3,068 |
100 |
7.708 |
4.007 |
3.701 |
82.5% |
0.209 |
4.7% |
13% |
False |
False |
2,661 |
120 |
8.407 |
4.007 |
4.400 |
98.1% |
0.205 |
4.6% |
11% |
False |
False |
2,361 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7.023 |
2.618 |
6.089 |
1.618 |
5.517 |
1.000 |
5.164 |
0.618 |
4.945 |
HIGH |
4.592 |
0.618 |
4.373 |
0.500 |
4.306 |
0.382 |
4.239 |
LOW |
4.020 |
0.618 |
3.667 |
1.000 |
3.448 |
1.618 |
3.095 |
2.618 |
2.523 |
4.250 |
1.589 |
|
|
Fisher Pivots for day following 19-Mar-2009 |
Pivot |
1 day |
3 day |
R1 |
4.426 |
4.424 |
PP |
4.366 |
4.362 |
S1 |
4.306 |
4.300 |
|