NYMEX Natural Gas Future July 2009
Trading Metrics calculated at close of trading on 25-Mar-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Mar-2009 |
25-Mar-2009 |
Change |
Change % |
Previous Week |
Open |
4.675 |
4.666 |
-0.009 |
-0.2% |
4.223 |
High |
4.721 |
4.699 |
-0.022 |
-0.5% |
4.655 |
Low |
4.548 |
4.587 |
0.039 |
0.9% |
4.007 |
Close |
4.698 |
4.671 |
-0.027 |
-0.6% |
4.562 |
Range |
0.173 |
0.112 |
-0.061 |
-35.3% |
0.648 |
ATR |
0.200 |
0.194 |
-0.006 |
-3.1% |
0.000 |
Volume |
3,989 |
5,781 |
1,792 |
44.9% |
19,389 |
|
Daily Pivots for day following 25-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.988 |
4.942 |
4.733 |
|
R3 |
4.876 |
4.830 |
4.702 |
|
R2 |
4.764 |
4.764 |
4.692 |
|
R1 |
4.718 |
4.718 |
4.681 |
4.741 |
PP |
4.652 |
4.652 |
4.652 |
4.664 |
S1 |
4.606 |
4.606 |
4.661 |
4.629 |
S2 |
4.540 |
4.540 |
4.650 |
|
S3 |
4.428 |
4.494 |
4.640 |
|
S4 |
4.316 |
4.382 |
4.609 |
|
|
Weekly Pivots for week ending 20-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6.352 |
6.105 |
4.918 |
|
R3 |
5.704 |
5.457 |
4.740 |
|
R2 |
5.056 |
5.056 |
4.681 |
|
R1 |
4.809 |
4.809 |
4.621 |
4.933 |
PP |
4.408 |
4.408 |
4.408 |
4.470 |
S1 |
4.161 |
4.161 |
4.503 |
4.285 |
S2 |
3.760 |
3.760 |
4.443 |
|
S3 |
3.112 |
3.513 |
4.384 |
|
S4 |
2.464 |
2.865 |
4.206 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.721 |
4.020 |
0.701 |
15.0% |
0.233 |
5.0% |
93% |
False |
False |
4,956 |
10 |
4.721 |
4.007 |
0.714 |
15.3% |
0.194 |
4.2% |
93% |
False |
False |
5,646 |
20 |
4.721 |
4.007 |
0.714 |
15.3% |
0.188 |
4.0% |
93% |
False |
False |
6,365 |
40 |
5.280 |
4.007 |
1.273 |
27.3% |
0.197 |
4.2% |
52% |
False |
False |
5,087 |
60 |
6.521 |
4.007 |
2.514 |
53.8% |
0.202 |
4.3% |
26% |
False |
False |
3,914 |
80 |
6.892 |
4.007 |
2.885 |
61.8% |
0.198 |
4.2% |
23% |
False |
False |
3,277 |
100 |
7.708 |
4.007 |
3.701 |
79.2% |
0.208 |
4.5% |
18% |
False |
False |
2,843 |
120 |
8.300 |
4.007 |
4.293 |
91.9% |
0.203 |
4.3% |
15% |
False |
False |
2,531 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.175 |
2.618 |
4.992 |
1.618 |
4.880 |
1.000 |
4.811 |
0.618 |
4.768 |
HIGH |
4.699 |
0.618 |
4.656 |
0.500 |
4.643 |
0.382 |
4.630 |
LOW |
4.587 |
0.618 |
4.518 |
1.000 |
4.475 |
1.618 |
4.406 |
2.618 |
4.294 |
4.250 |
4.111 |
|
|
Fisher Pivots for day following 25-Mar-2009 |
Pivot |
1 day |
3 day |
R1 |
4.662 |
4.659 |
PP |
4.652 |
4.647 |
S1 |
4.643 |
4.635 |
|