NYMEX Natural Gas Future August 2009
Trading Metrics calculated at close of trading on 02-Mar-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Feb-2009 |
02-Mar-2009 |
Change |
Change % |
Previous Week |
Open |
4.450 |
4.642 |
0.192 |
4.3% |
4.551 |
High |
4.717 |
4.733 |
0.016 |
0.3% |
4.717 |
Low |
4.370 |
4.492 |
0.122 |
2.8% |
4.370 |
Close |
4.626 |
4.577 |
-0.049 |
-1.1% |
4.626 |
Range |
0.347 |
0.241 |
-0.106 |
-30.5% |
0.347 |
ATR |
0.203 |
0.205 |
0.003 |
1.3% |
0.000 |
Volume |
1,801 |
3,772 |
1,971 |
109.4% |
7,168 |
|
Daily Pivots for day following 02-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.324 |
5.191 |
4.710 |
|
R3 |
5.083 |
4.950 |
4.643 |
|
R2 |
4.842 |
4.842 |
4.621 |
|
R1 |
4.709 |
4.709 |
4.599 |
4.655 |
PP |
4.601 |
4.601 |
4.601 |
4.574 |
S1 |
4.468 |
4.468 |
4.555 |
4.414 |
S2 |
4.360 |
4.360 |
4.533 |
|
S3 |
4.119 |
4.227 |
4.511 |
|
S4 |
3.878 |
3.986 |
4.444 |
|
|
Weekly Pivots for week ending 27-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.612 |
5.466 |
4.817 |
|
R3 |
5.265 |
5.119 |
4.721 |
|
R2 |
4.918 |
4.918 |
4.690 |
|
R1 |
4.772 |
4.772 |
4.658 |
4.845 |
PP |
4.571 |
4.571 |
4.571 |
4.608 |
S1 |
4.425 |
4.425 |
4.594 |
4.498 |
S2 |
4.224 |
4.224 |
4.562 |
|
S3 |
3.877 |
4.078 |
4.531 |
|
S4 |
3.530 |
3.731 |
4.435 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.733 |
4.370 |
0.363 |
7.9% |
0.210 |
4.6% |
57% |
True |
False |
2,002 |
10 |
4.850 |
4.370 |
0.480 |
10.5% |
0.183 |
4.0% |
43% |
False |
False |
1,663 |
20 |
5.350 |
4.370 |
0.980 |
21.4% |
0.201 |
4.4% |
21% |
False |
False |
1,683 |
40 |
6.619 |
4.370 |
2.249 |
49.1% |
0.210 |
4.6% |
9% |
False |
False |
1,316 |
60 |
6.837 |
4.370 |
2.467 |
53.9% |
0.195 |
4.3% |
8% |
False |
False |
1,172 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.757 |
2.618 |
5.364 |
1.618 |
5.123 |
1.000 |
4.974 |
0.618 |
4.882 |
HIGH |
4.733 |
0.618 |
4.641 |
0.500 |
4.613 |
0.382 |
4.584 |
LOW |
4.492 |
0.618 |
4.343 |
1.000 |
4.251 |
1.618 |
4.102 |
2.618 |
3.861 |
4.250 |
3.468 |
|
|
Fisher Pivots for day following 02-Mar-2009 |
Pivot |
1 day |
3 day |
R1 |
4.613 |
4.569 |
PP |
4.601 |
4.560 |
S1 |
4.589 |
4.552 |
|