NYMEX Natural Gas Future August 2009
Trading Metrics calculated at close of trading on 03-Mar-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Mar-2009 |
03-Mar-2009 |
Change |
Change % |
Previous Week |
Open |
4.642 |
4.673 |
0.031 |
0.7% |
4.551 |
High |
4.733 |
4.717 |
-0.016 |
-0.3% |
4.717 |
Low |
4.492 |
4.592 |
0.100 |
2.2% |
4.370 |
Close |
4.577 |
4.682 |
0.105 |
2.3% |
4.626 |
Range |
0.241 |
0.125 |
-0.116 |
-48.1% |
0.347 |
ATR |
0.205 |
0.201 |
-0.005 |
-2.3% |
0.000 |
Volume |
3,772 |
1,719 |
-2,053 |
-54.4% |
7,168 |
|
Daily Pivots for day following 03-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.039 |
4.985 |
4.751 |
|
R3 |
4.914 |
4.860 |
4.716 |
|
R2 |
4.789 |
4.789 |
4.705 |
|
R1 |
4.735 |
4.735 |
4.693 |
4.762 |
PP |
4.664 |
4.664 |
4.664 |
4.677 |
S1 |
4.610 |
4.610 |
4.671 |
4.637 |
S2 |
4.539 |
4.539 |
4.659 |
|
S3 |
4.414 |
4.485 |
4.648 |
|
S4 |
4.289 |
4.360 |
4.613 |
|
|
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 |
7.8% |
0.198 |
4.2% |
86% |
False |
False |
2,132 |
10 |
4.733 |
4.370 |
0.363 |
7.8% |
0.172 |
3.7% |
86% |
False |
False |
1,771 |
20 |
5.350 |
4.370 |
0.980 |
20.9% |
0.191 |
4.1% |
32% |
False |
False |
1,699 |
40 |
6.619 |
4.370 |
2.249 |
48.0% |
0.202 |
4.3% |
14% |
False |
False |
1,343 |
60 |
6.760 |
4.370 |
2.390 |
51.0% |
0.196 |
4.2% |
13% |
False |
False |
1,189 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.248 |
2.618 |
5.044 |
1.618 |
4.919 |
1.000 |
4.842 |
0.618 |
4.794 |
HIGH |
4.717 |
0.618 |
4.669 |
0.500 |
4.655 |
0.382 |
4.640 |
LOW |
4.592 |
0.618 |
4.515 |
1.000 |
4.467 |
1.618 |
4.390 |
2.618 |
4.265 |
4.250 |
4.061 |
|
|
Fisher Pivots for day following 03-Mar-2009 |
Pivot |
1 day |
3 day |
R1 |
4.673 |
4.639 |
PP |
4.664 |
4.595 |
S1 |
4.655 |
4.552 |
|