NYMEX Natural Gas Future August 2009
Trading Metrics calculated at close of trading on 04-Mar-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Mar-2009 |
04-Mar-2009 |
Change |
Change % |
Previous Week |
Open |
4.673 |
4.670 |
-0.003 |
-0.1% |
4.551 |
High |
4.717 |
4.756 |
0.039 |
0.8% |
4.717 |
Low |
4.592 |
4.560 |
-0.032 |
-0.7% |
4.370 |
Close |
4.682 |
4.754 |
0.072 |
1.5% |
4.626 |
Range |
0.125 |
0.196 |
0.071 |
56.8% |
0.347 |
ATR |
0.201 |
0.200 |
0.000 |
-0.2% |
0.000 |
Volume |
1,719 |
2,938 |
1,219 |
70.9% |
7,168 |
|
Daily Pivots for day following 04-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.278 |
5.212 |
4.862 |
|
R3 |
5.082 |
5.016 |
4.808 |
|
R2 |
4.886 |
4.886 |
4.790 |
|
R1 |
4.820 |
4.820 |
4.772 |
4.853 |
PP |
4.690 |
4.690 |
4.690 |
4.707 |
S1 |
4.624 |
4.624 |
4.736 |
4.657 |
S2 |
4.494 |
4.494 |
4.718 |
|
S3 |
4.298 |
4.428 |
4.700 |
|
S4 |
4.102 |
4.232 |
4.646 |
|
|
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 |
4.756 |
4.370 |
0.386 |
8.1% |
0.202 |
4.2% |
99% |
True |
False |
2,391 |
10 |
4.756 |
4.370 |
0.386 |
8.1% |
0.180 |
3.8% |
99% |
True |
False |
1,919 |
20 |
5.350 |
4.370 |
0.980 |
20.6% |
0.190 |
4.0% |
39% |
False |
False |
1,761 |
40 |
6.619 |
4.370 |
2.249 |
47.3% |
0.202 |
4.2% |
17% |
False |
False |
1,401 |
60 |
6.619 |
4.370 |
2.249 |
47.3% |
0.194 |
4.1% |
17% |
False |
False |
1,217 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.589 |
2.618 |
5.269 |
1.618 |
5.073 |
1.000 |
4.952 |
0.618 |
4.877 |
HIGH |
4.756 |
0.618 |
4.681 |
0.500 |
4.658 |
0.382 |
4.635 |
LOW |
4.560 |
0.618 |
4.439 |
1.000 |
4.364 |
1.618 |
4.243 |
2.618 |
4.047 |
4.250 |
3.727 |
|
|
Fisher Pivots for day following 04-Mar-2009 |
Pivot |
1 day |
3 day |
R1 |
4.722 |
4.711 |
PP |
4.690 |
4.667 |
S1 |
4.658 |
4.624 |
|