NYMEX Natural Gas Future August 2009
Trading Metrics calculated at close of trading on 05-Mar-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Mar-2009 |
05-Mar-2009 |
Change |
Change % |
Previous Week |
Open |
4.670 |
4.745 |
0.075 |
1.6% |
4.551 |
High |
4.756 |
4.763 |
0.007 |
0.1% |
4.717 |
Low |
4.560 |
4.518 |
-0.042 |
-0.9% |
4.370 |
Close |
4.754 |
4.533 |
-0.221 |
-4.6% |
4.626 |
Range |
0.196 |
0.245 |
0.049 |
25.0% |
0.347 |
ATR |
0.200 |
0.204 |
0.003 |
1.6% |
0.000 |
Volume |
2,938 |
3,160 |
222 |
7.6% |
7,168 |
|
Daily Pivots for day following 05-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.340 |
5.181 |
4.668 |
|
R3 |
5.095 |
4.936 |
4.600 |
|
R2 |
4.850 |
4.850 |
4.578 |
|
R1 |
4.691 |
4.691 |
4.555 |
4.648 |
PP |
4.605 |
4.605 |
4.605 |
4.583 |
S1 |
4.446 |
4.446 |
4.511 |
4.403 |
S2 |
4.360 |
4.360 |
4.488 |
|
S3 |
4.115 |
4.201 |
4.466 |
|
S4 |
3.870 |
3.956 |
4.398 |
|
|
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 |
4.763 |
4.370 |
0.393 |
8.7% |
0.231 |
5.1% |
41% |
True |
False |
2,678 |
10 |
4.763 |
4.370 |
0.393 |
8.7% |
0.182 |
4.0% |
41% |
True |
False |
2,077 |
20 |
5.350 |
4.370 |
0.980 |
21.6% |
0.196 |
4.3% |
17% |
False |
False |
1,824 |
40 |
6.430 |
4.370 |
2.060 |
45.4% |
0.201 |
4.4% |
8% |
False |
False |
1,456 |
60 |
6.619 |
4.370 |
2.249 |
49.6% |
0.196 |
4.3% |
7% |
False |
False |
1,236 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.804 |
2.618 |
5.404 |
1.618 |
5.159 |
1.000 |
5.008 |
0.618 |
4.914 |
HIGH |
4.763 |
0.618 |
4.669 |
0.500 |
4.641 |
0.382 |
4.612 |
LOW |
4.518 |
0.618 |
4.367 |
1.000 |
4.273 |
1.618 |
4.122 |
2.618 |
3.877 |
4.250 |
3.477 |
|
|
Fisher Pivots for day following 05-Mar-2009 |
Pivot |
1 day |
3 day |
R1 |
4.641 |
4.641 |
PP |
4.605 |
4.605 |
S1 |
4.569 |
4.569 |
|