NYMEX Natural Gas Future August 2009
Trading Metrics calculated at close of trading on 06-Mar-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Mar-2009 |
06-Mar-2009 |
Change |
Change % |
Previous Week |
Open |
4.745 |
4.495 |
-0.250 |
-5.3% |
4.642 |
High |
4.763 |
4.516 |
-0.247 |
-5.2% |
4.763 |
Low |
4.518 |
4.350 |
-0.168 |
-3.7% |
4.350 |
Close |
4.533 |
4.377 |
-0.156 |
-3.4% |
4.377 |
Range |
0.245 |
0.166 |
-0.079 |
-32.2% |
0.413 |
ATR |
0.204 |
0.202 |
-0.001 |
-0.7% |
0.000 |
Volume |
3,160 |
2,772 |
-388 |
-12.3% |
14,361 |
|
Daily Pivots for day following 06-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.912 |
4.811 |
4.468 |
|
R3 |
4.746 |
4.645 |
4.423 |
|
R2 |
4.580 |
4.580 |
4.407 |
|
R1 |
4.479 |
4.479 |
4.392 |
4.447 |
PP |
4.414 |
4.414 |
4.414 |
4.398 |
S1 |
4.313 |
4.313 |
4.362 |
4.281 |
S2 |
4.248 |
4.248 |
4.347 |
|
S3 |
4.082 |
4.147 |
4.331 |
|
S4 |
3.916 |
3.981 |
4.286 |
|
|
Weekly Pivots for week ending 06-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.736 |
5.469 |
4.604 |
|
R3 |
5.323 |
5.056 |
4.491 |
|
R2 |
4.910 |
4.910 |
4.453 |
|
R1 |
4.643 |
4.643 |
4.415 |
4.570 |
PP |
4.497 |
4.497 |
4.497 |
4.460 |
S1 |
4.230 |
4.230 |
4.339 |
4.157 |
S2 |
4.084 |
4.084 |
4.301 |
|
S3 |
3.671 |
3.817 |
4.263 |
|
S4 |
3.258 |
3.404 |
4.150 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.763 |
4.350 |
0.413 |
9.4% |
0.195 |
4.4% |
7% |
False |
True |
2,872 |
10 |
4.763 |
4.350 |
0.413 |
9.4% |
0.192 |
4.4% |
7% |
False |
True |
2,152 |
20 |
5.350 |
4.350 |
1.000 |
22.8% |
0.194 |
4.4% |
3% |
False |
True |
1,907 |
40 |
6.344 |
4.350 |
1.994 |
45.6% |
0.201 |
4.6% |
1% |
False |
True |
1,512 |
60 |
6.619 |
4.350 |
2.269 |
51.8% |
0.196 |
4.5% |
1% |
False |
True |
1,269 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.222 |
2.618 |
4.951 |
1.618 |
4.785 |
1.000 |
4.682 |
0.618 |
4.619 |
HIGH |
4.516 |
0.618 |
4.453 |
0.500 |
4.433 |
0.382 |
4.413 |
LOW |
4.350 |
0.618 |
4.247 |
1.000 |
4.184 |
1.618 |
4.081 |
2.618 |
3.915 |
4.250 |
3.645 |
|
|
Fisher Pivots for day following 06-Mar-2009 |
Pivot |
1 day |
3 day |
R1 |
4.433 |
4.557 |
PP |
4.414 |
4.497 |
S1 |
4.396 |
4.437 |
|