NYMEX Natural Gas Future August 2009
Trading Metrics calculated at close of trading on 09-Mar-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Mar-2009 |
09-Mar-2009 |
Change |
Change % |
Previous Week |
Open |
4.495 |
4.335 |
-0.160 |
-3.6% |
4.642 |
High |
4.516 |
4.370 |
-0.146 |
-3.2% |
4.763 |
Low |
4.350 |
4.242 |
-0.108 |
-2.5% |
4.350 |
Close |
4.377 |
4.287 |
-0.090 |
-2.1% |
4.377 |
Range |
0.166 |
0.128 |
-0.038 |
-22.9% |
0.413 |
ATR |
0.202 |
0.197 |
-0.005 |
-2.4% |
0.000 |
Volume |
2,772 |
2,369 |
-403 |
-14.5% |
14,361 |
|
Daily Pivots for day following 09-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.684 |
4.613 |
4.357 |
|
R3 |
4.556 |
4.485 |
4.322 |
|
R2 |
4.428 |
4.428 |
4.310 |
|
R1 |
4.357 |
4.357 |
4.299 |
4.329 |
PP |
4.300 |
4.300 |
4.300 |
4.285 |
S1 |
4.229 |
4.229 |
4.275 |
4.201 |
S2 |
4.172 |
4.172 |
4.264 |
|
S3 |
4.044 |
4.101 |
4.252 |
|
S4 |
3.916 |
3.973 |
4.217 |
|
|
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 |
4.242 |
0.521 |
12.2% |
0.172 |
4.0% |
9% |
False |
True |
2,591 |
10 |
4.763 |
4.242 |
0.521 |
12.2% |
0.191 |
4.5% |
9% |
False |
True |
2,297 |
20 |
5.350 |
4.242 |
1.108 |
25.8% |
0.186 |
4.3% |
4% |
False |
True |
1,896 |
40 |
6.077 |
4.242 |
1.835 |
42.8% |
0.195 |
4.5% |
2% |
False |
True |
1,554 |
60 |
6.619 |
4.242 |
2.377 |
55.4% |
0.195 |
4.6% |
2% |
False |
True |
1,298 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.914 |
2.618 |
4.705 |
1.618 |
4.577 |
1.000 |
4.498 |
0.618 |
4.449 |
HIGH |
4.370 |
0.618 |
4.321 |
0.500 |
4.306 |
0.382 |
4.291 |
LOW |
4.242 |
0.618 |
4.163 |
1.000 |
4.114 |
1.618 |
4.035 |
2.618 |
3.907 |
4.250 |
3.698 |
|
|
Fisher Pivots for day following 09-Mar-2009 |
Pivot |
1 day |
3 day |
R1 |
4.306 |
4.503 |
PP |
4.300 |
4.431 |
S1 |
4.293 |
4.359 |
|