NYMEX Natural Gas Future August 2009
Trading Metrics calculated at close of trading on 10-Mar-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Mar-2009 |
10-Mar-2009 |
Change |
Change % |
Previous Week |
Open |
4.335 |
4.287 |
-0.048 |
-1.1% |
4.642 |
High |
4.370 |
4.372 |
0.002 |
0.0% |
4.763 |
Low |
4.242 |
4.244 |
0.002 |
0.0% |
4.350 |
Close |
4.287 |
4.270 |
-0.017 |
-0.4% |
4.377 |
Range |
0.128 |
0.128 |
0.000 |
0.0% |
0.413 |
ATR |
0.197 |
0.192 |
-0.005 |
-2.5% |
0.000 |
Volume |
2,369 |
1,736 |
-633 |
-26.7% |
14,361 |
|
Daily Pivots for day following 10-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.679 |
4.603 |
4.340 |
|
R3 |
4.551 |
4.475 |
4.305 |
|
R2 |
4.423 |
4.423 |
4.293 |
|
R1 |
4.347 |
4.347 |
4.282 |
4.321 |
PP |
4.295 |
4.295 |
4.295 |
4.283 |
S1 |
4.219 |
4.219 |
4.258 |
4.193 |
S2 |
4.167 |
4.167 |
4.247 |
|
S3 |
4.039 |
4.091 |
4.235 |
|
S4 |
3.911 |
3.963 |
4.200 |
|
|
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% |
0.173 |
4.0% |
5% |
False |
False |
2,595 |
10 |
4.763 |
4.242 |
0.521 |
12.2% |
0.185 |
4.3% |
5% |
False |
False |
2,363 |
20 |
5.316 |
4.242 |
1.074 |
25.2% |
0.182 |
4.3% |
3% |
False |
False |
1,879 |
40 |
6.030 |
4.242 |
1.788 |
41.9% |
0.193 |
4.5% |
2% |
False |
False |
1,568 |
60 |
6.619 |
4.242 |
2.377 |
55.7% |
0.195 |
4.6% |
1% |
False |
False |
1,317 |
80 |
7.230 |
4.242 |
2.988 |
70.0% |
0.194 |
4.5% |
1% |
False |
False |
1,188 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.916 |
2.618 |
4.707 |
1.618 |
4.579 |
1.000 |
4.500 |
0.618 |
4.451 |
HIGH |
4.372 |
0.618 |
4.323 |
0.500 |
4.308 |
0.382 |
4.293 |
LOW |
4.244 |
0.618 |
4.165 |
1.000 |
4.116 |
1.618 |
4.037 |
2.618 |
3.909 |
4.250 |
3.700 |
|
|
Fisher Pivots for day following 10-Mar-2009 |
Pivot |
1 day |
3 day |
R1 |
4.308 |
4.379 |
PP |
4.295 |
4.343 |
S1 |
4.283 |
4.306 |
|