NYMEX Natural Gas Future August 2009
Trading Metrics calculated at close of trading on 11-Mar-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Mar-2009 |
11-Mar-2009 |
Change |
Change % |
Previous Week |
Open |
4.287 |
4.293 |
0.006 |
0.1% |
4.642 |
High |
4.372 |
4.320 |
-0.052 |
-1.2% |
4.763 |
Low |
4.244 |
4.216 |
-0.028 |
-0.7% |
4.350 |
Close |
4.270 |
4.216 |
-0.054 |
-1.3% |
4.377 |
Range |
0.128 |
0.104 |
-0.024 |
-18.8% |
0.413 |
ATR |
0.192 |
0.186 |
-0.006 |
-3.3% |
0.000 |
Volume |
1,736 |
6,492 |
4,756 |
274.0% |
14,361 |
|
Daily Pivots for day following 11-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.563 |
4.493 |
4.273 |
|
R3 |
4.459 |
4.389 |
4.245 |
|
R2 |
4.355 |
4.355 |
4.235 |
|
R1 |
4.285 |
4.285 |
4.226 |
4.268 |
PP |
4.251 |
4.251 |
4.251 |
4.242 |
S1 |
4.181 |
4.181 |
4.206 |
4.164 |
S2 |
4.147 |
4.147 |
4.197 |
|
S3 |
4.043 |
4.077 |
4.187 |
|
S4 |
3.939 |
3.973 |
4.159 |
|
|
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 |
4.216 |
0.547 |
13.0% |
0.154 |
3.7% |
0% |
False |
True |
3,305 |
10 |
4.763 |
4.216 |
0.547 |
13.0% |
0.178 |
4.2% |
0% |
False |
True |
2,848 |
20 |
5.201 |
4.216 |
0.985 |
23.4% |
0.174 |
4.1% |
0% |
False |
True |
2,138 |
40 |
5.895 |
4.216 |
1.679 |
39.8% |
0.190 |
4.5% |
0% |
False |
True |
1,704 |
60 |
6.619 |
4.216 |
2.403 |
57.0% |
0.193 |
4.6% |
0% |
False |
True |
1,413 |
80 |
7.211 |
4.216 |
2.995 |
71.0% |
0.191 |
4.5% |
0% |
False |
True |
1,263 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.762 |
2.618 |
4.592 |
1.618 |
4.488 |
1.000 |
4.424 |
0.618 |
4.384 |
HIGH |
4.320 |
0.618 |
4.280 |
0.500 |
4.268 |
0.382 |
4.256 |
LOW |
4.216 |
0.618 |
4.152 |
1.000 |
4.112 |
1.618 |
4.048 |
2.618 |
3.944 |
4.250 |
3.774 |
|
|
Fisher Pivots for day following 11-Mar-2009 |
Pivot |
1 day |
3 day |
R1 |
4.268 |
4.294 |
PP |
4.251 |
4.268 |
S1 |
4.233 |
4.242 |
|