NYMEX Natural Gas Future August 2009
Trading Metrics calculated at close of trading on 13-Mar-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2009 |
13-Mar-2009 |
Change |
Change % |
Previous Week |
Open |
4.245 |
4.399 |
0.154 |
3.6% |
4.335 |
High |
4.445 |
4.430 |
-0.015 |
-0.3% |
4.445 |
Low |
4.196 |
4.317 |
0.121 |
2.9% |
4.196 |
Close |
4.415 |
4.350 |
-0.065 |
-1.5% |
4.350 |
Range |
0.249 |
0.113 |
-0.136 |
-54.6% |
0.249 |
ATR |
0.191 |
0.185 |
-0.006 |
-2.9% |
0.000 |
Volume |
3,753 |
3,011 |
-742 |
-19.8% |
17,361 |
|
Daily Pivots for day following 13-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.705 |
4.640 |
4.412 |
|
R3 |
4.592 |
4.527 |
4.381 |
|
R2 |
4.479 |
4.479 |
4.371 |
|
R1 |
4.414 |
4.414 |
4.360 |
4.390 |
PP |
4.366 |
4.366 |
4.366 |
4.354 |
S1 |
4.301 |
4.301 |
4.340 |
4.277 |
S2 |
4.253 |
4.253 |
4.329 |
|
S3 |
4.140 |
4.188 |
4.319 |
|
S4 |
4.027 |
4.075 |
4.288 |
|
|
Weekly Pivots for week ending 13-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.077 |
4.963 |
4.487 |
|
R3 |
4.828 |
4.714 |
4.418 |
|
R2 |
4.579 |
4.579 |
4.396 |
|
R1 |
4.465 |
4.465 |
4.373 |
4.522 |
PP |
4.330 |
4.330 |
4.330 |
4.359 |
S1 |
4.216 |
4.216 |
4.327 |
4.273 |
S2 |
4.081 |
4.081 |
4.304 |
|
S3 |
3.832 |
3.967 |
4.282 |
|
S4 |
3.583 |
3.718 |
4.213 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.445 |
4.196 |
0.249 |
5.7% |
0.144 |
3.3% |
62% |
False |
False |
3,472 |
10 |
4.763 |
4.196 |
0.567 |
13.0% |
0.170 |
3.9% |
27% |
False |
False |
3,172 |
20 |
4.992 |
4.196 |
0.796 |
18.3% |
0.171 |
3.9% |
19% |
False |
False |
2,338 |
40 |
5.470 |
4.196 |
1.274 |
29.3% |
0.188 |
4.3% |
12% |
False |
False |
1,833 |
60 |
6.619 |
4.196 |
2.423 |
55.7% |
0.195 |
4.5% |
6% |
False |
False |
1,486 |
80 |
7.211 |
4.196 |
3.015 |
69.3% |
0.190 |
4.4% |
5% |
False |
False |
1,330 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.910 |
2.618 |
4.726 |
1.618 |
4.613 |
1.000 |
4.543 |
0.618 |
4.500 |
HIGH |
4.430 |
0.618 |
4.387 |
0.500 |
4.374 |
0.382 |
4.360 |
LOW |
4.317 |
0.618 |
4.247 |
1.000 |
4.204 |
1.618 |
4.134 |
2.618 |
4.021 |
4.250 |
3.837 |
|
|
Fisher Pivots for day following 13-Mar-2009 |
Pivot |
1 day |
3 day |
R1 |
4.374 |
4.340 |
PP |
4.366 |
4.330 |
S1 |
4.358 |
4.321 |
|