NYMEX Natural Gas Future August 2009
Trading Metrics calculated at close of trading on 16-Mar-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Mar-2009 |
16-Mar-2009 |
Change |
Change % |
Previous Week |
Open |
4.399 |
4.250 |
-0.149 |
-3.4% |
4.335 |
High |
4.430 |
4.351 |
-0.079 |
-1.8% |
4.445 |
Low |
4.317 |
4.195 |
-0.122 |
-2.8% |
4.196 |
Close |
4.350 |
4.267 |
-0.083 |
-1.9% |
4.350 |
Range |
0.113 |
0.156 |
0.043 |
38.1% |
0.249 |
ATR |
0.185 |
0.183 |
-0.002 |
-1.1% |
0.000 |
Volume |
3,011 |
1,710 |
-1,301 |
-43.2% |
17,361 |
|
Daily Pivots for day following 16-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.739 |
4.659 |
4.353 |
|
R3 |
4.583 |
4.503 |
4.310 |
|
R2 |
4.427 |
4.427 |
4.296 |
|
R1 |
4.347 |
4.347 |
4.281 |
4.387 |
PP |
4.271 |
4.271 |
4.271 |
4.291 |
S1 |
4.191 |
4.191 |
4.253 |
4.231 |
S2 |
4.115 |
4.115 |
4.238 |
|
S3 |
3.959 |
4.035 |
4.224 |
|
S4 |
3.803 |
3.879 |
4.181 |
|
|
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 |
4.195 |
0.250 |
5.9% |
0.150 |
3.5% |
29% |
False |
True |
3,340 |
10 |
4.763 |
4.195 |
0.568 |
13.3% |
0.161 |
3.8% |
13% |
False |
True |
2,966 |
20 |
4.850 |
4.195 |
0.655 |
15.4% |
0.172 |
4.0% |
11% |
False |
True |
2,314 |
40 |
5.420 |
4.195 |
1.225 |
28.7% |
0.186 |
4.4% |
6% |
False |
True |
1,826 |
60 |
6.619 |
4.195 |
2.424 |
56.8% |
0.196 |
4.6% |
3% |
False |
True |
1,507 |
80 |
7.211 |
4.195 |
3.016 |
70.7% |
0.189 |
4.4% |
2% |
False |
True |
1,348 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.014 |
2.618 |
4.759 |
1.618 |
4.603 |
1.000 |
4.507 |
0.618 |
4.447 |
HIGH |
4.351 |
0.618 |
4.291 |
0.500 |
4.273 |
0.382 |
4.255 |
LOW |
4.195 |
0.618 |
4.099 |
1.000 |
4.039 |
1.618 |
3.943 |
2.618 |
3.787 |
4.250 |
3.532 |
|
|
Fisher Pivots for day following 16-Mar-2009 |
Pivot |
1 day |
3 day |
R1 |
4.273 |
4.320 |
PP |
4.271 |
4.302 |
S1 |
4.269 |
4.285 |
|