NYMEX Natural Gas Future August 2009
Trading Metrics calculated at close of trading on 17-Mar-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Mar-2009 |
17-Mar-2009 |
Change |
Change % |
Previous Week |
Open |
4.250 |
4.252 |
0.002 |
0.0% |
4.335 |
High |
4.351 |
4.265 |
-0.086 |
-2.0% |
4.445 |
Low |
4.195 |
4.175 |
-0.020 |
-0.5% |
4.196 |
Close |
4.267 |
4.223 |
-0.044 |
-1.0% |
4.350 |
Range |
0.156 |
0.090 |
-0.066 |
-42.3% |
0.249 |
ATR |
0.183 |
0.176 |
-0.006 |
-3.6% |
0.000 |
Volume |
1,710 |
2,001 |
291 |
17.0% |
17,361 |
|
Daily Pivots for day following 17-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.491 |
4.447 |
4.273 |
|
R3 |
4.401 |
4.357 |
4.248 |
|
R2 |
4.311 |
4.311 |
4.240 |
|
R1 |
4.267 |
4.267 |
4.231 |
4.244 |
PP |
4.221 |
4.221 |
4.221 |
4.210 |
S1 |
4.177 |
4.177 |
4.215 |
4.154 |
S2 |
4.131 |
4.131 |
4.207 |
|
S3 |
4.041 |
4.087 |
4.198 |
|
S4 |
3.951 |
3.997 |
4.174 |
|
|
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 |
4.175 |
0.270 |
6.4% |
0.142 |
3.4% |
18% |
False |
True |
3,393 |
10 |
4.763 |
4.175 |
0.588 |
13.9% |
0.158 |
3.7% |
8% |
False |
True |
2,994 |
20 |
4.763 |
4.175 |
0.588 |
13.9% |
0.165 |
3.9% |
8% |
False |
True |
2,383 |
40 |
5.350 |
4.175 |
1.175 |
27.8% |
0.185 |
4.4% |
4% |
False |
True |
1,857 |
60 |
6.619 |
4.175 |
2.444 |
57.9% |
0.195 |
4.6% |
2% |
False |
True |
1,532 |
80 |
7.211 |
4.175 |
3.036 |
71.9% |
0.189 |
4.5% |
2% |
False |
True |
1,363 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.648 |
2.618 |
4.501 |
1.618 |
4.411 |
1.000 |
4.355 |
0.618 |
4.321 |
HIGH |
4.265 |
0.618 |
4.231 |
0.500 |
4.220 |
0.382 |
4.209 |
LOW |
4.175 |
0.618 |
4.119 |
1.000 |
4.085 |
1.618 |
4.029 |
2.618 |
3.939 |
4.250 |
3.793 |
|
|
Fisher Pivots for day following 17-Mar-2009 |
Pivot |
1 day |
3 day |
R1 |
4.222 |
4.303 |
PP |
4.221 |
4.276 |
S1 |
4.220 |
4.250 |
|