NYMEX Natural Gas Future August 2009
Trading Metrics calculated at close of trading on 18-Mar-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Mar-2009 |
18-Mar-2009 |
Change |
Change % |
Previous Week |
Open |
4.252 |
4.240 |
-0.012 |
-0.3% |
4.335 |
High |
4.265 |
4.255 |
-0.010 |
-0.2% |
4.445 |
Low |
4.175 |
4.099 |
-0.076 |
-1.8% |
4.196 |
Close |
4.223 |
4.113 |
-0.110 |
-2.6% |
4.350 |
Range |
0.090 |
0.156 |
0.066 |
73.3% |
0.249 |
ATR |
0.176 |
0.175 |
-0.001 |
-0.8% |
0.000 |
Volume |
2,001 |
1,768 |
-233 |
-11.6% |
17,361 |
|
Daily Pivots for day following 18-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.624 |
4.524 |
4.199 |
|
R3 |
4.468 |
4.368 |
4.156 |
|
R2 |
4.312 |
4.312 |
4.142 |
|
R1 |
4.212 |
4.212 |
4.127 |
4.184 |
PP |
4.156 |
4.156 |
4.156 |
4.142 |
S1 |
4.056 |
4.056 |
4.099 |
4.028 |
S2 |
4.000 |
4.000 |
4.084 |
|
S3 |
3.844 |
3.900 |
4.070 |
|
S4 |
3.688 |
3.744 |
4.027 |
|
|
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 |
4.099 |
0.346 |
8.4% |
0.153 |
3.7% |
4% |
False |
True |
2,448 |
10 |
4.763 |
4.099 |
0.664 |
16.1% |
0.154 |
3.7% |
2% |
False |
True |
2,877 |
20 |
4.763 |
4.099 |
0.664 |
16.1% |
0.167 |
4.0% |
2% |
False |
True |
2,398 |
40 |
5.350 |
4.099 |
1.251 |
30.4% |
0.184 |
4.5% |
1% |
False |
True |
1,883 |
60 |
6.619 |
4.099 |
2.520 |
61.3% |
0.195 |
4.7% |
1% |
False |
True |
1,549 |
80 |
7.153 |
4.099 |
3.054 |
74.3% |
0.188 |
4.6% |
0% |
False |
True |
1,365 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.918 |
2.618 |
4.663 |
1.618 |
4.507 |
1.000 |
4.411 |
0.618 |
4.351 |
HIGH |
4.255 |
0.618 |
4.195 |
0.500 |
4.177 |
0.382 |
4.159 |
LOW |
4.099 |
0.618 |
4.003 |
1.000 |
3.943 |
1.618 |
3.847 |
2.618 |
3.691 |
4.250 |
3.436 |
|
|
Fisher Pivots for day following 18-Mar-2009 |
Pivot |
1 day |
3 day |
R1 |
4.177 |
4.225 |
PP |
4.156 |
4.188 |
S1 |
4.134 |
4.150 |
|