NYMEX Natural Gas Future August 2009
Trading Metrics calculated at close of trading on 19-Mar-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Mar-2009 |
19-Mar-2009 |
Change |
Change % |
Previous Week |
Open |
4.240 |
4.104 |
-0.136 |
-3.2% |
4.335 |
High |
4.255 |
4.674 |
0.419 |
9.8% |
4.445 |
Low |
4.099 |
4.100 |
0.001 |
0.0% |
4.196 |
Close |
4.113 |
4.572 |
0.459 |
11.2% |
4.350 |
Range |
0.156 |
0.574 |
0.418 |
267.9% |
0.249 |
ATR |
0.175 |
0.204 |
0.028 |
16.3% |
0.000 |
Volume |
1,768 |
1,864 |
96 |
5.4% |
17,361 |
|
Daily Pivots for day following 19-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6.171 |
5.945 |
4.888 |
|
R3 |
5.597 |
5.371 |
4.730 |
|
R2 |
5.023 |
5.023 |
4.677 |
|
R1 |
4.797 |
4.797 |
4.625 |
4.910 |
PP |
4.449 |
4.449 |
4.449 |
4.505 |
S1 |
4.223 |
4.223 |
4.519 |
4.336 |
S2 |
3.875 |
3.875 |
4.467 |
|
S3 |
3.301 |
3.649 |
4.414 |
|
S4 |
2.727 |
3.075 |
4.256 |
|
|
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 |
4.674 |
4.099 |
0.575 |
12.6% |
0.218 |
4.8% |
82% |
True |
False |
2,070 |
10 |
4.674 |
4.099 |
0.575 |
12.6% |
0.186 |
4.1% |
82% |
True |
False |
2,747 |
20 |
4.763 |
4.099 |
0.664 |
14.5% |
0.184 |
4.0% |
71% |
False |
False |
2,412 |
40 |
5.350 |
4.099 |
1.251 |
27.4% |
0.195 |
4.3% |
38% |
False |
False |
1,916 |
60 |
6.619 |
4.099 |
2.520 |
55.1% |
0.200 |
4.4% |
19% |
False |
False |
1,561 |
80 |
7.153 |
4.099 |
3.054 |
66.8% |
0.194 |
4.2% |
15% |
False |
False |
1,377 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7.114 |
2.618 |
6.177 |
1.618 |
5.603 |
1.000 |
5.248 |
0.618 |
5.029 |
HIGH |
4.674 |
0.618 |
4.455 |
0.500 |
4.387 |
0.382 |
4.319 |
LOW |
4.100 |
0.618 |
3.745 |
1.000 |
3.526 |
1.618 |
3.171 |
2.618 |
2.597 |
4.250 |
1.661 |
|
|
Fisher Pivots for day following 19-Mar-2009 |
Pivot |
1 day |
3 day |
R1 |
4.510 |
4.510 |
PP |
4.449 |
4.448 |
S1 |
4.387 |
4.387 |
|