NYMEX Natural Gas Future August 2009
Trading Metrics calculated at close of trading on 23-Mar-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Mar-2009 |
23-Mar-2009 |
Change |
Change % |
Previous Week |
Open |
4.583 |
4.710 |
0.127 |
2.8% |
4.250 |
High |
4.728 |
4.765 |
0.037 |
0.8% |
4.728 |
Low |
4.521 |
4.680 |
0.159 |
3.5% |
4.099 |
Close |
4.647 |
4.722 |
0.075 |
1.6% |
4.647 |
Range |
0.207 |
0.085 |
-0.122 |
-58.9% |
0.629 |
ATR |
0.204 |
0.198 |
-0.006 |
-3.0% |
0.000 |
Volume |
3,250 |
3,395 |
145 |
4.5% |
10,593 |
|
Daily Pivots for day following 23-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.977 |
4.935 |
4.769 |
|
R3 |
4.892 |
4.850 |
4.745 |
|
R2 |
4.807 |
4.807 |
4.738 |
|
R1 |
4.765 |
4.765 |
4.730 |
4.786 |
PP |
4.722 |
4.722 |
4.722 |
4.733 |
S1 |
4.680 |
4.680 |
4.714 |
4.701 |
S2 |
4.637 |
4.637 |
4.706 |
|
S3 |
4.552 |
4.595 |
4.699 |
|
S4 |
4.467 |
4.510 |
4.675 |
|
|
Weekly Pivots for week ending 20-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6.378 |
6.142 |
4.993 |
|
R3 |
5.749 |
5.513 |
4.820 |
|
R2 |
5.120 |
5.120 |
4.762 |
|
R1 |
4.884 |
4.884 |
4.705 |
5.002 |
PP |
4.491 |
4.491 |
4.491 |
4.551 |
S1 |
4.255 |
4.255 |
4.589 |
4.373 |
S2 |
3.862 |
3.862 |
4.532 |
|
S3 |
3.233 |
3.626 |
4.474 |
|
S4 |
2.604 |
2.997 |
4.301 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.765 |
4.099 |
0.666 |
14.1% |
0.222 |
4.7% |
94% |
True |
False |
2,455 |
10 |
4.765 |
4.099 |
0.666 |
14.1% |
0.186 |
3.9% |
94% |
True |
False |
2,898 |
20 |
4.765 |
4.099 |
0.666 |
14.1% |
0.189 |
4.0% |
94% |
True |
False |
2,597 |
40 |
5.350 |
4.099 |
1.251 |
26.5% |
0.191 |
4.1% |
50% |
False |
False |
2,042 |
60 |
6.619 |
4.099 |
2.520 |
53.4% |
0.197 |
4.2% |
25% |
False |
False |
1,646 |
80 |
7.153 |
4.099 |
3.054 |
64.7% |
0.194 |
4.1% |
20% |
False |
False |
1,436 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.126 |
2.618 |
4.988 |
1.618 |
4.903 |
1.000 |
4.850 |
0.618 |
4.818 |
HIGH |
4.765 |
0.618 |
4.733 |
0.500 |
4.723 |
0.382 |
4.712 |
LOW |
4.680 |
0.618 |
4.627 |
1.000 |
4.595 |
1.618 |
4.542 |
2.618 |
4.457 |
4.250 |
4.319 |
|
|
Fisher Pivots for day following 23-Mar-2009 |
Pivot |
1 day |
3 day |
R1 |
4.723 |
4.626 |
PP |
4.722 |
4.529 |
S1 |
4.722 |
4.433 |
|