NYMEX Natural Gas Future August 2009
Trading Metrics calculated at close of trading on 24-Mar-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Mar-2009 |
24-Mar-2009 |
Change |
Change % |
Previous Week |
Open |
4.710 |
4.711 |
0.001 |
0.0% |
4.250 |
High |
4.765 |
4.812 |
0.047 |
1.0% |
4.728 |
Low |
4.680 |
4.635 |
-0.045 |
-1.0% |
4.099 |
Close |
4.722 |
4.788 |
0.066 |
1.4% |
4.647 |
Range |
0.085 |
0.177 |
0.092 |
108.2% |
0.629 |
ATR |
0.198 |
0.196 |
-0.001 |
-0.7% |
0.000 |
Volume |
3,395 |
2,797 |
-598 |
-17.6% |
10,593 |
|
Daily Pivots for day following 24-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.276 |
5.209 |
4.885 |
|
R3 |
5.099 |
5.032 |
4.837 |
|
R2 |
4.922 |
4.922 |
4.820 |
|
R1 |
4.855 |
4.855 |
4.804 |
4.889 |
PP |
4.745 |
4.745 |
4.745 |
4.762 |
S1 |
4.678 |
4.678 |
4.772 |
4.712 |
S2 |
4.568 |
4.568 |
4.756 |
|
S3 |
4.391 |
4.501 |
4.739 |
|
S4 |
4.214 |
4.324 |
4.691 |
|
|
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 |
4.812 |
4.099 |
0.713 |
14.9% |
0.240 |
5.0% |
97% |
True |
False |
2,614 |
10 |
4.812 |
4.099 |
0.713 |
14.9% |
0.191 |
4.0% |
97% |
True |
False |
3,004 |
20 |
4.812 |
4.099 |
0.713 |
14.9% |
0.188 |
3.9% |
97% |
True |
False |
2,683 |
40 |
5.350 |
4.099 |
1.251 |
26.1% |
0.192 |
4.0% |
55% |
False |
False |
2,095 |
60 |
6.619 |
4.099 |
2.520 |
52.6% |
0.195 |
4.1% |
27% |
False |
False |
1,683 |
80 |
7.153 |
4.099 |
3.054 |
63.8% |
0.194 |
4.0% |
23% |
False |
False |
1,462 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.564 |
2.618 |
5.275 |
1.618 |
5.098 |
1.000 |
4.989 |
0.618 |
4.921 |
HIGH |
4.812 |
0.618 |
4.744 |
0.500 |
4.724 |
0.382 |
4.703 |
LOW |
4.635 |
0.618 |
4.526 |
1.000 |
4.458 |
1.618 |
4.349 |
2.618 |
4.172 |
4.250 |
3.883 |
|
|
Fisher Pivots for day following 24-Mar-2009 |
Pivot |
1 day |
3 day |
R1 |
4.767 |
4.748 |
PP |
4.745 |
4.707 |
S1 |
4.724 |
4.667 |
|