NYMEX Natural Gas Future August 2009
Trading Metrics calculated at close of trading on 25-Mar-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Mar-2009 |
25-Mar-2009 |
Change |
Change % |
Previous Week |
Open |
4.711 |
4.788 |
0.077 |
1.6% |
4.250 |
High |
4.812 |
4.820 |
0.008 |
0.2% |
4.728 |
Low |
4.635 |
4.676 |
0.041 |
0.9% |
4.099 |
Close |
4.788 |
4.765 |
-0.023 |
-0.5% |
4.647 |
Range |
0.177 |
0.144 |
-0.033 |
-18.6% |
0.629 |
ATR |
0.196 |
0.192 |
-0.004 |
-1.9% |
0.000 |
Volume |
2,797 |
2,198 |
-599 |
-21.4% |
10,593 |
|
Daily Pivots for day following 25-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.186 |
5.119 |
4.844 |
|
R3 |
5.042 |
4.975 |
4.805 |
|
R2 |
4.898 |
4.898 |
4.791 |
|
R1 |
4.831 |
4.831 |
4.778 |
4.793 |
PP |
4.754 |
4.754 |
4.754 |
4.734 |
S1 |
4.687 |
4.687 |
4.752 |
4.649 |
S2 |
4.610 |
4.610 |
4.739 |
|
S3 |
4.466 |
4.543 |
4.725 |
|
S4 |
4.322 |
4.399 |
4.686 |
|
|
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 |
4.820 |
4.100 |
0.720 |
15.1% |
0.237 |
5.0% |
92% |
True |
False |
2,700 |
10 |
4.820 |
4.099 |
0.721 |
15.1% |
0.195 |
4.1% |
92% |
True |
False |
2,574 |
20 |
4.820 |
4.099 |
0.721 |
15.1% |
0.187 |
3.9% |
92% |
True |
False |
2,711 |
40 |
5.350 |
4.099 |
1.251 |
26.3% |
0.192 |
4.0% |
53% |
False |
False |
2,130 |
60 |
6.619 |
4.099 |
2.520 |
52.9% |
0.197 |
4.1% |
26% |
False |
False |
1,713 |
80 |
6.987 |
4.099 |
2.888 |
60.6% |
0.191 |
4.0% |
23% |
False |
False |
1,481 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.432 |
2.618 |
5.197 |
1.618 |
5.053 |
1.000 |
4.964 |
0.618 |
4.909 |
HIGH |
4.820 |
0.618 |
4.765 |
0.500 |
4.748 |
0.382 |
4.731 |
LOW |
4.676 |
0.618 |
4.587 |
1.000 |
4.532 |
1.618 |
4.443 |
2.618 |
4.299 |
4.250 |
4.064 |
|
|
Fisher Pivots for day following 25-Mar-2009 |
Pivot |
1 day |
3 day |
R1 |
4.759 |
4.753 |
PP |
4.754 |
4.740 |
S1 |
4.748 |
4.728 |
|