NYMEX Natural Gas Future August 2009
Trading Metrics calculated at close of trading on 26-Mar-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Mar-2009 |
26-Mar-2009 |
Change |
Change % |
Previous Week |
Open |
4.788 |
4.805 |
0.017 |
0.4% |
4.250 |
High |
4.820 |
4.805 |
-0.015 |
-0.3% |
4.728 |
Low |
4.676 |
4.349 |
-0.327 |
-7.0% |
4.099 |
Close |
4.765 |
4.405 |
-0.360 |
-7.6% |
4.647 |
Range |
0.144 |
0.456 |
0.312 |
216.7% |
0.629 |
ATR |
0.192 |
0.211 |
0.019 |
9.8% |
0.000 |
Volume |
2,198 |
2,054 |
-144 |
-6.6% |
10,593 |
|
Daily Pivots for day following 26-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.888 |
5.602 |
4.656 |
|
R3 |
5.432 |
5.146 |
4.530 |
|
R2 |
4.976 |
4.976 |
4.489 |
|
R1 |
4.690 |
4.690 |
4.447 |
4.605 |
PP |
4.520 |
4.520 |
4.520 |
4.477 |
S1 |
4.234 |
4.234 |
4.363 |
4.149 |
S2 |
4.064 |
4.064 |
4.321 |
|
S3 |
3.608 |
3.778 |
4.280 |
|
S4 |
3.152 |
3.322 |
4.154 |
|
|
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 |
4.349 |
0.471 |
10.7% |
0.214 |
4.9% |
12% |
False |
True |
2,738 |
10 |
4.820 |
4.099 |
0.721 |
16.4% |
0.216 |
4.9% |
42% |
False |
False |
2,404 |
20 |
4.820 |
4.099 |
0.721 |
16.4% |
0.204 |
4.6% |
42% |
False |
False |
2,728 |
40 |
5.350 |
4.099 |
1.251 |
28.4% |
0.199 |
4.5% |
24% |
False |
False |
2,145 |
60 |
6.619 |
4.099 |
2.520 |
57.2% |
0.203 |
4.6% |
12% |
False |
False |
1,746 |
80 |
6.987 |
4.099 |
2.888 |
65.6% |
0.196 |
4.4% |
11% |
False |
False |
1,497 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6.743 |
2.618 |
5.999 |
1.618 |
5.543 |
1.000 |
5.261 |
0.618 |
5.087 |
HIGH |
4.805 |
0.618 |
4.631 |
0.500 |
4.577 |
0.382 |
4.523 |
LOW |
4.349 |
0.618 |
4.067 |
1.000 |
3.893 |
1.618 |
3.611 |
2.618 |
3.155 |
4.250 |
2.411 |
|
|
Fisher Pivots for day following 26-Mar-2009 |
Pivot |
1 day |
3 day |
R1 |
4.577 |
4.585 |
PP |
4.520 |
4.525 |
S1 |
4.462 |
4.465 |
|