NYMEX Natural Gas Future August 2009
Trading Metrics calculated at close of trading on 27-Mar-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Mar-2009 |
27-Mar-2009 |
Change |
Change % |
Previous Week |
Open |
4.805 |
4.330 |
-0.475 |
-9.9% |
4.710 |
High |
4.805 |
4.338 |
-0.467 |
-9.7% |
4.820 |
Low |
4.349 |
4.108 |
-0.241 |
-5.5% |
4.108 |
Close |
4.405 |
4.119 |
-0.286 |
-6.5% |
4.119 |
Range |
0.456 |
0.230 |
-0.226 |
-49.6% |
0.712 |
ATR |
0.211 |
0.217 |
0.006 |
2.9% |
0.000 |
Volume |
2,054 |
3,621 |
1,567 |
76.3% |
14,065 |
|
Daily Pivots for day following 27-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.878 |
4.729 |
4.246 |
|
R3 |
4.648 |
4.499 |
4.182 |
|
R2 |
4.418 |
4.418 |
4.161 |
|
R1 |
4.269 |
4.269 |
4.140 |
4.229 |
PP |
4.188 |
4.188 |
4.188 |
4.168 |
S1 |
4.039 |
4.039 |
4.098 |
3.999 |
S2 |
3.958 |
3.958 |
4.077 |
|
S3 |
3.728 |
3.809 |
4.056 |
|
S4 |
3.498 |
3.579 |
3.993 |
|
|
Weekly Pivots for week ending 27-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6.485 |
6.014 |
4.511 |
|
R3 |
5.773 |
5.302 |
4.315 |
|
R2 |
5.061 |
5.061 |
4.250 |
|
R1 |
4.590 |
4.590 |
4.184 |
4.470 |
PP |
4.349 |
4.349 |
4.349 |
4.289 |
S1 |
3.878 |
3.878 |
4.054 |
3.758 |
S2 |
3.637 |
3.637 |
3.988 |
|
S3 |
2.925 |
3.166 |
3.923 |
|
S4 |
2.213 |
2.454 |
3.727 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.820 |
4.108 |
0.712 |
17.3% |
0.218 |
5.3% |
2% |
False |
True |
2,813 |
10 |
4.820 |
4.099 |
0.721 |
17.5% |
0.228 |
5.5% |
3% |
False |
False |
2,465 |
20 |
4.820 |
4.099 |
0.721 |
17.5% |
0.199 |
4.8% |
3% |
False |
False |
2,819 |
40 |
5.350 |
4.099 |
1.251 |
30.4% |
0.199 |
4.8% |
2% |
False |
False |
2,192 |
60 |
6.619 |
4.099 |
2.520 |
61.2% |
0.206 |
5.0% |
1% |
False |
False |
1,758 |
80 |
6.987 |
4.099 |
2.888 |
70.1% |
0.196 |
4.8% |
1% |
False |
False |
1,540 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.316 |
2.618 |
4.940 |
1.618 |
4.710 |
1.000 |
4.568 |
0.618 |
4.480 |
HIGH |
4.338 |
0.618 |
4.250 |
0.500 |
4.223 |
0.382 |
4.196 |
LOW |
4.108 |
0.618 |
3.966 |
1.000 |
3.878 |
1.618 |
3.736 |
2.618 |
3.506 |
4.250 |
3.131 |
|
|
Fisher Pivots for day following 27-Mar-2009 |
Pivot |
1 day |
3 day |
R1 |
4.223 |
4.464 |
PP |
4.188 |
4.349 |
S1 |
4.154 |
4.234 |
|