NYMEX Natural Gas Future August 2009
Trading Metrics calculated at close of trading on 31-Mar-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Mar-2009 |
31-Mar-2009 |
Change |
Change % |
Previous Week |
Open |
4.114 |
4.173 |
0.059 |
1.4% |
4.710 |
High |
4.170 |
4.186 |
0.016 |
0.4% |
4.820 |
Low |
4.074 |
4.030 |
-0.044 |
-1.1% |
4.108 |
Close |
4.116 |
4.161 |
0.045 |
1.1% |
4.119 |
Range |
0.096 |
0.156 |
0.060 |
62.5% |
0.712 |
ATR |
0.209 |
0.205 |
-0.004 |
-1.8% |
0.000 |
Volume |
3,370 |
1,250 |
-2,120 |
-62.9% |
14,065 |
|
Daily Pivots for day following 31-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.594 |
4.533 |
4.247 |
|
R3 |
4.438 |
4.377 |
4.204 |
|
R2 |
4.282 |
4.282 |
4.190 |
|
R1 |
4.221 |
4.221 |
4.175 |
4.174 |
PP |
4.126 |
4.126 |
4.126 |
4.102 |
S1 |
4.065 |
4.065 |
4.147 |
4.018 |
S2 |
3.970 |
3.970 |
4.132 |
|
S3 |
3.814 |
3.909 |
4.118 |
|
S4 |
3.658 |
3.753 |
4.075 |
|
|
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 |
4.030 |
0.790 |
19.0% |
0.216 |
5.2% |
17% |
False |
True |
2,498 |
10 |
4.820 |
4.030 |
0.790 |
19.0% |
0.228 |
5.5% |
17% |
False |
True |
2,556 |
20 |
4.820 |
4.030 |
0.790 |
19.0% |
0.193 |
4.6% |
17% |
False |
True |
2,775 |
40 |
5.350 |
4.030 |
1.320 |
31.7% |
0.192 |
4.6% |
10% |
False |
True |
2,237 |
60 |
6.619 |
4.030 |
2.589 |
62.2% |
0.199 |
4.8% |
5% |
False |
True |
1,820 |
80 |
6.760 |
4.030 |
2.730 |
65.6% |
0.195 |
4.7% |
5% |
False |
True |
1,586 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.849 |
2.618 |
4.594 |
1.618 |
4.438 |
1.000 |
4.342 |
0.618 |
4.282 |
HIGH |
4.186 |
0.618 |
4.126 |
0.500 |
4.108 |
0.382 |
4.090 |
LOW |
4.030 |
0.618 |
3.934 |
1.000 |
3.874 |
1.618 |
3.778 |
2.618 |
3.622 |
4.250 |
3.367 |
|
|
Fisher Pivots for day following 31-Mar-2009 |
Pivot |
1 day |
3 day |
R1 |
4.143 |
4.184 |
PP |
4.126 |
4.176 |
S1 |
4.108 |
4.169 |
|