NYMEX Natural Gas Future September 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 |
4.185 |
4.200 |
0.015 |
0.4% |
4.729 |
High |
4.218 |
4.235 |
0.017 |
0.4% |
4.858 |
Low |
4.147 |
4.076 |
-0.071 |
-1.7% |
4.172 |
Close |
4.173 |
4.220 |
0.047 |
1.1% |
4.179 |
Range |
0.071 |
0.159 |
0.088 |
123.9% |
0.686 |
ATR |
0.203 |
0.200 |
-0.003 |
-1.6% |
0.000 |
Volume |
2,304 |
763 |
-1,541 |
-66.9% |
7,798 |
|
Daily Pivots for day following 31-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.654 |
4.596 |
4.307 |
|
R3 |
4.495 |
4.437 |
4.264 |
|
R2 |
4.336 |
4.336 |
4.249 |
|
R1 |
4.278 |
4.278 |
4.235 |
4.307 |
PP |
4.177 |
4.177 |
4.177 |
4.192 |
S1 |
4.119 |
4.119 |
4.205 |
4.148 |
S2 |
4.018 |
4.018 |
4.191 |
|
S3 |
3.859 |
3.960 |
4.176 |
|
S4 |
3.700 |
3.801 |
4.133 |
|
|
Weekly Pivots for week ending 27-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6.461 |
6.006 |
4.556 |
|
R3 |
5.775 |
5.320 |
4.368 |
|
R2 |
5.089 |
5.089 |
4.305 |
|
R1 |
4.634 |
4.634 |
4.242 |
4.519 |
PP |
4.403 |
4.403 |
4.403 |
4.345 |
S1 |
3.948 |
3.948 |
4.116 |
3.833 |
S2 |
3.717 |
3.717 |
4.053 |
|
S3 |
3.031 |
3.262 |
3.990 |
|
S4 |
2.345 |
2.576 |
3.802 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.838 |
4.076 |
0.762 |
18.1% |
0.197 |
4.7% |
19% |
False |
True |
1,561 |
10 |
4.860 |
4.076 |
0.784 |
18.6% |
0.230 |
5.4% |
18% |
False |
True |
1,614 |
20 |
4.860 |
4.076 |
0.784 |
18.6% |
0.192 |
4.5% |
18% |
False |
True |
1,886 |
40 |
5.392 |
4.076 |
1.316 |
31.2% |
0.185 |
4.4% |
11% |
False |
True |
1,612 |
60 |
6.665 |
4.076 |
2.589 |
61.4% |
0.192 |
4.5% |
6% |
False |
True |
1,387 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.911 |
2.618 |
4.651 |
1.618 |
4.492 |
1.000 |
4.394 |
0.618 |
4.333 |
HIGH |
4.235 |
0.618 |
4.174 |
0.500 |
4.156 |
0.382 |
4.137 |
LOW |
4.076 |
0.618 |
3.978 |
1.000 |
3.917 |
1.618 |
3.819 |
2.618 |
3.660 |
4.250 |
3.400 |
|
|
Fisher Pivots for day following 31-Mar-2009 |
Pivot |
1 day |
3 day |
R1 |
4.199 |
4.248 |
PP |
4.177 |
4.239 |
S1 |
4.156 |
4.229 |
|