NYMEX Natural Gas Future October 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 |
4.965 |
4.510 |
-0.455 |
-9.2% |
4.862 |
High |
4.965 |
4.520 |
-0.445 |
-9.0% |
4.978 |
Low |
4.520 |
4.286 |
-0.234 |
-5.2% |
4.286 |
Close |
4.577 |
4.299 |
-0.278 |
-6.1% |
4.299 |
Range |
0.445 |
0.234 |
-0.211 |
-47.4% |
0.692 |
ATR |
0.208 |
0.214 |
0.006 |
2.8% |
0.000 |
Volume |
7,385 |
10,715 |
3,330 |
45.1% |
34,486 |
|
Daily Pivots for day following 27-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.070 |
4.919 |
4.428 |
|
R3 |
4.836 |
4.685 |
4.363 |
|
R2 |
4.602 |
4.602 |
4.342 |
|
R1 |
4.451 |
4.451 |
4.320 |
4.410 |
PP |
4.368 |
4.368 |
4.368 |
4.348 |
S1 |
4.217 |
4.217 |
4.278 |
4.176 |
S2 |
4.134 |
4.134 |
4.256 |
|
S3 |
3.900 |
3.983 |
4.235 |
|
S4 |
3.666 |
3.749 |
4.170 |
|
|
Weekly Pivots for week ending 27-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6.597 |
6.140 |
4.680 |
|
R3 |
5.905 |
5.448 |
4.489 |
|
R2 |
5.213 |
5.213 |
4.426 |
|
R1 |
4.756 |
4.756 |
4.362 |
4.639 |
PP |
4.521 |
4.521 |
4.521 |
4.462 |
S1 |
4.064 |
4.064 |
4.236 |
3.947 |
S2 |
3.829 |
3.829 |
4.172 |
|
S3 |
3.137 |
3.372 |
4.109 |
|
S4 |
2.445 |
2.680 |
3.918 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.515 |
2.618 |
5.133 |
1.618 |
4.899 |
1.000 |
4.754 |
0.618 |
4.665 |
HIGH |
4.520 |
0.618 |
4.431 |
0.500 |
4.403 |
0.382 |
4.375 |
LOW |
4.286 |
0.618 |
4.141 |
1.000 |
4.052 |
1.618 |
3.907 |
2.618 |
3.673 |
4.250 |
3.292 |
|
|
Fisher Pivots for day following 27-Mar-2009 |
Pivot |
1 day |
3 day |
R1 |
4.403 |
4.626 |
PP |
4.368 |
4.517 |
S1 |
4.334 |
4.408 |
|