NYMEX Natural Gas Future November 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 |
5.435 |
5.030 |
-0.405 |
-7.5% |
5.341 |
High |
5.435 |
5.055 |
-0.380 |
-7.0% |
5.485 |
Low |
5.054 |
4.862 |
-0.192 |
-3.8% |
4.862 |
Close |
5.112 |
4.869 |
-0.243 |
-4.8% |
4.869 |
Range |
0.381 |
0.193 |
-0.188 |
-49.3% |
0.623 |
ATR |
0.175 |
0.180 |
0.005 |
3.1% |
0.000 |
Volume |
2,508 |
2,030 |
-478 |
-19.1% |
7,170 |
|
Daily Pivots for day following 27-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.508 |
5.381 |
4.975 |
|
R3 |
5.315 |
5.188 |
4.922 |
|
R2 |
5.122 |
5.122 |
4.904 |
|
R1 |
4.995 |
4.995 |
4.887 |
4.962 |
PP |
4.929 |
4.929 |
4.929 |
4.912 |
S1 |
4.802 |
4.802 |
4.851 |
4.769 |
S2 |
4.736 |
4.736 |
4.834 |
|
S3 |
4.543 |
4.609 |
4.816 |
|
S4 |
4.350 |
4.416 |
4.763 |
|
|
Weekly Pivots for week ending 27-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6.941 |
6.528 |
5.212 |
|
R3 |
6.318 |
5.905 |
5.040 |
|
R2 |
5.695 |
5.695 |
4.983 |
|
R1 |
5.282 |
5.282 |
4.926 |
5.177 |
PP |
5.072 |
5.072 |
5.072 |
5.020 |
S1 |
4.659 |
4.659 |
4.812 |
4.554 |
S2 |
4.449 |
4.449 |
4.755 |
|
S3 |
3.826 |
4.036 |
4.698 |
|
S4 |
3.203 |
3.413 |
4.526 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.875 |
2.618 |
5.560 |
1.618 |
5.367 |
1.000 |
5.248 |
0.618 |
5.174 |
HIGH |
5.055 |
0.618 |
4.981 |
0.500 |
4.959 |
0.382 |
4.936 |
LOW |
4.862 |
0.618 |
4.743 |
1.000 |
4.669 |
1.618 |
4.550 |
2.618 |
4.357 |
4.250 |
4.042 |
|
|
Fisher Pivots for day following 27-Mar-2009 |
Pivot |
1 day |
3 day |
R1 |
4.959 |
5.161 |
PP |
4.929 |
5.064 |
S1 |
4.899 |
4.966 |
|