NYMEX Natural Gas Future November 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 |
4.840 |
4.881 |
0.041 |
0.8% |
5.341 |
High |
4.900 |
4.932 |
0.032 |
0.7% |
5.485 |
Low |
4.837 |
4.800 |
-0.037 |
-0.8% |
4.862 |
Close |
4.861 |
4.919 |
0.058 |
1.2% |
4.869 |
Range |
0.063 |
0.132 |
0.069 |
109.5% |
0.623 |
ATR |
0.172 |
0.169 |
-0.003 |
-1.7% |
0.000 |
Volume |
1,231 |
2,078 |
847 |
68.8% |
7,170 |
|
Daily Pivots for day following 31-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.280 |
5.231 |
4.992 |
|
R3 |
5.148 |
5.099 |
4.955 |
|
R2 |
5.016 |
5.016 |
4.943 |
|
R1 |
4.967 |
4.967 |
4.931 |
4.992 |
PP |
4.884 |
4.884 |
4.884 |
4.896 |
S1 |
4.835 |
4.835 |
4.907 |
4.860 |
S2 |
4.752 |
4.752 |
4.895 |
|
S3 |
4.620 |
4.703 |
4.883 |
|
S4 |
4.488 |
4.571 |
4.846 |
|
|
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 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5.460 |
4.800 |
0.660 |
13.4% |
0.171 |
3.5% |
18% |
False |
True |
1,760 |
10 |
5.485 |
4.790 |
0.695 |
14.1% |
0.180 |
3.7% |
19% |
False |
False |
1,502 |
20 |
5.485 |
4.790 |
0.695 |
14.1% |
0.158 |
3.2% |
19% |
False |
False |
1,237 |
40 |
5.975 |
4.790 |
1.185 |
24.1% |
0.158 |
3.2% |
11% |
False |
False |
1,115 |
60 |
7.150 |
4.790 |
2.360 |
48.0% |
0.164 |
3.3% |
5% |
False |
False |
1,039 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.493 |
2.618 |
5.278 |
1.618 |
5.146 |
1.000 |
5.064 |
0.618 |
5.014 |
HIGH |
4.932 |
0.618 |
4.882 |
0.500 |
4.866 |
0.382 |
4.850 |
LOW |
4.800 |
0.618 |
4.718 |
1.000 |
4.668 |
1.618 |
4.586 |
2.618 |
4.454 |
4.250 |
4.239 |
|
|
Fisher Pivots for day following 31-Mar-2009 |
Pivot |
1 day |
3 day |
R1 |
4.901 |
4.928 |
PP |
4.884 |
4.925 |
S1 |
4.866 |
4.922 |
|