NYMEX Natural Gas Future December 2009
Trading Metrics calculated at close of trading on 24-Mar-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Mar-2009 |
24-Mar-2009 |
Change |
Change % |
Previous Week |
Open |
5.831 |
5.890 |
0.059 |
1.0% |
5.490 |
High |
5.934 |
6.010 |
0.076 |
1.3% |
6.051 |
Low |
5.804 |
5.850 |
0.046 |
0.8% |
5.316 |
Close |
5.889 |
5.995 |
0.106 |
1.8% |
5.775 |
Range |
0.130 |
0.160 |
0.030 |
23.1% |
0.735 |
ATR |
0.186 |
0.184 |
-0.002 |
-1.0% |
0.000 |
Volume |
2,135 |
827 |
-1,308 |
-61.3% |
13,044 |
|
Daily Pivots for day following 24-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6.432 |
6.373 |
6.083 |
|
R3 |
6.272 |
6.213 |
6.039 |
|
R2 |
6.112 |
6.112 |
6.024 |
|
R1 |
6.053 |
6.053 |
6.010 |
6.083 |
PP |
5.952 |
5.952 |
5.952 |
5.966 |
S1 |
5.893 |
5.893 |
5.980 |
5.923 |
S2 |
5.792 |
5.792 |
5.966 |
|
S3 |
5.632 |
5.733 |
5.951 |
|
S4 |
5.472 |
5.573 |
5.907 |
|
|
Weekly Pivots for week ending 20-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7.919 |
7.582 |
6.179 |
|
R3 |
7.184 |
6.847 |
5.977 |
|
R2 |
6.449 |
6.449 |
5.910 |
|
R1 |
6.112 |
6.112 |
5.842 |
6.281 |
PP |
5.714 |
5.714 |
5.714 |
5.798 |
S1 |
5.377 |
5.377 |
5.708 |
5.546 |
S2 |
4.979 |
4.979 |
5.640 |
|
S3 |
4.244 |
4.642 |
5.573 |
|
S4 |
3.509 |
3.907 |
5.371 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
6.690 |
2.618 |
6.429 |
1.618 |
6.269 |
1.000 |
6.170 |
0.618 |
6.109 |
HIGH |
6.010 |
0.618 |
5.949 |
0.500 |
5.930 |
0.382 |
5.911 |
LOW |
5.850 |
0.618 |
5.751 |
1.000 |
5.690 |
1.618 |
5.591 |
2.618 |
5.431 |
4.250 |
5.170 |
|
|
Fisher Pivots for day following 24-Mar-2009 |
Pivot |
1 day |
3 day |
R1 |
5.973 |
5.937 |
PP |
5.952 |
5.878 |
S1 |
5.930 |
5.820 |
|