NYMEX Natural Gas Future December 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 |
5.990 |
5.700 |
-0.290 |
-4.8% |
5.831 |
High |
5.990 |
5.700 |
-0.290 |
-4.8% |
6.010 |
Low |
5.643 |
5.470 |
-0.173 |
-3.1% |
5.470 |
Close |
5.697 |
5.479 |
-0.218 |
-3.8% |
5.479 |
Range |
0.347 |
0.230 |
-0.117 |
-33.7% |
0.540 |
ATR |
0.189 |
0.192 |
0.003 |
1.5% |
0.000 |
Volume |
2,892 |
4,362 |
1,470 |
50.8% |
12,375 |
|
Daily Pivots for day following 27-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6.240 |
6.089 |
5.606 |
|
R3 |
6.010 |
5.859 |
5.542 |
|
R2 |
5.780 |
5.780 |
5.521 |
|
R1 |
5.629 |
5.629 |
5.500 |
5.590 |
PP |
5.550 |
5.550 |
5.550 |
5.530 |
S1 |
5.399 |
5.399 |
5.458 |
5.360 |
S2 |
5.320 |
5.320 |
5.437 |
|
S3 |
5.090 |
5.169 |
5.416 |
|
S4 |
4.860 |
4.939 |
5.353 |
|
|
Weekly Pivots for week ending 27-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7.273 |
6.916 |
5.776 |
|
R3 |
6.733 |
6.376 |
5.628 |
|
R2 |
6.193 |
6.193 |
5.578 |
|
R1 |
5.836 |
5.836 |
5.529 |
5.745 |
PP |
5.653 |
5.653 |
5.653 |
5.607 |
S1 |
5.296 |
5.296 |
5.430 |
5.205 |
S2 |
5.113 |
5.113 |
5.380 |
|
S3 |
4.573 |
4.756 |
5.331 |
|
S4 |
4.033 |
4.216 |
5.182 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
6.678 |
2.618 |
6.302 |
1.618 |
6.072 |
1.000 |
5.930 |
0.618 |
5.842 |
HIGH |
5.700 |
0.618 |
5.612 |
0.500 |
5.585 |
0.382 |
5.558 |
LOW |
5.470 |
0.618 |
5.328 |
1.000 |
5.240 |
1.618 |
5.098 |
2.618 |
4.868 |
4.250 |
4.493 |
|
|
Fisher Pivots for day following 27-Mar-2009 |
Pivot |
1 day |
3 day |
R1 |
5.585 |
5.733 |
PP |
5.550 |
5.648 |
S1 |
5.514 |
5.564 |
|