NYMEX Natural Gas Future December 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 |
5.437 |
5.540 |
0.103 |
1.9% |
5.831 |
High |
5.506 |
5.570 |
0.064 |
1.2% |
6.010 |
Low |
5.420 |
5.430 |
0.010 |
0.2% |
5.470 |
Close |
5.469 |
5.537 |
0.068 |
1.2% |
5.479 |
Range |
0.086 |
0.140 |
0.054 |
62.8% |
0.540 |
ATR |
0.185 |
0.181 |
-0.003 |
-1.7% |
0.000 |
Volume |
2,837 |
2,695 |
-142 |
-5.0% |
12,375 |
|
Daily Pivots for day following 31-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.932 |
5.875 |
5.614 |
|
R3 |
5.792 |
5.735 |
5.576 |
|
R2 |
5.652 |
5.652 |
5.563 |
|
R1 |
5.595 |
5.595 |
5.550 |
5.554 |
PP |
5.512 |
5.512 |
5.512 |
5.492 |
S1 |
5.455 |
5.455 |
5.524 |
5.414 |
S2 |
5.372 |
5.372 |
5.511 |
|
S3 |
5.232 |
5.315 |
5.499 |
|
S4 |
5.092 |
5.175 |
5.460 |
|
|
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 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5.995 |
5.420 |
0.575 |
10.4% |
0.178 |
3.2% |
20% |
False |
False |
2,989 |
10 |
6.051 |
5.316 |
0.735 |
13.3% |
0.219 |
4.0% |
30% |
False |
False |
2,900 |
20 |
6.051 |
5.316 |
0.735 |
13.3% |
0.177 |
3.2% |
30% |
False |
False |
2,371 |
40 |
6.550 |
5.316 |
1.234 |
22.3% |
0.164 |
3.0% |
18% |
False |
False |
2,014 |
60 |
7.621 |
5.316 |
2.305 |
41.6% |
0.171 |
3.1% |
10% |
False |
False |
1,699 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6.165 |
2.618 |
5.937 |
1.618 |
5.797 |
1.000 |
5.710 |
0.618 |
5.657 |
HIGH |
5.570 |
0.618 |
5.517 |
0.500 |
5.500 |
0.382 |
5.483 |
LOW |
5.430 |
0.618 |
5.343 |
1.000 |
5.290 |
1.618 |
5.203 |
2.618 |
5.063 |
4.250 |
4.835 |
|
|
Fisher Pivots for day following 31-Mar-2009 |
Pivot |
1 day |
3 day |
R1 |
5.525 |
5.560 |
PP |
5.512 |
5.552 |
S1 |
5.500 |
5.545 |
|