NYMEX Natural Gas Future June 2009
| Trading Metrics calculated at close of trading on 06-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Mar-2009 |
06-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
4.551 |
4.310 |
-0.241 |
-5.3% |
4.446 |
| High |
4.586 |
4.361 |
-0.225 |
-4.9% |
4.586 |
| Low |
4.280 |
4.122 |
-0.158 |
-3.7% |
4.122 |
| Close |
4.306 |
4.142 |
-0.164 |
-3.8% |
4.142 |
| Range |
0.306 |
0.239 |
-0.067 |
-21.9% |
0.464 |
| ATR |
0.232 |
0.232 |
0.001 |
0.2% |
0.000 |
| Volume |
7,709 |
10,031 |
2,322 |
30.1% |
40,302 |
|
| Daily Pivots for day following 06-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.925 |
4.773 |
4.273 |
|
| R3 |
4.686 |
4.534 |
4.208 |
|
| R2 |
4.447 |
4.447 |
4.186 |
|
| R1 |
4.295 |
4.295 |
4.164 |
4.252 |
| PP |
4.208 |
4.208 |
4.208 |
4.187 |
| S1 |
4.056 |
4.056 |
4.120 |
4.013 |
| S2 |
3.969 |
3.969 |
4.098 |
|
| S3 |
3.730 |
3.817 |
4.076 |
|
| S4 |
3.491 |
3.578 |
4.011 |
|
|
| Weekly Pivots for week ending 06-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.675 |
5.373 |
4.397 |
|
| R3 |
5.211 |
4.909 |
4.270 |
|
| R2 |
4.747 |
4.747 |
4.227 |
|
| R1 |
4.445 |
4.445 |
4.185 |
4.364 |
| PP |
4.283 |
4.283 |
4.283 |
4.243 |
| S1 |
3.981 |
3.981 |
4.099 |
3.900 |
| S2 |
3.819 |
3.819 |
4.057 |
|
| S3 |
3.355 |
3.517 |
4.014 |
|
| S4 |
2.891 |
3.053 |
3.887 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.586 |
4.122 |
0.464 |
11.2% |
0.255 |
6.1% |
4% |
False |
True |
8,060 |
| 10 |
4.586 |
4.122 |
0.464 |
11.2% |
0.229 |
5.5% |
4% |
False |
True |
6,362 |
| 20 |
5.140 |
4.122 |
1.018 |
24.6% |
0.222 |
5.4% |
2% |
False |
True |
5,969 |
| 40 |
6.137 |
4.122 |
2.015 |
48.6% |
0.220 |
5.3% |
1% |
False |
True |
4,490 |
| 60 |
6.413 |
4.122 |
2.291 |
55.3% |
0.218 |
5.3% |
1% |
False |
True |
3,478 |
| 80 |
7.532 |
4.122 |
3.410 |
82.3% |
0.224 |
5.4% |
1% |
False |
True |
2,947 |
| 100 |
7.599 |
4.122 |
3.477 |
83.9% |
0.222 |
5.3% |
1% |
False |
True |
2,605 |
| 120 |
8.545 |
4.122 |
4.423 |
106.8% |
0.222 |
5.4% |
0% |
False |
True |
2,321 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5.377 |
|
2.618 |
4.987 |
|
1.618 |
4.748 |
|
1.000 |
4.600 |
|
0.618 |
4.509 |
|
HIGH |
4.361 |
|
0.618 |
4.270 |
|
0.500 |
4.242 |
|
0.382 |
4.213 |
|
LOW |
4.122 |
|
0.618 |
3.974 |
|
1.000 |
3.883 |
|
1.618 |
3.735 |
|
2.618 |
3.496 |
|
4.250 |
3.106 |
|
|
| Fisher Pivots for day following 06-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
4.242 |
4.354 |
| PP |
4.208 |
4.283 |
| S1 |
4.175 |
4.213 |
|