NYMEX Natural Gas Future June 2009
| Trading Metrics calculated at close of trading on 12-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2009 |
12-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
4.062 |
3.979 |
-0.083 |
-2.0% |
4.446 |
| High |
4.083 |
4.207 |
0.124 |
3.0% |
4.586 |
| Low |
3.970 |
3.945 |
-0.025 |
-0.6% |
4.122 |
| Close |
3.976 |
4.181 |
0.205 |
5.2% |
4.142 |
| Range |
0.113 |
0.262 |
0.149 |
131.9% |
0.464 |
| ATR |
0.213 |
0.216 |
0.004 |
1.7% |
0.000 |
| Volume |
12,453 |
12,085 |
-368 |
-3.0% |
40,302 |
|
| Daily Pivots for day following 12-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.897 |
4.801 |
4.325 |
|
| R3 |
4.635 |
4.539 |
4.253 |
|
| R2 |
4.373 |
4.373 |
4.229 |
|
| R1 |
4.277 |
4.277 |
4.205 |
4.325 |
| PP |
4.111 |
4.111 |
4.111 |
4.135 |
| S1 |
4.015 |
4.015 |
4.157 |
4.063 |
| S2 |
3.849 |
3.849 |
4.133 |
|
| S3 |
3.587 |
3.753 |
4.109 |
|
| S4 |
3.325 |
3.491 |
4.037 |
|
|
| 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 |
4.361 |
3.945 |
0.416 |
9.9% |
0.181 |
4.3% |
57% |
False |
True |
12,707 |
| 10 |
4.586 |
3.945 |
0.641 |
15.3% |
0.230 |
5.5% |
37% |
False |
True |
9,883 |
| 20 |
4.897 |
3.945 |
0.952 |
22.8% |
0.202 |
4.8% |
25% |
False |
True |
7,719 |
| 40 |
5.416 |
3.945 |
1.471 |
35.2% |
0.212 |
5.1% |
16% |
False |
True |
5,591 |
| 60 |
6.413 |
3.945 |
2.468 |
59.0% |
0.217 |
5.2% |
10% |
False |
True |
4,248 |
| 80 |
6.995 |
3.945 |
3.050 |
72.9% |
0.216 |
5.2% |
8% |
False |
True |
3,572 |
| 100 |
7.599 |
3.945 |
3.654 |
87.4% |
0.222 |
5.3% |
6% |
False |
True |
3,093 |
| 120 |
8.510 |
3.945 |
4.565 |
109.2% |
0.218 |
5.2% |
5% |
False |
True |
2,736 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5.321 |
|
2.618 |
4.893 |
|
1.618 |
4.631 |
|
1.000 |
4.469 |
|
0.618 |
4.369 |
|
HIGH |
4.207 |
|
0.618 |
4.107 |
|
0.500 |
4.076 |
|
0.382 |
4.045 |
|
LOW |
3.945 |
|
0.618 |
3.783 |
|
1.000 |
3.683 |
|
1.618 |
3.521 |
|
2.618 |
3.259 |
|
4.250 |
2.832 |
|
|
| Fisher Pivots for day following 12-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
4.146 |
4.146 |
| PP |
4.111 |
4.111 |
| S1 |
4.076 |
4.076 |
|