NYMEX Natural Gas Future June 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 |
4.440 |
4.545 |
0.105 |
2.4% |
4.078 |
| High |
4.550 |
4.589 |
0.039 |
0.9% |
4.609 |
| Low |
4.426 |
4.412 |
-0.014 |
-0.3% |
3.870 |
| Close |
4.503 |
4.567 |
0.064 |
1.4% |
4.431 |
| Range |
0.124 |
0.177 |
0.053 |
42.7% |
0.739 |
| ATR |
0.228 |
0.224 |
-0.004 |
-1.6% |
0.000 |
| Volume |
9,289 |
4,817 |
-4,472 |
-48.1% |
37,983 |
|
| Daily Pivots for day following 24-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.054 |
4.987 |
4.664 |
|
| R3 |
4.877 |
4.810 |
4.616 |
|
| R2 |
4.700 |
4.700 |
4.599 |
|
| R1 |
4.633 |
4.633 |
4.583 |
4.667 |
| PP |
4.523 |
4.523 |
4.523 |
4.539 |
| S1 |
4.456 |
4.456 |
4.551 |
4.490 |
| S2 |
4.346 |
4.346 |
4.535 |
|
| S3 |
4.169 |
4.279 |
4.518 |
|
| S4 |
3.992 |
4.102 |
4.470 |
|
|
| Weekly Pivots for week ending 20-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6.520 |
6.215 |
4.837 |
|
| R3 |
5.781 |
5.476 |
4.634 |
|
| R2 |
5.042 |
5.042 |
4.566 |
|
| R1 |
4.737 |
4.737 |
4.499 |
4.890 |
| PP |
4.303 |
4.303 |
4.303 |
4.380 |
| S1 |
3.998 |
3.998 |
4.363 |
4.151 |
| S2 |
3.564 |
3.564 |
4.296 |
|
| S3 |
2.825 |
3.259 |
4.228 |
|
| S4 |
2.086 |
2.520 |
4.025 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.609 |
3.870 |
0.739 |
16.2% |
0.285 |
6.2% |
94% |
False |
False |
7,718 |
| 10 |
4.609 |
3.870 |
0.739 |
16.2% |
0.222 |
4.9% |
94% |
False |
False |
9,258 |
| 20 |
4.609 |
3.870 |
0.739 |
16.2% |
0.224 |
4.9% |
94% |
False |
False |
8,876 |
| 40 |
5.140 |
3.870 |
1.270 |
27.8% |
0.219 |
4.8% |
55% |
False |
False |
6,780 |
| 60 |
6.413 |
3.870 |
2.543 |
55.7% |
0.219 |
4.8% |
27% |
False |
False |
5,194 |
| 80 |
6.995 |
3.870 |
3.125 |
68.4% |
0.219 |
4.8% |
22% |
False |
False |
4,267 |
| 100 |
7.599 |
3.870 |
3.729 |
81.7% |
0.225 |
4.9% |
19% |
False |
False |
3,681 |
| 120 |
8.249 |
3.870 |
4.379 |
95.9% |
0.219 |
4.8% |
16% |
False |
False |
3,265 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5.341 |
|
2.618 |
5.052 |
|
1.618 |
4.875 |
|
1.000 |
4.766 |
|
0.618 |
4.698 |
|
HIGH |
4.589 |
|
0.618 |
4.521 |
|
0.500 |
4.501 |
|
0.382 |
4.480 |
|
LOW |
4.412 |
|
0.618 |
4.303 |
|
1.000 |
4.235 |
|
1.618 |
4.126 |
|
2.618 |
3.949 |
|
4.250 |
3.660 |
|
|
| Fisher Pivots for day following 24-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
4.545 |
4.527 |
| PP |
4.523 |
4.487 |
| S1 |
4.501 |
4.447 |
|