NYMEX Natural Gas Future June 2009
| Trading Metrics calculated at close of trading on 26-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Mar-2009 |
26-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
4.557 |
4.540 |
-0.017 |
-0.4% |
4.078 |
| High |
4.570 |
4.580 |
0.010 |
0.2% |
4.609 |
| Low |
4.457 |
4.106 |
-0.351 |
-7.9% |
3.870 |
| Close |
4.540 |
4.171 |
-0.369 |
-8.1% |
4.431 |
| Range |
0.113 |
0.474 |
0.361 |
319.5% |
0.739 |
| ATR |
0.216 |
0.234 |
0.018 |
8.5% |
0.000 |
| Volume |
8,606 |
7,538 |
-1,068 |
-12.4% |
37,983 |
|
| Daily Pivots for day following 26-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.708 |
5.413 |
4.432 |
|
| R3 |
5.234 |
4.939 |
4.301 |
|
| R2 |
4.760 |
4.760 |
4.258 |
|
| R1 |
4.465 |
4.465 |
4.214 |
4.376 |
| PP |
4.286 |
4.286 |
4.286 |
4.241 |
| S1 |
3.991 |
3.991 |
4.128 |
3.902 |
| S2 |
3.812 |
3.812 |
4.084 |
|
| S3 |
3.338 |
3.517 |
4.041 |
|
| S4 |
2.864 |
3.043 |
3.910 |
|
|
| 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 |
4.589 |
4.106 |
0.483 |
11.6% |
0.222 |
5.3% |
13% |
False |
True |
8,553 |
| 10 |
4.609 |
3.870 |
0.739 |
17.7% |
0.243 |
5.8% |
41% |
False |
False |
8,419 |
| 20 |
4.609 |
3.870 |
0.739 |
17.7% |
0.236 |
5.7% |
41% |
False |
False |
9,151 |
| 40 |
5.140 |
3.870 |
1.270 |
30.4% |
0.225 |
5.4% |
24% |
False |
False |
7,056 |
| 60 |
6.413 |
3.870 |
2.543 |
61.0% |
0.227 |
5.4% |
12% |
False |
False |
5,424 |
| 80 |
6.760 |
3.870 |
2.890 |
69.3% |
0.217 |
5.2% |
10% |
False |
False |
4,431 |
| 100 |
7.599 |
3.870 |
3.729 |
89.4% |
0.225 |
5.4% |
8% |
False |
False |
3,813 |
| 120 |
7.940 |
3.870 |
4.070 |
97.6% |
0.219 |
5.3% |
7% |
False |
False |
3,383 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6.595 |
|
2.618 |
5.821 |
|
1.618 |
5.347 |
|
1.000 |
5.054 |
|
0.618 |
4.873 |
|
HIGH |
4.580 |
|
0.618 |
4.399 |
|
0.500 |
4.343 |
|
0.382 |
4.287 |
|
LOW |
4.106 |
|
0.618 |
3.813 |
|
1.000 |
3.632 |
|
1.618 |
3.339 |
|
2.618 |
2.865 |
|
4.250 |
2.092 |
|
|
| Fisher Pivots for day following 26-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
4.343 |
4.348 |
| PP |
4.286 |
4.289 |
| S1 |
4.228 |
4.230 |
|