NYMEX Natural Gas Future June 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 |
3.871 |
3.942 |
0.071 |
1.8% |
4.440 |
| High |
3.929 |
3.954 |
0.025 |
0.6% |
4.589 |
| Low |
3.815 |
3.775 |
-0.040 |
-1.0% |
3.864 |
| Close |
3.874 |
3.915 |
0.041 |
1.1% |
3.874 |
| Range |
0.114 |
0.179 |
0.065 |
57.0% |
0.725 |
| ATR |
0.231 |
0.227 |
-0.004 |
-1.6% |
0.000 |
| Volume |
13,367 |
9,250 |
-4,117 |
-30.8% |
45,525 |
|
| Daily Pivots for day following 31-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.418 |
4.346 |
4.013 |
|
| R3 |
4.239 |
4.167 |
3.964 |
|
| R2 |
4.060 |
4.060 |
3.948 |
|
| R1 |
3.988 |
3.988 |
3.931 |
3.935 |
| PP |
3.881 |
3.881 |
3.881 |
3.855 |
| S1 |
3.809 |
3.809 |
3.899 |
3.756 |
| S2 |
3.702 |
3.702 |
3.882 |
|
| S3 |
3.523 |
3.630 |
3.866 |
|
| S4 |
3.344 |
3.451 |
3.817 |
|
|
| Weekly Pivots for week ending 27-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6.284 |
5.804 |
4.273 |
|
| R3 |
5.559 |
5.079 |
4.073 |
|
| R2 |
4.834 |
4.834 |
4.007 |
|
| R1 |
4.354 |
4.354 |
3.940 |
4.232 |
| PP |
4.109 |
4.109 |
4.109 |
4.048 |
| S1 |
3.629 |
3.629 |
3.808 |
3.507 |
| S2 |
3.384 |
3.384 |
3.741 |
|
| S3 |
2.659 |
2.904 |
3.675 |
|
| S4 |
1.934 |
2.179 |
3.475 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.580 |
3.775 |
0.805 |
20.6% |
0.237 |
6.1% |
17% |
False |
True |
10,807 |
| 10 |
4.609 |
3.775 |
0.834 |
21.3% |
0.261 |
6.7% |
17% |
False |
True |
9,262 |
| 20 |
4.609 |
3.775 |
0.834 |
21.3% |
0.223 |
5.7% |
17% |
False |
True |
9,971 |
| 40 |
5.140 |
3.775 |
1.365 |
34.9% |
0.219 |
5.6% |
10% |
False |
True |
7,717 |
| 60 |
6.413 |
3.775 |
2.638 |
67.4% |
0.221 |
5.6% |
5% |
False |
True |
5,992 |
| 80 |
6.544 |
3.775 |
2.769 |
70.7% |
0.218 |
5.6% |
5% |
False |
True |
4,865 |
| 100 |
7.573 |
3.775 |
3.798 |
97.0% |
0.221 |
5.7% |
4% |
False |
True |
4,150 |
| 120 |
7.599 |
3.775 |
3.824 |
97.7% |
0.219 |
5.6% |
4% |
False |
True |
3,663 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.715 |
|
2.618 |
4.423 |
|
1.618 |
4.244 |
|
1.000 |
4.133 |
|
0.618 |
4.065 |
|
HIGH |
3.954 |
|
0.618 |
3.886 |
|
0.500 |
3.865 |
|
0.382 |
3.843 |
|
LOW |
3.775 |
|
0.618 |
3.664 |
|
1.000 |
3.596 |
|
1.618 |
3.485 |
|
2.618 |
3.306 |
|
4.250 |
3.014 |
|
|
| Fisher Pivots for day following 31-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
3.898 |
3.973 |
| PP |
3.881 |
3.954 |
| S1 |
3.865 |
3.934 |
|