NYMEX Natural Gas Future July 2009
| Trading Metrics calculated at close of trading on 03-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Mar-2009 |
03-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
4.540 |
4.534 |
-0.006 |
-0.1% |
4.473 |
| High |
4.661 |
4.648 |
-0.013 |
-0.3% |
4.619 |
| Low |
4.409 |
4.509 |
0.100 |
2.3% |
4.290 |
| Close |
4.495 |
4.603 |
0.108 |
2.4% |
4.545 |
| Range |
0.252 |
0.139 |
-0.113 |
-44.8% |
0.329 |
| ATR |
0.211 |
0.207 |
-0.004 |
-2.0% |
0.000 |
| Volume |
4,681 |
4,785 |
104 |
2.2% |
34,990 |
|
| Daily Pivots for day following 03-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.004 |
4.942 |
4.679 |
|
| R3 |
4.865 |
4.803 |
4.641 |
|
| R2 |
4.726 |
4.726 |
4.628 |
|
| R1 |
4.664 |
4.664 |
4.616 |
4.695 |
| PP |
4.587 |
4.587 |
4.587 |
4.602 |
| S1 |
4.525 |
4.525 |
4.590 |
4.556 |
| S2 |
4.448 |
4.448 |
4.578 |
|
| S3 |
4.309 |
4.386 |
4.565 |
|
| S4 |
4.170 |
4.247 |
4.527 |
|
|
| Weekly Pivots for week ending 27-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.472 |
5.337 |
4.726 |
|
| R3 |
5.143 |
5.008 |
4.635 |
|
| R2 |
4.814 |
4.814 |
4.605 |
|
| R1 |
4.679 |
4.679 |
4.575 |
4.747 |
| PP |
4.485 |
4.485 |
4.485 |
4.518 |
| S1 |
4.350 |
4.350 |
4.515 |
4.418 |
| S2 |
4.156 |
4.156 |
4.485 |
|
| S3 |
3.827 |
4.021 |
4.455 |
|
| S4 |
3.498 |
3.692 |
4.364 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.661 |
4.290 |
0.371 |
8.1% |
0.199 |
4.3% |
84% |
False |
False |
7,262 |
| 10 |
4.661 |
4.290 |
0.371 |
8.1% |
0.177 |
3.9% |
84% |
False |
False |
5,789 |
| 20 |
5.280 |
4.290 |
0.990 |
21.5% |
0.197 |
4.3% |
32% |
False |
False |
4,644 |
| 40 |
6.521 |
4.290 |
2.231 |
48.5% |
0.207 |
4.5% |
14% |
False |
False |
3,293 |
| 60 |
6.640 |
4.290 |
2.350 |
51.1% |
0.202 |
4.4% |
13% |
False |
False |
2,666 |
| 80 |
7.700 |
4.290 |
3.410 |
74.1% |
0.209 |
4.5% |
9% |
False |
False |
2,270 |
| 100 |
7.708 |
4.290 |
3.418 |
74.3% |
0.206 |
4.5% |
9% |
False |
False |
2,010 |
| 120 |
8.598 |
4.290 |
4.308 |
93.6% |
0.208 |
4.5% |
7% |
False |
False |
1,782 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5.239 |
|
2.618 |
5.012 |
|
1.618 |
4.873 |
|
1.000 |
4.787 |
|
0.618 |
4.734 |
|
HIGH |
4.648 |
|
0.618 |
4.595 |
|
0.500 |
4.579 |
|
0.382 |
4.562 |
|
LOW |
4.509 |
|
0.618 |
4.423 |
|
1.000 |
4.370 |
|
1.618 |
4.284 |
|
2.618 |
4.145 |
|
4.250 |
3.918 |
|
|
| Fisher Pivots for day following 03-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
4.595 |
4.561 |
| PP |
4.587 |
4.518 |
| S1 |
4.579 |
4.476 |
|