NYMEX Natural Gas Future July 2009
| Trading Metrics calculated at close of trading on 04-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Mar-2009 |
04-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
4.534 |
4.592 |
0.058 |
1.3% |
4.473 |
| High |
4.648 |
4.679 |
0.031 |
0.7% |
4.619 |
| Low |
4.509 |
4.477 |
-0.032 |
-0.7% |
4.290 |
| Close |
4.603 |
4.674 |
0.071 |
1.5% |
4.545 |
| Range |
0.139 |
0.202 |
0.063 |
45.3% |
0.329 |
| ATR |
0.207 |
0.207 |
0.000 |
-0.2% |
0.000 |
| Volume |
4,785 |
5,301 |
516 |
10.8% |
34,990 |
|
| Daily Pivots for day following 04-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.216 |
5.147 |
4.785 |
|
| R3 |
5.014 |
4.945 |
4.730 |
|
| R2 |
4.812 |
4.812 |
4.711 |
|
| R1 |
4.743 |
4.743 |
4.693 |
4.778 |
| PP |
4.610 |
4.610 |
4.610 |
4.627 |
| S1 |
4.541 |
4.541 |
4.655 |
4.576 |
| S2 |
4.408 |
4.408 |
4.637 |
|
| S3 |
4.206 |
4.339 |
4.618 |
|
| S4 |
4.004 |
4.137 |
4.563 |
|
|
| 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 |
4.679 |
4.290 |
0.389 |
8.3% |
0.204 |
4.4% |
99% |
True |
False |
6,736 |
| 10 |
4.679 |
4.290 |
0.389 |
8.3% |
0.184 |
3.9% |
99% |
True |
False |
6,045 |
| 20 |
5.280 |
4.290 |
0.990 |
21.2% |
0.194 |
4.1% |
39% |
False |
False |
4,657 |
| 40 |
6.521 |
4.290 |
2.231 |
47.7% |
0.207 |
4.4% |
17% |
False |
False |
3,405 |
| 60 |
6.521 |
4.290 |
2.231 |
47.7% |
0.200 |
4.3% |
17% |
False |
False |
2,719 |
| 80 |
7.670 |
4.290 |
3.380 |
72.3% |
0.209 |
4.5% |
11% |
False |
False |
2,319 |
| 100 |
7.708 |
4.290 |
3.418 |
73.1% |
0.206 |
4.4% |
11% |
False |
False |
2,046 |
| 120 |
8.598 |
4.290 |
4.308 |
92.2% |
0.208 |
4.5% |
9% |
False |
False |
1,817 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5.538 |
|
2.618 |
5.208 |
|
1.618 |
5.006 |
|
1.000 |
4.881 |
|
0.618 |
4.804 |
|
HIGH |
4.679 |
|
0.618 |
4.602 |
|
0.500 |
4.578 |
|
0.382 |
4.554 |
|
LOW |
4.477 |
|
0.618 |
4.352 |
|
1.000 |
4.275 |
|
1.618 |
4.150 |
|
2.618 |
3.948 |
|
4.250 |
3.619 |
|
|
| Fisher Pivots for day following 04-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
4.642 |
4.631 |
| PP |
4.610 |
4.587 |
| S1 |
4.578 |
4.544 |
|