NYMEX Natural Gas Future July 2009
| Trading Metrics calculated at close of trading on 06-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Mar-2009 |
06-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
4.687 |
4.420 |
-0.267 |
-5.7% |
4.540 |
| High |
4.690 |
4.433 |
-0.257 |
-5.5% |
4.690 |
| Low |
4.428 |
4.271 |
-0.157 |
-3.5% |
4.271 |
| Close |
4.449 |
4.291 |
-0.158 |
-3.6% |
4.291 |
| Range |
0.262 |
0.162 |
-0.100 |
-38.2% |
0.419 |
| ATR |
0.211 |
0.209 |
-0.002 |
-1.1% |
0.000 |
| Volume |
5,093 |
7,556 |
2,463 |
48.4% |
27,416 |
|
| Daily Pivots for day following 06-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.818 |
4.716 |
4.380 |
|
| R3 |
4.656 |
4.554 |
4.336 |
|
| R2 |
4.494 |
4.494 |
4.321 |
|
| R1 |
4.392 |
4.392 |
4.306 |
4.362 |
| PP |
4.332 |
4.332 |
4.332 |
4.317 |
| S1 |
4.230 |
4.230 |
4.276 |
4.200 |
| S2 |
4.170 |
4.170 |
4.261 |
|
| S3 |
4.008 |
4.068 |
4.246 |
|
| S4 |
3.846 |
3.906 |
4.202 |
|
|
| Weekly Pivots for week ending 06-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.674 |
5.402 |
4.521 |
|
| R3 |
5.255 |
4.983 |
4.406 |
|
| R2 |
4.836 |
4.836 |
4.368 |
|
| R1 |
4.564 |
4.564 |
4.329 |
4.491 |
| PP |
4.417 |
4.417 |
4.417 |
4.381 |
| S1 |
4.145 |
4.145 |
4.253 |
4.072 |
| S2 |
3.998 |
3.998 |
4.214 |
|
| S3 |
3.579 |
3.726 |
4.176 |
|
| S4 |
3.160 |
3.307 |
4.061 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.690 |
4.271 |
0.419 |
9.8% |
0.203 |
4.7% |
5% |
False |
True |
5,483 |
| 10 |
4.690 |
4.271 |
0.419 |
9.8% |
0.196 |
4.6% |
5% |
False |
True |
6,240 |
| 20 |
5.280 |
4.271 |
1.009 |
23.5% |
0.198 |
4.6% |
2% |
False |
True |
4,947 |
| 40 |
6.295 |
4.271 |
2.024 |
47.2% |
0.205 |
4.8% |
1% |
False |
True |
3,648 |
| 60 |
6.521 |
4.271 |
2.250 |
52.4% |
0.202 |
4.7% |
1% |
False |
True |
2,882 |
| 80 |
7.670 |
4.271 |
3.399 |
79.2% |
0.210 |
4.9% |
1% |
False |
True |
2,453 |
| 100 |
7.708 |
4.271 |
3.437 |
80.1% |
0.207 |
4.8% |
1% |
False |
True |
2,154 |
| 120 |
8.598 |
4.271 |
4.327 |
100.8% |
0.209 |
4.9% |
0% |
False |
True |
1,919 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5.122 |
|
2.618 |
4.857 |
|
1.618 |
4.695 |
|
1.000 |
4.595 |
|
0.618 |
4.533 |
|
HIGH |
4.433 |
|
0.618 |
4.371 |
|
0.500 |
4.352 |
|
0.382 |
4.333 |
|
LOW |
4.271 |
|
0.618 |
4.171 |
|
1.000 |
4.109 |
|
1.618 |
4.009 |
|
2.618 |
3.847 |
|
4.250 |
3.583 |
|
|
| Fisher Pivots for day following 06-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
4.352 |
4.481 |
| PP |
4.332 |
4.417 |
| S1 |
4.311 |
4.354 |
|