NYMEX Natural Gas Future July 2009
| Trading Metrics calculated at close of trading on 09-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Mar-2009 |
09-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
4.420 |
4.246 |
-0.174 |
-3.9% |
4.540 |
| High |
4.433 |
4.304 |
-0.129 |
-2.9% |
4.690 |
| Low |
4.271 |
4.155 |
-0.116 |
-2.7% |
4.271 |
| Close |
4.291 |
4.197 |
-0.094 |
-2.2% |
4.291 |
| Range |
0.162 |
0.149 |
-0.013 |
-8.0% |
0.419 |
| ATR |
0.209 |
0.204 |
-0.004 |
-2.0% |
0.000 |
| Volume |
7,556 |
9,461 |
1,905 |
25.2% |
27,416 |
|
| Daily Pivots for day following 09-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.666 |
4.580 |
4.279 |
|
| R3 |
4.517 |
4.431 |
4.238 |
|
| R2 |
4.368 |
4.368 |
4.224 |
|
| R1 |
4.282 |
4.282 |
4.211 |
4.251 |
| PP |
4.219 |
4.219 |
4.219 |
4.203 |
| S1 |
4.133 |
4.133 |
4.183 |
4.102 |
| S2 |
4.070 |
4.070 |
4.170 |
|
| S3 |
3.921 |
3.984 |
4.156 |
|
| S4 |
3.772 |
3.835 |
4.115 |
|
|
| 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 |
4.155 |
0.535 |
12.7% |
0.183 |
4.4% |
8% |
False |
True |
6,439 |
| 10 |
4.690 |
4.155 |
0.535 |
12.7% |
0.198 |
4.7% |
8% |
False |
True |
6,954 |
| 20 |
5.280 |
4.155 |
1.125 |
26.8% |
0.192 |
4.6% |
4% |
False |
True |
5,217 |
| 40 |
5.977 |
4.155 |
1.822 |
43.4% |
0.197 |
4.7% |
2% |
False |
True |
3,843 |
| 60 |
6.521 |
4.155 |
2.366 |
56.4% |
0.202 |
4.8% |
2% |
False |
True |
3,027 |
| 80 |
7.440 |
4.155 |
3.285 |
78.3% |
0.209 |
5.0% |
1% |
False |
True |
2,568 |
| 100 |
7.708 |
4.155 |
3.553 |
84.7% |
0.208 |
4.9% |
1% |
False |
True |
2,239 |
| 120 |
8.598 |
4.155 |
4.443 |
105.9% |
0.208 |
4.9% |
1% |
False |
True |
1,994 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.937 |
|
2.618 |
4.694 |
|
1.618 |
4.545 |
|
1.000 |
4.453 |
|
0.618 |
4.396 |
|
HIGH |
4.304 |
|
0.618 |
4.247 |
|
0.500 |
4.230 |
|
0.382 |
4.212 |
|
LOW |
4.155 |
|
0.618 |
4.063 |
|
1.000 |
4.006 |
|
1.618 |
3.914 |
|
2.618 |
3.765 |
|
4.250 |
3.522 |
|
|
| Fisher Pivots for day following 09-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
4.230 |
4.423 |
| PP |
4.219 |
4.347 |
| S1 |
4.208 |
4.272 |
|