NYMEX Natural Gas Future July 2009
| Trading Metrics calculated at close of trading on 11-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Mar-2009 |
11-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
4.165 |
4.174 |
0.009 |
0.2% |
4.540 |
| High |
4.276 |
4.225 |
-0.051 |
-1.2% |
4.690 |
| Low |
4.151 |
4.117 |
-0.034 |
-0.8% |
4.271 |
| Close |
4.176 |
4.123 |
-0.053 |
-1.3% |
4.291 |
| Range |
0.125 |
0.108 |
-0.017 |
-13.6% |
0.419 |
| ATR |
0.199 |
0.192 |
-0.006 |
-3.3% |
0.000 |
| Volume |
7,431 |
7,611 |
180 |
2.4% |
27,416 |
|
| Daily Pivots for day following 11-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.479 |
4.409 |
4.182 |
|
| R3 |
4.371 |
4.301 |
4.153 |
|
| R2 |
4.263 |
4.263 |
4.143 |
|
| R1 |
4.193 |
4.193 |
4.133 |
4.174 |
| PP |
4.155 |
4.155 |
4.155 |
4.146 |
| S1 |
4.085 |
4.085 |
4.113 |
4.066 |
| S2 |
4.047 |
4.047 |
4.103 |
|
| S3 |
3.939 |
3.977 |
4.093 |
|
| S4 |
3.831 |
3.869 |
4.064 |
|
|
| 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 |
4.117 |
0.573 |
13.9% |
0.161 |
3.9% |
1% |
False |
True |
7,430 |
| 10 |
4.690 |
4.117 |
0.573 |
13.9% |
0.183 |
4.4% |
1% |
False |
True |
7,083 |
| 20 |
5.126 |
4.117 |
1.009 |
24.5% |
0.177 |
4.3% |
1% |
False |
True |
5,624 |
| 40 |
5.800 |
4.117 |
1.683 |
40.8% |
0.193 |
4.7% |
0% |
False |
True |
4,123 |
| 60 |
6.521 |
4.117 |
2.404 |
58.3% |
0.200 |
4.8% |
0% |
False |
True |
3,184 |
| 80 |
7.121 |
4.117 |
3.004 |
72.9% |
0.204 |
4.9% |
0% |
False |
True |
2,733 |
| 100 |
7.708 |
4.117 |
3.591 |
87.1% |
0.207 |
5.0% |
0% |
False |
True |
2,373 |
| 120 |
8.598 |
4.117 |
4.481 |
108.7% |
0.206 |
5.0% |
0% |
False |
True |
2,112 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.684 |
|
2.618 |
4.508 |
|
1.618 |
4.400 |
|
1.000 |
4.333 |
|
0.618 |
4.292 |
|
HIGH |
4.225 |
|
0.618 |
4.184 |
|
0.500 |
4.171 |
|
0.382 |
4.158 |
|
LOW |
4.117 |
|
0.618 |
4.050 |
|
1.000 |
4.009 |
|
1.618 |
3.942 |
|
2.618 |
3.834 |
|
4.250 |
3.658 |
|
|
| Fisher Pivots for day following 11-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
4.171 |
4.211 |
| PP |
4.155 |
4.181 |
| S1 |
4.139 |
4.152 |
|