NYMEX Natural Gas Future July 2009
| Trading Metrics calculated at close of trading on 13-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2009 |
13-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
4.150 |
4.319 |
0.169 |
4.1% |
4.246 |
| High |
4.340 |
4.342 |
0.002 |
0.0% |
4.342 |
| Low |
4.104 |
4.220 |
0.116 |
2.8% |
4.104 |
| Close |
4.319 |
4.258 |
-0.061 |
-1.4% |
4.258 |
| Range |
0.236 |
0.122 |
-0.114 |
-48.3% |
0.238 |
| ATR |
0.195 |
0.190 |
-0.005 |
-2.7% |
0.000 |
| Volume |
12,083 |
9,010 |
-3,073 |
-25.4% |
45,596 |
|
| Daily Pivots for day following 13-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.639 |
4.571 |
4.325 |
|
| R3 |
4.517 |
4.449 |
4.292 |
|
| R2 |
4.395 |
4.395 |
4.280 |
|
| R1 |
4.327 |
4.327 |
4.269 |
4.300 |
| PP |
4.273 |
4.273 |
4.273 |
4.260 |
| S1 |
4.205 |
4.205 |
4.247 |
4.178 |
| S2 |
4.151 |
4.151 |
4.236 |
|
| S3 |
4.029 |
4.083 |
4.224 |
|
| S4 |
3.907 |
3.961 |
4.191 |
|
|
| Weekly Pivots for week ending 13-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.949 |
4.841 |
4.389 |
|
| R3 |
4.711 |
4.603 |
4.323 |
|
| R2 |
4.473 |
4.473 |
4.302 |
|
| R1 |
4.365 |
4.365 |
4.280 |
4.419 |
| PP |
4.235 |
4.235 |
4.235 |
4.262 |
| S1 |
4.127 |
4.127 |
4.236 |
4.181 |
| S2 |
3.997 |
3.997 |
4.214 |
|
| S3 |
3.759 |
3.889 |
4.193 |
|
| S4 |
3.521 |
3.651 |
4.127 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.342 |
4.104 |
0.238 |
5.6% |
0.148 |
3.5% |
65% |
True |
False |
9,119 |
| 10 |
4.690 |
4.104 |
0.586 |
13.8% |
0.176 |
4.1% |
26% |
False |
False |
7,301 |
| 20 |
4.865 |
4.104 |
0.761 |
17.9% |
0.171 |
4.0% |
20% |
False |
False |
6,372 |
| 40 |
5.366 |
4.104 |
1.262 |
29.6% |
0.189 |
4.4% |
12% |
False |
False |
4,504 |
| 60 |
6.521 |
4.104 |
2.417 |
56.8% |
0.201 |
4.7% |
6% |
False |
False |
3,507 |
| 80 |
7.121 |
4.104 |
3.017 |
70.9% |
0.202 |
4.7% |
5% |
False |
False |
2,959 |
| 100 |
7.708 |
4.104 |
3.604 |
84.6% |
0.207 |
4.9% |
4% |
False |
False |
2,563 |
| 120 |
8.598 |
4.104 |
4.494 |
105.5% |
0.204 |
4.8% |
3% |
False |
False |
2,271 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.861 |
|
2.618 |
4.661 |
|
1.618 |
4.539 |
|
1.000 |
4.464 |
|
0.618 |
4.417 |
|
HIGH |
4.342 |
|
0.618 |
4.295 |
|
0.500 |
4.281 |
|
0.382 |
4.267 |
|
LOW |
4.220 |
|
0.618 |
4.145 |
|
1.000 |
4.098 |
|
1.618 |
4.023 |
|
2.618 |
3.901 |
|
4.250 |
3.702 |
|
|
| Fisher Pivots for day following 13-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
4.281 |
4.246 |
| PP |
4.273 |
4.235 |
| S1 |
4.266 |
4.223 |
|