NYMEX Natural Gas Future July 2009
| Trading Metrics calculated at close of trading on 17-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Mar-2009 |
17-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
4.223 |
4.183 |
-0.040 |
-0.9% |
4.246 |
| High |
4.262 |
4.183 |
-0.079 |
-1.9% |
4.342 |
| Low |
4.096 |
4.087 |
-0.009 |
-0.2% |
4.104 |
| Close |
4.175 |
4.133 |
-0.042 |
-1.0% |
4.258 |
| Range |
0.166 |
0.096 |
-0.070 |
-42.2% |
0.238 |
| ATR |
0.188 |
0.182 |
-0.007 |
-3.5% |
0.000 |
| Volume |
3,342 |
3,286 |
-56 |
-1.7% |
45,596 |
|
| Daily Pivots for day following 17-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.422 |
4.374 |
4.186 |
|
| R3 |
4.326 |
4.278 |
4.159 |
|
| R2 |
4.230 |
4.230 |
4.151 |
|
| R1 |
4.182 |
4.182 |
4.142 |
4.158 |
| PP |
4.134 |
4.134 |
4.134 |
4.123 |
| S1 |
4.086 |
4.086 |
4.124 |
4.062 |
| S2 |
4.038 |
4.038 |
4.115 |
|
| S3 |
3.942 |
3.990 |
4.107 |
|
| S4 |
3.846 |
3.894 |
4.080 |
|
|
| 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 |
4.087 |
0.255 |
6.2% |
0.146 |
3.5% |
18% |
False |
True |
7,066 |
| 10 |
4.690 |
4.087 |
0.603 |
14.6% |
0.163 |
3.9% |
8% |
False |
True |
7,017 |
| 20 |
4.690 |
4.087 |
0.603 |
14.6% |
0.170 |
4.1% |
8% |
False |
True |
6,403 |
| 40 |
5.280 |
4.087 |
1.193 |
28.9% |
0.190 |
4.6% |
4% |
False |
True |
4,598 |
| 60 |
6.521 |
4.087 |
2.434 |
58.9% |
0.201 |
4.9% |
2% |
False |
True |
3,577 |
| 80 |
7.121 |
4.087 |
3.034 |
73.4% |
0.201 |
4.9% |
2% |
False |
True |
3,020 |
| 100 |
7.708 |
4.087 |
3.621 |
87.6% |
0.205 |
5.0% |
1% |
False |
True |
2,608 |
| 120 |
8.587 |
4.087 |
4.500 |
108.9% |
0.203 |
4.9% |
1% |
False |
True |
2,322 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.591 |
|
2.618 |
4.434 |
|
1.618 |
4.338 |
|
1.000 |
4.279 |
|
0.618 |
4.242 |
|
HIGH |
4.183 |
|
0.618 |
4.146 |
|
0.500 |
4.135 |
|
0.382 |
4.124 |
|
LOW |
4.087 |
|
0.618 |
4.028 |
|
1.000 |
3.991 |
|
1.618 |
3.932 |
|
2.618 |
3.836 |
|
4.250 |
3.679 |
|
|
| Fisher Pivots for day following 17-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
4.135 |
4.215 |
| PP |
4.134 |
4.187 |
| S1 |
4.134 |
4.160 |
|