NYMEX Natural Gas Future July 2009
| Trading Metrics calculated at close of trading on 20-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Mar-2009 |
20-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
4.034 |
4.490 |
0.456 |
11.3% |
4.223 |
| High |
4.592 |
4.655 |
0.063 |
1.4% |
4.655 |
| Low |
4.020 |
4.435 |
0.415 |
10.3% |
4.007 |
| Close |
4.486 |
4.562 |
0.076 |
1.7% |
4.562 |
| Range |
0.572 |
0.220 |
-0.352 |
-61.5% |
0.648 |
| ATR |
0.208 |
0.209 |
0.001 |
0.4% |
0.000 |
| Volume |
2,530 |
6,268 |
3,738 |
147.7% |
19,389 |
|
| Daily Pivots for day following 20-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.211 |
5.106 |
4.683 |
|
| R3 |
4.991 |
4.886 |
4.623 |
|
| R2 |
4.771 |
4.771 |
4.602 |
|
| R1 |
4.666 |
4.666 |
4.582 |
4.719 |
| PP |
4.551 |
4.551 |
4.551 |
4.577 |
| S1 |
4.446 |
4.446 |
4.542 |
4.499 |
| S2 |
4.331 |
4.331 |
4.522 |
|
| S3 |
4.111 |
4.226 |
4.502 |
|
| S4 |
3.891 |
4.006 |
4.441 |
|
|
| Weekly Pivots for week ending 20-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6.352 |
6.105 |
4.918 |
|
| R3 |
5.704 |
5.457 |
4.740 |
|
| R2 |
5.056 |
5.056 |
4.681 |
|
| R1 |
4.809 |
4.809 |
4.621 |
4.933 |
| PP |
4.408 |
4.408 |
4.408 |
4.470 |
| S1 |
4.161 |
4.161 |
4.503 |
4.285 |
| S2 |
3.760 |
3.760 |
4.443 |
|
| S3 |
3.112 |
3.513 |
4.384 |
|
| S4 |
2.464 |
2.865 |
4.206 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.655 |
4.007 |
0.648 |
14.2% |
0.242 |
5.3% |
86% |
True |
False |
3,877 |
| 10 |
4.655 |
4.007 |
0.648 |
14.2% |
0.195 |
4.3% |
86% |
True |
False |
6,498 |
| 20 |
4.690 |
4.007 |
0.683 |
15.0% |
0.195 |
4.3% |
81% |
False |
False |
6,369 |
| 40 |
5.280 |
4.007 |
1.273 |
27.9% |
0.200 |
4.4% |
44% |
False |
False |
4,809 |
| 60 |
6.521 |
4.007 |
2.514 |
55.1% |
0.207 |
4.5% |
22% |
False |
False |
3,709 |
| 80 |
7.106 |
4.007 |
3.099 |
67.9% |
0.205 |
4.5% |
18% |
False |
False |
3,123 |
| 100 |
7.708 |
4.007 |
3.701 |
81.1% |
0.210 |
4.6% |
15% |
False |
False |
2,718 |
| 120 |
8.373 |
4.007 |
4.366 |
95.7% |
0.205 |
4.5% |
13% |
False |
False |
2,411 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5.590 |
|
2.618 |
5.231 |
|
1.618 |
5.011 |
|
1.000 |
4.875 |
|
0.618 |
4.791 |
|
HIGH |
4.655 |
|
0.618 |
4.571 |
|
0.500 |
4.545 |
|
0.382 |
4.519 |
|
LOW |
4.435 |
|
0.618 |
4.299 |
|
1.000 |
4.215 |
|
1.618 |
4.079 |
|
2.618 |
3.859 |
|
4.250 |
3.500 |
|
|
| Fisher Pivots for day following 20-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
4.556 |
4.485 |
| PP |
4.551 |
4.408 |
| S1 |
4.545 |
4.331 |
|