NYMEX Natural Gas Future July 2009
| Trading Metrics calculated at close of trading on 23-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Mar-2009 |
23-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
4.490 |
4.593 |
0.103 |
2.3% |
4.223 |
| High |
4.655 |
4.679 |
0.024 |
0.5% |
4.655 |
| Low |
4.435 |
4.593 |
0.158 |
3.6% |
4.007 |
| Close |
4.562 |
4.632 |
0.070 |
1.5% |
4.562 |
| Range |
0.220 |
0.086 |
-0.134 |
-60.9% |
0.648 |
| ATR |
0.209 |
0.202 |
-0.007 |
-3.1% |
0.000 |
| Volume |
6,268 |
6,213 |
-55 |
-0.9% |
19,389 |
|
| Daily Pivots for day following 23-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.893 |
4.848 |
4.679 |
|
| R3 |
4.807 |
4.762 |
4.656 |
|
| R2 |
4.721 |
4.721 |
4.648 |
|
| R1 |
4.676 |
4.676 |
4.640 |
4.699 |
| PP |
4.635 |
4.635 |
4.635 |
4.646 |
| S1 |
4.590 |
4.590 |
4.624 |
4.613 |
| S2 |
4.549 |
4.549 |
4.616 |
|
| S3 |
4.463 |
4.504 |
4.608 |
|
| S4 |
4.377 |
4.418 |
4.585 |
|
|
| 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 |
4.679 |
4.007 |
0.672 |
14.5% |
0.226 |
4.9% |
93% |
True |
False |
4,452 |
| 10 |
4.679 |
4.007 |
0.672 |
14.5% |
0.189 |
4.1% |
93% |
True |
False |
6,173 |
| 20 |
4.690 |
4.007 |
0.683 |
14.7% |
0.194 |
4.2% |
92% |
False |
False |
6,563 |
| 40 |
5.280 |
4.007 |
1.273 |
27.5% |
0.197 |
4.3% |
49% |
False |
False |
4,920 |
| 60 |
6.521 |
4.007 |
2.514 |
54.3% |
0.202 |
4.4% |
25% |
False |
False |
3,794 |
| 80 |
7.106 |
4.007 |
3.099 |
66.9% |
0.204 |
4.4% |
20% |
False |
False |
3,191 |
| 100 |
7.708 |
4.007 |
3.701 |
79.9% |
0.209 |
4.5% |
17% |
False |
False |
2,762 |
| 120 |
8.373 |
4.007 |
4.366 |
94.3% |
0.204 |
4.4% |
14% |
False |
False |
2,458 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5.045 |
|
2.618 |
4.904 |
|
1.618 |
4.818 |
|
1.000 |
4.765 |
|
0.618 |
4.732 |
|
HIGH |
4.679 |
|
0.618 |
4.646 |
|
0.500 |
4.636 |
|
0.382 |
4.626 |
|
LOW |
4.593 |
|
0.618 |
4.540 |
|
1.000 |
4.507 |
|
1.618 |
4.454 |
|
2.618 |
4.368 |
|
4.250 |
4.228 |
|
|
| Fisher Pivots for day following 23-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
4.636 |
4.538 |
| PP |
4.635 |
4.444 |
| S1 |
4.633 |
4.350 |
|