NYMEX Natural Gas Future July 2009
| Trading Metrics calculated at close of trading on 24-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Mar-2009 |
24-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
4.593 |
4.675 |
0.082 |
1.8% |
4.223 |
| High |
4.679 |
4.721 |
0.042 |
0.9% |
4.655 |
| Low |
4.593 |
4.548 |
-0.045 |
-1.0% |
4.007 |
| Close |
4.632 |
4.698 |
0.066 |
1.4% |
4.562 |
| Range |
0.086 |
0.173 |
0.087 |
101.2% |
0.648 |
| ATR |
0.202 |
0.200 |
-0.002 |
-1.0% |
0.000 |
| Volume |
6,213 |
3,989 |
-2,224 |
-35.8% |
19,389 |
|
| Daily Pivots for day following 24-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.175 |
5.109 |
4.793 |
|
| R3 |
5.002 |
4.936 |
4.746 |
|
| R2 |
4.829 |
4.829 |
4.730 |
|
| R1 |
4.763 |
4.763 |
4.714 |
4.796 |
| PP |
4.656 |
4.656 |
4.656 |
4.672 |
| S1 |
4.590 |
4.590 |
4.682 |
4.623 |
| S2 |
4.483 |
4.483 |
4.666 |
|
| S3 |
4.310 |
4.417 |
4.650 |
|
| S4 |
4.137 |
4.244 |
4.603 |
|
|
| 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 |
4.721 |
4.007 |
0.714 |
15.2% |
0.242 |
5.1% |
97% |
True |
False |
4,592 |
| 10 |
4.721 |
4.007 |
0.714 |
15.2% |
0.194 |
4.1% |
97% |
True |
False |
5,829 |
| 20 |
4.721 |
4.007 |
0.714 |
15.2% |
0.192 |
4.1% |
97% |
True |
False |
6,472 |
| 40 |
5.280 |
4.007 |
1.273 |
27.1% |
0.198 |
4.2% |
54% |
False |
False |
4,990 |
| 60 |
6.521 |
4.007 |
2.514 |
53.5% |
0.200 |
4.3% |
27% |
False |
False |
3,835 |
| 80 |
7.106 |
4.007 |
3.099 |
66.0% |
0.202 |
4.3% |
22% |
False |
False |
3,223 |
| 100 |
7.708 |
4.007 |
3.701 |
78.8% |
0.209 |
4.4% |
19% |
False |
False |
2,794 |
| 120 |
8.373 |
4.007 |
4.366 |
92.9% |
0.204 |
4.4% |
16% |
False |
False |
2,487 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5.456 |
|
2.618 |
5.174 |
|
1.618 |
5.001 |
|
1.000 |
4.894 |
|
0.618 |
4.828 |
|
HIGH |
4.721 |
|
0.618 |
4.655 |
|
0.500 |
4.635 |
|
0.382 |
4.614 |
|
LOW |
4.548 |
|
0.618 |
4.441 |
|
1.000 |
4.375 |
|
1.618 |
4.268 |
|
2.618 |
4.095 |
|
4.250 |
3.813 |
|
|
| Fisher Pivots for day following 24-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
4.677 |
4.658 |
| PP |
4.656 |
4.618 |
| S1 |
4.635 |
4.578 |
|