NYMEX Natural Gas Future July 2009
| Trading Metrics calculated at close of trading on 26-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Mar-2009 |
26-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
4.666 |
4.650 |
-0.016 |
-0.3% |
4.223 |
| High |
4.699 |
4.720 |
0.021 |
0.4% |
4.655 |
| Low |
4.587 |
4.253 |
-0.334 |
-7.3% |
4.007 |
| Close |
4.671 |
4.311 |
-0.360 |
-7.7% |
4.562 |
| Range |
0.112 |
0.467 |
0.355 |
317.0% |
0.648 |
| ATR |
0.194 |
0.213 |
0.020 |
10.1% |
0.000 |
| Volume |
5,781 |
4,805 |
-976 |
-16.9% |
19,389 |
|
| Daily Pivots for day following 26-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.829 |
5.537 |
4.568 |
|
| R3 |
5.362 |
5.070 |
4.439 |
|
| R2 |
4.895 |
4.895 |
4.397 |
|
| R1 |
4.603 |
4.603 |
4.354 |
4.516 |
| PP |
4.428 |
4.428 |
4.428 |
4.384 |
| S1 |
4.136 |
4.136 |
4.268 |
4.049 |
| S2 |
3.961 |
3.961 |
4.225 |
|
| S3 |
3.494 |
3.669 |
4.183 |
|
| S4 |
3.027 |
3.202 |
4.054 |
|
|
| 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 |
4.253 |
0.468 |
10.9% |
0.212 |
4.9% |
12% |
False |
True |
5,411 |
| 10 |
4.721 |
4.007 |
0.714 |
16.6% |
0.217 |
5.0% |
43% |
False |
False |
4,918 |
| 20 |
4.721 |
4.007 |
0.714 |
16.6% |
0.207 |
4.8% |
43% |
False |
False |
5,899 |
| 40 |
5.280 |
4.007 |
1.273 |
29.5% |
0.204 |
4.7% |
24% |
False |
False |
5,159 |
| 60 |
6.521 |
4.007 |
2.514 |
58.3% |
0.207 |
4.8% |
12% |
False |
False |
3,986 |
| 80 |
6.892 |
4.007 |
2.885 |
66.9% |
0.201 |
4.7% |
11% |
False |
False |
3,324 |
| 100 |
7.708 |
4.007 |
3.701 |
85.9% |
0.209 |
4.9% |
8% |
False |
False |
2,882 |
| 120 |
8.072 |
4.007 |
4.065 |
94.3% |
0.205 |
4.8% |
7% |
False |
False |
2,562 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6.705 |
|
2.618 |
5.943 |
|
1.618 |
5.476 |
|
1.000 |
5.187 |
|
0.618 |
5.009 |
|
HIGH |
4.720 |
|
0.618 |
4.542 |
|
0.500 |
4.487 |
|
0.382 |
4.431 |
|
LOW |
4.253 |
|
0.618 |
3.964 |
|
1.000 |
3.786 |
|
1.618 |
3.497 |
|
2.618 |
3.030 |
|
4.250 |
2.268 |
|
|
| Fisher Pivots for day following 26-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
4.487 |
4.487 |
| PP |
4.428 |
4.428 |
| S1 |
4.370 |
4.370 |
|