NYMEX Natural Gas Future August 2009
| Trading Metrics calculated at close of trading on 12-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2009 |
12-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
4.293 |
4.245 |
-0.048 |
-1.1% |
4.642 |
| High |
4.320 |
4.445 |
0.125 |
2.9% |
4.763 |
| Low |
4.216 |
4.196 |
-0.020 |
-0.5% |
4.350 |
| Close |
4.216 |
4.415 |
0.199 |
4.7% |
4.377 |
| Range |
0.104 |
0.249 |
0.145 |
139.4% |
0.413 |
| ATR |
0.186 |
0.191 |
0.004 |
2.4% |
0.000 |
| Volume |
6,492 |
3,753 |
-2,739 |
-42.2% |
14,361 |
|
| Daily Pivots for day following 12-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.099 |
5.006 |
4.552 |
|
| R3 |
4.850 |
4.757 |
4.483 |
|
| R2 |
4.601 |
4.601 |
4.461 |
|
| R1 |
4.508 |
4.508 |
4.438 |
4.555 |
| PP |
4.352 |
4.352 |
4.352 |
4.375 |
| S1 |
4.259 |
4.259 |
4.392 |
4.306 |
| S2 |
4.103 |
4.103 |
4.369 |
|
| S3 |
3.854 |
4.010 |
4.347 |
|
| S4 |
3.605 |
3.761 |
4.278 |
|
|
| Weekly Pivots for week ending 06-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.736 |
5.469 |
4.604 |
|
| R3 |
5.323 |
5.056 |
4.491 |
|
| R2 |
4.910 |
4.910 |
4.453 |
|
| R1 |
4.643 |
4.643 |
4.415 |
4.570 |
| PP |
4.497 |
4.497 |
4.497 |
4.460 |
| S1 |
4.230 |
4.230 |
4.339 |
4.157 |
| S2 |
4.084 |
4.084 |
4.301 |
|
| S3 |
3.671 |
3.817 |
4.263 |
|
| S4 |
3.258 |
3.404 |
4.150 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.516 |
4.196 |
0.320 |
7.2% |
0.155 |
3.5% |
68% |
False |
True |
3,424 |
| 10 |
4.763 |
4.196 |
0.567 |
12.8% |
0.193 |
4.4% |
39% |
False |
True |
3,051 |
| 20 |
5.102 |
4.196 |
0.906 |
20.5% |
0.176 |
4.0% |
24% |
False |
True |
2,253 |
| 40 |
5.648 |
4.196 |
1.452 |
32.9% |
0.190 |
4.3% |
15% |
False |
True |
1,781 |
| 60 |
6.619 |
4.196 |
2.423 |
54.9% |
0.195 |
4.4% |
9% |
False |
True |
1,445 |
| 80 |
7.211 |
4.196 |
3.015 |
68.3% |
0.191 |
4.3% |
7% |
False |
True |
1,306 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5.503 |
|
2.618 |
5.097 |
|
1.618 |
4.848 |
|
1.000 |
4.694 |
|
0.618 |
4.599 |
|
HIGH |
4.445 |
|
0.618 |
4.350 |
|
0.500 |
4.321 |
|
0.382 |
4.291 |
|
LOW |
4.196 |
|
0.618 |
4.042 |
|
1.000 |
3.947 |
|
1.618 |
3.793 |
|
2.618 |
3.544 |
|
4.250 |
3.138 |
|
|
| Fisher Pivots for day following 12-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
4.384 |
4.384 |
| PP |
4.352 |
4.352 |
| S1 |
4.321 |
4.321 |
|