NYMEX Natural Gas Future August 2009
| Trading Metrics calculated at close of trading on 13-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2009 |
13-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
4.245 |
4.399 |
0.154 |
3.6% |
4.335 |
| High |
4.445 |
4.430 |
-0.015 |
-0.3% |
4.445 |
| Low |
4.196 |
4.317 |
0.121 |
2.9% |
4.196 |
| Close |
4.415 |
4.350 |
-0.065 |
-1.5% |
4.350 |
| Range |
0.249 |
0.113 |
-0.136 |
-54.6% |
0.249 |
| ATR |
0.191 |
0.185 |
-0.006 |
-2.9% |
0.000 |
| Volume |
3,753 |
3,011 |
-742 |
-19.8% |
17,361 |
|
| Daily Pivots for day following 13-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.705 |
4.640 |
4.412 |
|
| R3 |
4.592 |
4.527 |
4.381 |
|
| R2 |
4.479 |
4.479 |
4.371 |
|
| R1 |
4.414 |
4.414 |
4.360 |
4.390 |
| PP |
4.366 |
4.366 |
4.366 |
4.354 |
| S1 |
4.301 |
4.301 |
4.340 |
4.277 |
| S2 |
4.253 |
4.253 |
4.329 |
|
| S3 |
4.140 |
4.188 |
4.319 |
|
| S4 |
4.027 |
4.075 |
4.288 |
|
|
| Weekly Pivots for week ending 13-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.077 |
4.963 |
4.487 |
|
| R3 |
4.828 |
4.714 |
4.418 |
|
| R2 |
4.579 |
4.579 |
4.396 |
|
| R1 |
4.465 |
4.465 |
4.373 |
4.522 |
| PP |
4.330 |
4.330 |
4.330 |
4.359 |
| S1 |
4.216 |
4.216 |
4.327 |
4.273 |
| S2 |
4.081 |
4.081 |
4.304 |
|
| S3 |
3.832 |
3.967 |
4.282 |
|
| S4 |
3.583 |
3.718 |
4.213 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.445 |
4.196 |
0.249 |
5.7% |
0.144 |
3.3% |
62% |
False |
False |
3,472 |
| 10 |
4.763 |
4.196 |
0.567 |
13.0% |
0.170 |
3.9% |
27% |
False |
False |
3,172 |
| 20 |
4.992 |
4.196 |
0.796 |
18.3% |
0.171 |
3.9% |
19% |
False |
False |
2,338 |
| 40 |
5.470 |
4.196 |
1.274 |
29.3% |
0.188 |
4.3% |
12% |
False |
False |
1,833 |
| 60 |
6.619 |
4.196 |
2.423 |
55.7% |
0.195 |
4.5% |
6% |
False |
False |
1,486 |
| 80 |
7.211 |
4.196 |
3.015 |
69.3% |
0.190 |
4.4% |
5% |
False |
False |
1,330 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.910 |
|
2.618 |
4.726 |
|
1.618 |
4.613 |
|
1.000 |
4.543 |
|
0.618 |
4.500 |
|
HIGH |
4.430 |
|
0.618 |
4.387 |
|
0.500 |
4.374 |
|
0.382 |
4.360 |
|
LOW |
4.317 |
|
0.618 |
4.247 |
|
1.000 |
4.204 |
|
1.618 |
4.134 |
|
2.618 |
4.021 |
|
4.250 |
3.837 |
|
|
| Fisher Pivots for day following 13-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
4.374 |
4.340 |
| PP |
4.366 |
4.330 |
| S1 |
4.358 |
4.321 |
|