NYMEX Natural Gas Future September 2009
| Trading Metrics calculated at close of trading on 17-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Mar-2009 |
17-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
4.316 |
4.350 |
0.034 |
0.8% |
4.380 |
| High |
4.411 |
4.350 |
-0.061 |
-1.4% |
4.480 |
| Low |
4.244 |
4.249 |
0.005 |
0.1% |
4.245 |
| Close |
4.323 |
4.280 |
-0.043 |
-1.0% |
4.400 |
| Range |
0.167 |
0.101 |
-0.066 |
-39.5% |
0.235 |
| ATR |
0.178 |
0.172 |
-0.005 |
-3.1% |
0.000 |
| Volume |
1,378 |
1,718 |
340 |
24.7% |
12,548 |
|
| Daily Pivots for day following 17-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.596 |
4.539 |
4.336 |
|
| R3 |
4.495 |
4.438 |
4.308 |
|
| R2 |
4.394 |
4.394 |
4.299 |
|
| R1 |
4.337 |
4.337 |
4.289 |
4.315 |
| PP |
4.293 |
4.293 |
4.293 |
4.282 |
| S1 |
4.236 |
4.236 |
4.271 |
4.214 |
| S2 |
4.192 |
4.192 |
4.261 |
|
| S3 |
4.091 |
4.135 |
4.252 |
|
| S4 |
3.990 |
4.034 |
4.224 |
|
|
| Weekly Pivots for week ending 13-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.080 |
4.975 |
4.529 |
|
| R3 |
4.845 |
4.740 |
4.465 |
|
| R2 |
4.610 |
4.610 |
4.443 |
|
| R1 |
4.505 |
4.505 |
4.422 |
4.558 |
| PP |
4.375 |
4.375 |
4.375 |
4.401 |
| S1 |
4.270 |
4.270 |
4.378 |
4.323 |
| S2 |
4.140 |
4.140 |
4.357 |
|
| S3 |
3.905 |
4.035 |
4.335 |
|
| S4 |
3.670 |
3.800 |
4.271 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.779 |
|
2.618 |
4.614 |
|
1.618 |
4.513 |
|
1.000 |
4.451 |
|
0.618 |
4.412 |
|
HIGH |
4.350 |
|
0.618 |
4.311 |
|
0.500 |
4.300 |
|
0.382 |
4.288 |
|
LOW |
4.249 |
|
0.618 |
4.187 |
|
1.000 |
4.148 |
|
1.618 |
4.086 |
|
2.618 |
3.985 |
|
4.250 |
3.820 |
|
|
| Fisher Pivots for day following 17-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
4.300 |
4.362 |
| PP |
4.293 |
4.335 |
| S1 |
4.287 |
4.307 |
|