NYMEX Natural Gas Future September 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 |
4.838 |
4.818 |
-0.020 |
-0.4% |
4.316 |
| High |
4.838 |
4.818 |
-0.020 |
-0.4% |
4.860 |
| Low |
4.737 |
4.413 |
-0.324 |
-6.8% |
4.160 |
| Close |
4.817 |
4.460 |
-0.357 |
-7.4% |
4.696 |
| Range |
0.101 |
0.405 |
0.304 |
301.0% |
0.700 |
| ATR |
0.193 |
0.208 |
0.015 |
7.9% |
0.000 |
| Volume |
1,301 |
1,793 |
492 |
37.8% |
8,378 |
|
| Daily Pivots for day following 26-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.779 |
5.524 |
4.683 |
|
| R3 |
5.374 |
5.119 |
4.571 |
|
| R2 |
4.969 |
4.969 |
4.534 |
|
| R1 |
4.714 |
4.714 |
4.497 |
4.639 |
| PP |
4.564 |
4.564 |
4.564 |
4.526 |
| S1 |
4.309 |
4.309 |
4.423 |
4.234 |
| S2 |
4.159 |
4.159 |
4.386 |
|
| S3 |
3.754 |
3.904 |
4.349 |
|
| S4 |
3.349 |
3.499 |
4.237 |
|
|
| Weekly Pivots for week ending 20-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6.672 |
6.384 |
5.081 |
|
| R3 |
5.972 |
5.684 |
4.889 |
|
| R2 |
5.272 |
5.272 |
4.824 |
|
| R1 |
4.984 |
4.984 |
4.760 |
5.128 |
| PP |
4.572 |
4.572 |
4.572 |
4.644 |
| S1 |
4.284 |
4.284 |
4.632 |
4.428 |
| S2 |
3.872 |
3.872 |
4.568 |
|
| S3 |
3.172 |
3.584 |
4.504 |
|
| S4 |
2.472 |
2.884 |
4.311 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6.539 |
|
2.618 |
5.878 |
|
1.618 |
5.473 |
|
1.000 |
5.223 |
|
0.618 |
5.068 |
|
HIGH |
4.818 |
|
0.618 |
4.663 |
|
0.500 |
4.616 |
|
0.382 |
4.568 |
|
LOW |
4.413 |
|
0.618 |
4.163 |
|
1.000 |
4.008 |
|
1.618 |
3.758 |
|
2.618 |
3.353 |
|
4.250 |
2.692 |
|
|
| Fisher Pivots for day following 26-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
4.616 |
4.636 |
| PP |
4.564 |
4.577 |
| S1 |
4.512 |
4.519 |
|