NYMEX Natural Gas Future June 2009
Trading Metrics calculated at close of trading on 25-Sep-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Sep-2008 |
25-Sep-2008 |
Change |
Change % |
Previous Week |
Open |
8.321 |
8.299 |
-0.022 |
-0.3% |
8.130 |
High |
8.407 |
8.476 |
0.069 |
0.8% |
8.545 |
Low |
8.265 |
8.161 |
-0.104 |
-1.3% |
7.870 |
Close |
8.299 |
8.308 |
0.009 |
0.1% |
8.270 |
Range |
0.142 |
0.315 |
0.173 |
121.8% |
0.675 |
ATR |
0.249 |
0.254 |
0.005 |
1.9% |
0.000 |
Volume |
1,014 |
427 |
-587 |
-57.9% |
4,348 |
|
Daily Pivots for day following 25-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9.260 |
9.099 |
8.481 |
|
R3 |
8.945 |
8.784 |
8.395 |
|
R2 |
8.630 |
8.630 |
8.366 |
|
R1 |
8.469 |
8.469 |
8.337 |
8.550 |
PP |
8.315 |
8.315 |
8.315 |
8.355 |
S1 |
8.154 |
8.154 |
8.279 |
8.235 |
S2 |
8.000 |
8.000 |
8.250 |
|
S3 |
7.685 |
7.839 |
8.221 |
|
S4 |
7.370 |
7.524 |
8.135 |
|
|
Weekly Pivots for week ending 19-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10.253 |
9.937 |
8.641 |
|
R3 |
9.578 |
9.262 |
8.456 |
|
R2 |
8.903 |
8.903 |
8.394 |
|
R1 |
8.587 |
8.587 |
8.332 |
8.745 |
PP |
8.228 |
8.228 |
8.228 |
8.308 |
S1 |
7.912 |
7.912 |
8.208 |
8.070 |
S2 |
7.553 |
7.553 |
8.146 |
|
S3 |
6.878 |
7.237 |
8.084 |
|
S4 |
6.203 |
6.562 |
7.899 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
8.510 |
8.161 |
0.349 |
4.2% |
0.212 |
2.6% |
42% |
False |
True |
496 |
10 |
8.545 |
7.870 |
0.675 |
8.1% |
0.238 |
2.9% |
65% |
False |
False |
667 |
20 |
9.114 |
7.870 |
1.244 |
15.0% |
0.255 |
3.1% |
35% |
False |
False |
629 |
40 |
9.637 |
7.870 |
1.767 |
21.3% |
0.227 |
2.7% |
25% |
False |
False |
606 |
60 |
11.774 |
7.870 |
3.904 |
47.0% |
0.239 |
2.9% |
11% |
False |
False |
573 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9.815 |
2.618 |
9.301 |
1.618 |
8.986 |
1.000 |
8.791 |
0.618 |
8.671 |
HIGH |
8.476 |
0.618 |
8.356 |
0.500 |
8.319 |
0.382 |
8.281 |
LOW |
8.161 |
0.618 |
7.966 |
1.000 |
7.846 |
1.618 |
7.651 |
2.618 |
7.336 |
4.250 |
6.822 |
|
|
Fisher Pivots for day following 25-Sep-2008 |
Pivot |
1 day |
3 day |
R1 |
8.319 |
8.336 |
PP |
8.315 |
8.326 |
S1 |
8.312 |
8.317 |
|