NYMEX Natural Gas Future June 2009
Trading Metrics calculated at close of trading on 26-Sep-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Sep-2008 |
26-Sep-2008 |
Change |
Change % |
Previous Week |
Open |
8.299 |
8.300 |
0.001 |
0.0% |
8.215 |
High |
8.476 |
8.300 |
-0.176 |
-2.1% |
8.510 |
Low |
8.161 |
8.054 |
-0.107 |
-1.3% |
8.054 |
Close |
8.308 |
8.126 |
-0.182 |
-2.2% |
8.126 |
Range |
0.315 |
0.246 |
-0.069 |
-21.9% |
0.456 |
ATR |
0.254 |
0.254 |
0.000 |
0.0% |
0.000 |
Volume |
427 |
395 |
-32 |
-7.5% |
2,295 |
|
Daily Pivots for day following 26-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8.898 |
8.758 |
8.261 |
|
R3 |
8.652 |
8.512 |
8.194 |
|
R2 |
8.406 |
8.406 |
8.171 |
|
R1 |
8.266 |
8.266 |
8.149 |
8.213 |
PP |
8.160 |
8.160 |
8.160 |
8.134 |
S1 |
8.020 |
8.020 |
8.103 |
7.967 |
S2 |
7.914 |
7.914 |
8.081 |
|
S3 |
7.668 |
7.774 |
8.058 |
|
S4 |
7.422 |
7.528 |
7.991 |
|
|
Weekly Pivots for week ending 26-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9.598 |
9.318 |
8.377 |
|
R3 |
9.142 |
8.862 |
8.251 |
|
R2 |
8.686 |
8.686 |
8.210 |
|
R1 |
8.406 |
8.406 |
8.168 |
8.318 |
PP |
8.230 |
8.230 |
8.230 |
8.186 |
S1 |
7.950 |
7.950 |
8.084 |
7.862 |
S2 |
7.774 |
7.774 |
8.042 |
|
S3 |
7.318 |
7.494 |
8.001 |
|
S4 |
6.862 |
7.038 |
7.875 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
8.510 |
8.054 |
0.456 |
5.6% |
0.223 |
2.7% |
16% |
False |
True |
459 |
10 |
8.545 |
7.870 |
0.675 |
8.3% |
0.244 |
3.0% |
38% |
False |
False |
664 |
20 |
8.846 |
7.870 |
0.976 |
12.0% |
0.236 |
2.9% |
26% |
False |
False |
632 |
40 |
9.637 |
7.870 |
1.767 |
21.7% |
0.230 |
2.8% |
14% |
False |
False |
607 |
60 |
11.774 |
7.870 |
3.904 |
48.0% |
0.241 |
3.0% |
7% |
False |
False |
573 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9.346 |
2.618 |
8.944 |
1.618 |
8.698 |
1.000 |
8.546 |
0.618 |
8.452 |
HIGH |
8.300 |
0.618 |
8.206 |
0.500 |
8.177 |
0.382 |
8.148 |
LOW |
8.054 |
0.618 |
7.902 |
1.000 |
7.808 |
1.618 |
7.656 |
2.618 |
7.410 |
4.250 |
7.009 |
|
|
Fisher Pivots for day following 26-Sep-2008 |
Pivot |
1 day |
3 day |
R1 |
8.177 |
8.265 |
PP |
8.160 |
8.219 |
S1 |
8.143 |
8.172 |
|