NYMEX Natural Gas Future June 2009
Trading Metrics calculated at close of trading on 30-Sep-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Sep-2008 |
30-Sep-2008 |
Change |
Change % |
Previous Week |
Open |
8.049 |
7.890 |
-0.159 |
-2.0% |
8.215 |
High |
8.049 |
7.998 |
-0.051 |
-0.6% |
8.510 |
Low |
7.770 |
7.830 |
0.060 |
0.8% |
8.054 |
Close |
7.806 |
7.945 |
0.139 |
1.8% |
8.126 |
Range |
0.279 |
0.168 |
-0.111 |
-39.8% |
0.456 |
ATR |
0.261 |
0.256 |
-0.005 |
-1.9% |
0.000 |
Volume |
529 |
1,110 |
581 |
109.8% |
2,295 |
|
Daily Pivots for day following 30-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8.428 |
8.355 |
8.037 |
|
R3 |
8.260 |
8.187 |
7.991 |
|
R2 |
8.092 |
8.092 |
7.976 |
|
R1 |
8.019 |
8.019 |
7.960 |
8.056 |
PP |
7.924 |
7.924 |
7.924 |
7.943 |
S1 |
7.851 |
7.851 |
7.930 |
7.888 |
S2 |
7.756 |
7.756 |
7.914 |
|
S3 |
7.588 |
7.683 |
7.899 |
|
S4 |
7.420 |
7.515 |
7.853 |
|
|
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 |
8.476 |
7.770 |
0.706 |
8.9% |
0.230 |
2.9% |
25% |
False |
False |
695 |
10 |
8.545 |
7.770 |
0.775 |
9.8% |
0.242 |
3.0% |
23% |
False |
False |
718 |
20 |
8.545 |
7.770 |
0.775 |
9.8% |
0.236 |
3.0% |
23% |
False |
False |
633 |
40 |
9.387 |
7.770 |
1.617 |
20.4% |
0.231 |
2.9% |
11% |
False |
False |
634 |
60 |
11.335 |
7.770 |
3.565 |
44.9% |
0.242 |
3.0% |
5% |
False |
False |
592 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8.712 |
2.618 |
8.438 |
1.618 |
8.270 |
1.000 |
8.166 |
0.618 |
8.102 |
HIGH |
7.998 |
0.618 |
7.934 |
0.500 |
7.914 |
0.382 |
7.894 |
LOW |
7.830 |
0.618 |
7.726 |
1.000 |
7.662 |
1.618 |
7.558 |
2.618 |
7.390 |
4.250 |
7.116 |
|
|
Fisher Pivots for day following 30-Sep-2008 |
Pivot |
1 day |
3 day |
R1 |
7.935 |
8.035 |
PP |
7.924 |
8.005 |
S1 |
7.914 |
7.975 |
|