NYMEX Natural Gas Future June 2009
Trading Metrics calculated at close of trading on 01-Oct-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Sep-2008 |
01-Oct-2008 |
Change |
Change % |
Previous Week |
Open |
7.890 |
8.000 |
0.110 |
1.4% |
8.215 |
High |
7.998 |
8.249 |
0.251 |
3.1% |
8.510 |
Low |
7.830 |
7.970 |
0.140 |
1.8% |
8.054 |
Close |
7.945 |
8.122 |
0.177 |
2.2% |
8.126 |
Range |
0.168 |
0.279 |
0.111 |
66.1% |
0.456 |
ATR |
0.256 |
0.260 |
0.003 |
1.3% |
0.000 |
Volume |
1,110 |
869 |
-241 |
-21.7% |
2,295 |
|
Daily Pivots for day following 01-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8.951 |
8.815 |
8.275 |
|
R3 |
8.672 |
8.536 |
8.199 |
|
R2 |
8.393 |
8.393 |
8.173 |
|
R1 |
8.257 |
8.257 |
8.148 |
8.325 |
PP |
8.114 |
8.114 |
8.114 |
8.148 |
S1 |
7.978 |
7.978 |
8.096 |
8.046 |
S2 |
7.835 |
7.835 |
8.071 |
|
S3 |
7.556 |
7.699 |
8.045 |
|
S4 |
7.277 |
7.420 |
7.969 |
|
|
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 |
8.7% |
0.257 |
3.2% |
50% |
False |
False |
666 |
10 |
8.545 |
7.770 |
0.775 |
9.5% |
0.246 |
3.0% |
45% |
False |
False |
758 |
20 |
8.545 |
7.770 |
0.775 |
9.5% |
0.241 |
3.0% |
45% |
False |
False |
633 |
40 |
9.304 |
7.770 |
1.534 |
18.9% |
0.230 |
2.8% |
23% |
False |
False |
632 |
60 |
11.335 |
7.770 |
3.565 |
43.9% |
0.244 |
3.0% |
10% |
False |
False |
602 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9.435 |
2.618 |
8.979 |
1.618 |
8.700 |
1.000 |
8.528 |
0.618 |
8.421 |
HIGH |
8.249 |
0.618 |
8.142 |
0.500 |
8.110 |
0.382 |
8.077 |
LOW |
7.970 |
0.618 |
7.798 |
1.000 |
7.691 |
1.618 |
7.519 |
2.618 |
7.240 |
4.250 |
6.784 |
|
|
Fisher Pivots for day following 01-Oct-2008 |
Pivot |
1 day |
3 day |
R1 |
8.118 |
8.085 |
PP |
8.114 |
8.047 |
S1 |
8.110 |
8.010 |
|