NYMEX Natural Gas Future June 2009
Trading Metrics calculated at close of trading on 02-Oct-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Oct-2008 |
02-Oct-2008 |
Change |
Change % |
Previous Week |
Open |
8.000 |
8.140 |
0.140 |
1.8% |
8.215 |
High |
8.249 |
8.140 |
-0.109 |
-1.3% |
8.510 |
Low |
7.970 |
7.914 |
-0.056 |
-0.7% |
8.054 |
Close |
8.122 |
7.955 |
-0.167 |
-2.1% |
8.126 |
Range |
0.279 |
0.226 |
-0.053 |
-19.0% |
0.456 |
ATR |
0.260 |
0.257 |
-0.002 |
-0.9% |
0.000 |
Volume |
869 |
1,112 |
243 |
28.0% |
2,295 |
|
Daily Pivots for day following 02-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8.681 |
8.544 |
8.079 |
|
R3 |
8.455 |
8.318 |
8.017 |
|
R2 |
8.229 |
8.229 |
7.996 |
|
R1 |
8.092 |
8.092 |
7.976 |
8.048 |
PP |
8.003 |
8.003 |
8.003 |
7.981 |
S1 |
7.866 |
7.866 |
7.934 |
7.822 |
S2 |
7.777 |
7.777 |
7.914 |
|
S3 |
7.551 |
7.640 |
7.893 |
|
S4 |
7.325 |
7.414 |
7.831 |
|
|
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 |
8.300 |
7.770 |
0.530 |
6.7% |
0.240 |
3.0% |
35% |
False |
False |
803 |
10 |
8.510 |
7.770 |
0.740 |
9.3% |
0.226 |
2.8% |
25% |
False |
False |
649 |
20 |
8.545 |
7.770 |
0.775 |
9.7% |
0.241 |
3.0% |
24% |
False |
False |
653 |
40 |
9.285 |
7.770 |
1.515 |
19.0% |
0.232 |
2.9% |
12% |
False |
False |
654 |
60 |
11.335 |
7.770 |
3.565 |
44.8% |
0.242 |
3.0% |
5% |
False |
False |
603 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9.101 |
2.618 |
8.732 |
1.618 |
8.506 |
1.000 |
8.366 |
0.618 |
8.280 |
HIGH |
8.140 |
0.618 |
8.054 |
0.500 |
8.027 |
0.382 |
8.000 |
LOW |
7.914 |
0.618 |
7.774 |
1.000 |
7.688 |
1.618 |
7.548 |
2.618 |
7.322 |
4.250 |
6.954 |
|
|
Fisher Pivots for day following 02-Oct-2008 |
Pivot |
1 day |
3 day |
R1 |
8.027 |
8.040 |
PP |
8.003 |
8.011 |
S1 |
7.979 |
7.983 |
|