NYMEX Natural Gas Future June 2009
Trading Metrics calculated at close of trading on 09-Oct-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Oct-2008 |
09-Oct-2008 |
Change |
Change % |
Previous Week |
Open |
7.415 |
7.490 |
0.075 |
1.0% |
8.049 |
High |
7.479 |
7.490 |
0.011 |
0.1% |
8.249 |
Low |
7.314 |
7.358 |
0.044 |
0.6% |
7.770 |
Close |
7.433 |
7.486 |
0.053 |
0.7% |
7.859 |
Range |
0.165 |
0.132 |
-0.033 |
-20.0% |
0.479 |
ATR |
0.245 |
0.237 |
-0.008 |
-3.3% |
0.000 |
Volume |
1,851 |
991 |
-860 |
-46.5% |
5,217 |
|
Daily Pivots for day following 09-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7.841 |
7.795 |
7.559 |
|
R3 |
7.709 |
7.663 |
7.522 |
|
R2 |
7.577 |
7.577 |
7.510 |
|
R1 |
7.531 |
7.531 |
7.498 |
7.488 |
PP |
7.445 |
7.445 |
7.445 |
7.423 |
S1 |
7.399 |
7.399 |
7.474 |
7.356 |
S2 |
7.313 |
7.313 |
7.462 |
|
S3 |
7.181 |
7.267 |
7.450 |
|
S4 |
7.049 |
7.135 |
7.413 |
|
|
Weekly Pivots for week ending 03-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9.396 |
9.107 |
8.122 |
|
R3 |
8.917 |
8.628 |
7.991 |
|
R2 |
8.438 |
8.438 |
7.947 |
|
R1 |
8.149 |
8.149 |
7.903 |
8.054 |
PP |
7.959 |
7.959 |
7.959 |
7.912 |
S1 |
7.670 |
7.670 |
7.815 |
7.575 |
S2 |
7.480 |
7.480 |
7.771 |
|
S3 |
7.001 |
7.191 |
7.727 |
|
S4 |
6.522 |
6.712 |
7.596 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7.940 |
7.314 |
0.626 |
8.4% |
0.180 |
2.4% |
27% |
False |
False |
1,432 |
10 |
8.300 |
7.314 |
0.986 |
13.2% |
0.210 |
2.8% |
17% |
False |
False |
1,117 |
20 |
8.545 |
7.314 |
1.231 |
16.4% |
0.224 |
3.0% |
14% |
False |
False |
892 |
40 |
9.114 |
7.314 |
1.800 |
24.0% |
0.222 |
3.0% |
10% |
False |
False |
755 |
60 |
10.600 |
7.314 |
3.286 |
43.9% |
0.234 |
3.1% |
5% |
False |
False |
681 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8.051 |
2.618 |
7.836 |
1.618 |
7.704 |
1.000 |
7.622 |
0.618 |
7.572 |
HIGH |
7.490 |
0.618 |
7.440 |
0.500 |
7.424 |
0.382 |
7.408 |
LOW |
7.358 |
0.618 |
7.276 |
1.000 |
7.226 |
1.618 |
7.144 |
2.618 |
7.012 |
4.250 |
6.797 |
|
|
Fisher Pivots for day following 09-Oct-2008 |
Pivot |
1 day |
3 day |
R1 |
7.465 |
7.475 |
PP |
7.445 |
7.463 |
S1 |
7.424 |
7.452 |
|