NYMEX Natural Gas Future June 2009
Trading Metrics calculated at close of trading on 14-Oct-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Oct-2008 |
14-Oct-2008 |
Change |
Change % |
Previous Week |
Open |
7.330 |
7.453 |
0.123 |
1.7% |
7.800 |
High |
7.405 |
7.453 |
0.048 |
0.6% |
7.800 |
Low |
7.299 |
7.286 |
-0.013 |
-0.2% |
7.222 |
Close |
7.355 |
7.294 |
-0.061 |
-0.8% |
7.239 |
Range |
0.106 |
0.167 |
0.061 |
57.5% |
0.578 |
ATR |
0.234 |
0.229 |
-0.005 |
-2.0% |
0.000 |
Volume |
2,371 |
642 |
-1,729 |
-72.9% |
6,186 |
|
Daily Pivots for day following 14-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7.845 |
7.737 |
7.386 |
|
R3 |
7.678 |
7.570 |
7.340 |
|
R2 |
7.511 |
7.511 |
7.325 |
|
R1 |
7.403 |
7.403 |
7.309 |
7.374 |
PP |
7.344 |
7.344 |
7.344 |
7.330 |
S1 |
7.236 |
7.236 |
7.279 |
7.207 |
S2 |
7.177 |
7.177 |
7.263 |
|
S3 |
7.010 |
7.069 |
7.248 |
|
S4 |
6.843 |
6.902 |
7.202 |
|
|
Weekly Pivots for week ending 10-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9.154 |
8.775 |
7.557 |
|
R3 |
8.576 |
8.197 |
7.398 |
|
R2 |
7.998 |
7.998 |
7.345 |
|
R1 |
7.619 |
7.619 |
7.292 |
7.520 |
PP |
7.420 |
7.420 |
7.420 |
7.371 |
S1 |
7.041 |
7.041 |
7.186 |
6.942 |
S2 |
6.842 |
6.842 |
7.133 |
|
S3 |
6.264 |
6.463 |
7.080 |
|
S4 |
5.686 |
5.885 |
6.921 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7.490 |
7.222 |
0.268 |
3.7% |
0.149 |
2.0% |
27% |
False |
False |
1,295 |
10 |
8.249 |
7.222 |
1.027 |
14.1% |
0.185 |
2.5% |
7% |
False |
False |
1,277 |
20 |
8.545 |
7.222 |
1.323 |
18.1% |
0.214 |
2.9% |
5% |
False |
False |
997 |
40 |
9.114 |
7.222 |
1.892 |
25.9% |
0.219 |
3.0% |
4% |
False |
False |
746 |
60 |
10.000 |
7.222 |
2.778 |
38.1% |
0.228 |
3.1% |
3% |
False |
False |
718 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8.163 |
2.618 |
7.890 |
1.618 |
7.723 |
1.000 |
7.620 |
0.618 |
7.556 |
HIGH |
7.453 |
0.618 |
7.389 |
0.500 |
7.370 |
0.382 |
7.350 |
LOW |
7.286 |
0.618 |
7.183 |
1.000 |
7.119 |
1.618 |
7.016 |
2.618 |
6.849 |
4.250 |
6.576 |
|
|
Fisher Pivots for day following 14-Oct-2008 |
Pivot |
1 day |
3 day |
R1 |
7.370 |
7.338 |
PP |
7.344 |
7.323 |
S1 |
7.319 |
7.309 |
|