NYMEX Natural Gas Future June 2009
Trading Metrics calculated at close of trading on 15-Oct-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Oct-2008 |
15-Oct-2008 |
Change |
Change % |
Previous Week |
Open |
7.453 |
7.252 |
-0.201 |
-2.7% |
7.800 |
High |
7.453 |
7.252 |
-0.201 |
-2.7% |
7.800 |
Low |
7.286 |
7.075 |
-0.211 |
-2.9% |
7.222 |
Close |
7.294 |
7.111 |
-0.183 |
-2.5% |
7.239 |
Range |
0.167 |
0.177 |
0.010 |
6.0% |
0.578 |
ATR |
0.229 |
0.228 |
-0.001 |
-0.3% |
0.000 |
Volume |
642 |
752 |
110 |
17.1% |
6,186 |
|
Daily Pivots for day following 15-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7.677 |
7.571 |
7.208 |
|
R3 |
7.500 |
7.394 |
7.160 |
|
R2 |
7.323 |
7.323 |
7.143 |
|
R1 |
7.217 |
7.217 |
7.127 |
7.182 |
PP |
7.146 |
7.146 |
7.146 |
7.128 |
S1 |
7.040 |
7.040 |
7.095 |
7.005 |
S2 |
6.969 |
6.969 |
7.079 |
|
S3 |
6.792 |
6.863 |
7.062 |
|
S4 |
6.615 |
6.686 |
7.014 |
|
|
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 |
7.075 |
0.415 |
5.8% |
0.151 |
2.1% |
9% |
False |
True |
1,075 |
10 |
8.140 |
7.075 |
1.065 |
15.0% |
0.175 |
2.5% |
3% |
False |
True |
1,266 |
20 |
8.545 |
7.075 |
1.470 |
20.7% |
0.210 |
3.0% |
2% |
False |
True |
1,012 |
40 |
9.114 |
7.075 |
2.039 |
28.7% |
0.219 |
3.1% |
2% |
False |
True |
750 |
60 |
9.924 |
7.075 |
2.849 |
40.1% |
0.226 |
3.2% |
1% |
False |
True |
724 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8.004 |
2.618 |
7.715 |
1.618 |
7.538 |
1.000 |
7.429 |
0.618 |
7.361 |
HIGH |
7.252 |
0.618 |
7.184 |
0.500 |
7.164 |
0.382 |
7.143 |
LOW |
7.075 |
0.618 |
6.966 |
1.000 |
6.898 |
1.618 |
6.789 |
2.618 |
6.612 |
4.250 |
6.323 |
|
|
Fisher Pivots for day following 15-Oct-2008 |
Pivot |
1 day |
3 day |
R1 |
7.164 |
7.264 |
PP |
7.146 |
7.213 |
S1 |
7.129 |
7.162 |
|