NYMEX Natural Gas Future June 2009
Trading Metrics calculated at close of trading on 21-Oct-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Oct-2008 |
21-Oct-2008 |
Change |
Change % |
Previous Week |
Open |
7.368 |
7.155 |
-0.213 |
-2.9% |
7.330 |
High |
7.402 |
7.326 |
-0.076 |
-1.0% |
7.453 |
Low |
7.140 |
7.139 |
-0.001 |
0.0% |
7.068 |
Close |
7.162 |
7.284 |
0.122 |
1.7% |
7.216 |
Range |
0.262 |
0.187 |
-0.075 |
-28.6% |
0.385 |
ATR |
0.226 |
0.223 |
-0.003 |
-1.2% |
0.000 |
Volume |
802 |
844 |
42 |
5.2% |
7,115 |
|
Daily Pivots for day following 21-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7.811 |
7.734 |
7.387 |
|
R3 |
7.624 |
7.547 |
7.335 |
|
R2 |
7.437 |
7.437 |
7.318 |
|
R1 |
7.360 |
7.360 |
7.301 |
7.399 |
PP |
7.250 |
7.250 |
7.250 |
7.269 |
S1 |
7.173 |
7.173 |
7.267 |
7.212 |
S2 |
7.063 |
7.063 |
7.250 |
|
S3 |
6.876 |
6.986 |
7.233 |
|
S4 |
6.689 |
6.799 |
7.181 |
|
|
Weekly Pivots for week ending 17-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8.401 |
8.193 |
7.428 |
|
R3 |
8.016 |
7.808 |
7.322 |
|
R2 |
7.631 |
7.631 |
7.287 |
|
R1 |
7.423 |
7.423 |
7.251 |
7.335 |
PP |
7.246 |
7.246 |
7.246 |
7.201 |
S1 |
7.038 |
7.038 |
7.181 |
6.950 |
S2 |
6.861 |
6.861 |
7.145 |
|
S3 |
6.476 |
6.653 |
7.110 |
|
S4 |
6.091 |
6.268 |
7.004 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7.402 |
7.068 |
0.334 |
4.6% |
0.194 |
2.7% |
65% |
False |
False |
1,149 |
10 |
7.490 |
7.068 |
0.422 |
5.8% |
0.171 |
2.4% |
51% |
False |
False |
1,222 |
20 |
8.476 |
7.068 |
1.408 |
19.3% |
0.199 |
2.7% |
15% |
False |
False |
1,100 |
40 |
9.114 |
7.068 |
2.046 |
28.1% |
0.222 |
3.0% |
11% |
False |
False |
839 |
60 |
9.637 |
7.068 |
2.569 |
35.3% |
0.216 |
3.0% |
8% |
False |
False |
757 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8.121 |
2.618 |
7.816 |
1.618 |
7.629 |
1.000 |
7.513 |
0.618 |
7.442 |
HIGH |
7.326 |
0.618 |
7.255 |
0.500 |
7.233 |
0.382 |
7.210 |
LOW |
7.139 |
0.618 |
7.023 |
1.000 |
6.952 |
1.618 |
6.836 |
2.618 |
6.649 |
4.250 |
6.344 |
|
|
Fisher Pivots for day following 21-Oct-2008 |
Pivot |
1 day |
3 day |
R1 |
7.267 |
7.280 |
PP |
7.250 |
7.275 |
S1 |
7.233 |
7.271 |
|