NYMEX Natural Gas Future June 2009
Trading Metrics calculated at close of trading on 22-Oct-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Oct-2008 |
22-Oct-2008 |
Change |
Change % |
Previous Week |
Open |
7.155 |
7.350 |
0.195 |
2.7% |
7.330 |
High |
7.326 |
7.350 |
0.024 |
0.3% |
7.453 |
Low |
7.139 |
7.191 |
0.052 |
0.7% |
7.068 |
Close |
7.284 |
7.192 |
-0.092 |
-1.3% |
7.216 |
Range |
0.187 |
0.159 |
-0.028 |
-15.0% |
0.385 |
ATR |
0.223 |
0.218 |
-0.005 |
-2.0% |
0.000 |
Volume |
844 |
459 |
-385 |
-45.6% |
7,115 |
|
Daily Pivots for day following 22-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7.721 |
7.616 |
7.279 |
|
R3 |
7.562 |
7.457 |
7.236 |
|
R2 |
7.403 |
7.403 |
7.221 |
|
R1 |
7.298 |
7.298 |
7.207 |
7.271 |
PP |
7.244 |
7.244 |
7.244 |
7.231 |
S1 |
7.139 |
7.139 |
7.177 |
7.112 |
S2 |
7.085 |
7.085 |
7.163 |
|
S3 |
6.926 |
6.980 |
7.148 |
|
S4 |
6.767 |
6.821 |
7.105 |
|
|
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% |
0.190 |
2.6% |
37% |
False |
False |
1,091 |
10 |
7.490 |
7.068 |
0.422 |
5.9% |
0.171 |
2.4% |
29% |
False |
False |
1,083 |
20 |
8.476 |
7.068 |
1.408 |
19.6% |
0.199 |
2.8% |
9% |
False |
False |
1,072 |
40 |
9.114 |
7.068 |
2.046 |
28.4% |
0.224 |
3.1% |
6% |
False |
False |
845 |
60 |
9.637 |
7.068 |
2.569 |
35.7% |
0.217 |
3.0% |
5% |
False |
False |
758 |
80 |
11.817 |
7.068 |
4.749 |
66.0% |
0.228 |
3.2% |
3% |
False |
False |
695 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8.026 |
2.618 |
7.766 |
1.618 |
7.607 |
1.000 |
7.509 |
0.618 |
7.448 |
HIGH |
7.350 |
0.618 |
7.289 |
0.500 |
7.271 |
0.382 |
7.252 |
LOW |
7.191 |
0.618 |
7.093 |
1.000 |
7.032 |
1.618 |
6.934 |
2.618 |
6.775 |
4.250 |
6.515 |
|
|
Fisher Pivots for day following 22-Oct-2008 |
Pivot |
1 day |
3 day |
R1 |
7.271 |
7.271 |
PP |
7.244 |
7.244 |
S1 |
7.218 |
7.218 |
|