NYMEX Natural Gas Future June 2009
Trading Metrics calculated at close of trading on 23-Oct-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Oct-2008 |
23-Oct-2008 |
Change |
Change % |
Previous Week |
Open |
7.350 |
7.135 |
-0.215 |
-2.9% |
7.330 |
High |
7.350 |
7.170 |
-0.180 |
-2.4% |
7.453 |
Low |
7.191 |
6.951 |
-0.240 |
-3.3% |
7.068 |
Close |
7.192 |
6.952 |
-0.240 |
-3.3% |
7.216 |
Range |
0.159 |
0.219 |
0.060 |
37.7% |
0.385 |
ATR |
0.218 |
0.220 |
0.002 |
0.7% |
0.000 |
Volume |
459 |
491 |
32 |
7.0% |
7,115 |
|
Daily Pivots for day following 23-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7.681 |
7.536 |
7.072 |
|
R3 |
7.462 |
7.317 |
7.012 |
|
R2 |
7.243 |
7.243 |
6.992 |
|
R1 |
7.098 |
7.098 |
6.972 |
7.061 |
PP |
7.024 |
7.024 |
7.024 |
7.006 |
S1 |
6.879 |
6.879 |
6.932 |
6.842 |
S2 |
6.805 |
6.805 |
6.912 |
|
S3 |
6.586 |
6.660 |
6.892 |
|
S4 |
6.367 |
6.441 |
6.832 |
|
|
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 |
6.951 |
0.451 |
6.5% |
0.203 |
2.9% |
0% |
False |
True |
996 |
10 |
7.453 |
6.951 |
0.502 |
7.2% |
0.179 |
2.6% |
0% |
False |
True |
1,033 |
20 |
8.300 |
6.951 |
1.349 |
19.4% |
0.195 |
2.8% |
0% |
False |
True |
1,075 |
40 |
9.114 |
6.951 |
2.163 |
31.1% |
0.225 |
3.2% |
0% |
False |
True |
852 |
60 |
9.637 |
6.951 |
2.686 |
38.6% |
0.216 |
3.1% |
0% |
False |
True |
762 |
80 |
11.774 |
6.951 |
4.823 |
69.4% |
0.228 |
3.3% |
0% |
False |
True |
698 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8.101 |
2.618 |
7.743 |
1.618 |
7.524 |
1.000 |
7.389 |
0.618 |
7.305 |
HIGH |
7.170 |
0.618 |
7.086 |
0.500 |
7.061 |
0.382 |
7.035 |
LOW |
6.951 |
0.618 |
6.816 |
1.000 |
6.732 |
1.618 |
6.597 |
2.618 |
6.378 |
4.250 |
6.020 |
|
|
Fisher Pivots for day following 23-Oct-2008 |
Pivot |
1 day |
3 day |
R1 |
7.061 |
7.151 |
PP |
7.024 |
7.084 |
S1 |
6.988 |
7.018 |
|