NYMEX Natural Gas Future June 2009
Trading Metrics calculated at close of trading on 24-Oct-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Oct-2008 |
24-Oct-2008 |
Change |
Change % |
Previous Week |
Open |
7.135 |
7.000 |
-0.135 |
-1.9% |
7.368 |
High |
7.170 |
7.000 |
-0.170 |
-2.4% |
7.402 |
Low |
6.951 |
6.830 |
-0.121 |
-1.7% |
6.830 |
Close |
6.952 |
6.855 |
-0.097 |
-1.4% |
6.855 |
Range |
0.219 |
0.170 |
-0.049 |
-22.4% |
0.572 |
ATR |
0.220 |
0.216 |
-0.004 |
-1.6% |
0.000 |
Volume |
491 |
784 |
293 |
59.7% |
3,380 |
|
Daily Pivots for day following 24-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7.405 |
7.300 |
6.949 |
|
R3 |
7.235 |
7.130 |
6.902 |
|
R2 |
7.065 |
7.065 |
6.886 |
|
R1 |
6.960 |
6.960 |
6.871 |
6.928 |
PP |
6.895 |
6.895 |
6.895 |
6.879 |
S1 |
6.790 |
6.790 |
6.839 |
6.758 |
S2 |
6.725 |
6.725 |
6.824 |
|
S3 |
6.555 |
6.620 |
6.808 |
|
S4 |
6.385 |
6.450 |
6.762 |
|
|
Weekly Pivots for week ending 24-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8.745 |
8.372 |
7.170 |
|
R3 |
8.173 |
7.800 |
7.012 |
|
R2 |
7.601 |
7.601 |
6.960 |
|
R1 |
7.228 |
7.228 |
6.907 |
7.129 |
PP |
7.029 |
7.029 |
7.029 |
6.979 |
S1 |
6.656 |
6.656 |
6.803 |
6.557 |
S2 |
6.457 |
6.457 |
6.750 |
|
S3 |
5.885 |
6.084 |
6.698 |
|
S4 |
5.313 |
5.512 |
6.540 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7.402 |
6.830 |
0.572 |
8.3% |
0.199 |
2.9% |
4% |
False |
True |
676 |
10 |
7.453 |
6.830 |
0.623 |
9.1% |
0.179 |
2.6% |
4% |
False |
True |
1,049 |
20 |
8.249 |
6.830 |
1.419 |
20.7% |
0.191 |
2.8% |
2% |
False |
True |
1,094 |
40 |
8.846 |
6.830 |
2.016 |
29.4% |
0.213 |
3.1% |
1% |
False |
True |
863 |
60 |
9.637 |
6.830 |
2.807 |
40.9% |
0.217 |
3.2% |
1% |
False |
True |
770 |
80 |
11.774 |
6.830 |
4.944 |
72.1% |
0.228 |
3.3% |
1% |
False |
True |
704 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7.723 |
2.618 |
7.445 |
1.618 |
7.275 |
1.000 |
7.170 |
0.618 |
7.105 |
HIGH |
7.000 |
0.618 |
6.935 |
0.500 |
6.915 |
0.382 |
6.895 |
LOW |
6.830 |
0.618 |
6.725 |
1.000 |
6.660 |
1.618 |
6.555 |
2.618 |
6.385 |
4.250 |
6.108 |
|
|
Fisher Pivots for day following 24-Oct-2008 |
Pivot |
1 day |
3 day |
R1 |
6.915 |
7.090 |
PP |
6.895 |
7.012 |
S1 |
6.875 |
6.933 |
|