NYMEX Natural Gas Future June 2009
| Trading Metrics calculated at close of trading on 28-Oct-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Oct-2008 |
28-Oct-2008 |
Change |
Change % |
Previous Week |
| Open |
6.748 |
6.771 |
0.023 |
0.3% |
7.368 |
| High |
6.836 |
6.945 |
0.109 |
1.6% |
7.402 |
| Low |
6.695 |
6.750 |
0.055 |
0.8% |
6.830 |
| Close |
6.771 |
6.831 |
0.060 |
0.9% |
6.855 |
| Range |
0.141 |
0.195 |
0.054 |
38.3% |
0.572 |
| ATR |
0.212 |
0.211 |
-0.001 |
-0.6% |
0.000 |
| Volume |
1,523 |
1,931 |
408 |
26.8% |
3,380 |
|
| Daily Pivots for day following 28-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7.427 |
7.324 |
6.938 |
|
| R3 |
7.232 |
7.129 |
6.885 |
|
| R2 |
7.037 |
7.037 |
6.867 |
|
| R1 |
6.934 |
6.934 |
6.849 |
6.986 |
| PP |
6.842 |
6.842 |
6.842 |
6.868 |
| S1 |
6.739 |
6.739 |
6.813 |
6.791 |
| S2 |
6.647 |
6.647 |
6.795 |
|
| S3 |
6.452 |
6.544 |
6.777 |
|
| S4 |
6.257 |
6.349 |
6.724 |
|
|
| 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 |
7.350 |
6.695 |
0.655 |
9.6% |
0.177 |
2.6% |
21% |
False |
False |
1,037 |
| 10 |
7.402 |
6.695 |
0.707 |
10.3% |
0.185 |
2.7% |
19% |
False |
False |
1,093 |
| 20 |
8.249 |
6.695 |
1.554 |
22.7% |
0.185 |
2.7% |
9% |
False |
False |
1,185 |
| 40 |
8.545 |
6.695 |
1.850 |
27.1% |
0.210 |
3.1% |
7% |
False |
False |
909 |
| 60 |
9.387 |
6.695 |
2.692 |
39.4% |
0.216 |
3.2% |
5% |
False |
False |
817 |
| 80 |
11.335 |
6.695 |
4.640 |
67.9% |
0.228 |
3.3% |
3% |
False |
False |
741 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7.774 |
|
2.618 |
7.456 |
|
1.618 |
7.261 |
|
1.000 |
7.140 |
|
0.618 |
7.066 |
|
HIGH |
6.945 |
|
0.618 |
6.871 |
|
0.500 |
6.848 |
|
0.382 |
6.824 |
|
LOW |
6.750 |
|
0.618 |
6.629 |
|
1.000 |
6.555 |
|
1.618 |
6.434 |
|
2.618 |
6.239 |
|
4.250 |
5.921 |
|
|
| Fisher Pivots for day following 28-Oct-2008 |
| Pivot |
1 day |
3 day |
| R1 |
6.848 |
6.848 |
| PP |
6.842 |
6.842 |
| S1 |
6.837 |
6.837 |
|