NYMEX Natural Gas Future June 2009
Trading Metrics calculated at close of trading on 29-Oct-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Oct-2008 |
29-Oct-2008 |
Change |
Change % |
Previous Week |
Open |
6.771 |
6.975 |
0.204 |
3.0% |
7.368 |
High |
6.945 |
7.230 |
0.285 |
4.1% |
7.402 |
Low |
6.750 |
6.975 |
0.225 |
3.3% |
6.830 |
Close |
6.831 |
7.145 |
0.314 |
4.6% |
6.855 |
Range |
0.195 |
0.255 |
0.060 |
30.8% |
0.572 |
ATR |
0.211 |
0.225 |
0.013 |
6.4% |
0.000 |
Volume |
1,931 |
1,151 |
-780 |
-40.4% |
3,380 |
|
Daily Pivots for day following 29-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7.882 |
7.768 |
7.285 |
|
R3 |
7.627 |
7.513 |
7.215 |
|
R2 |
7.372 |
7.372 |
7.192 |
|
R1 |
7.258 |
7.258 |
7.168 |
7.315 |
PP |
7.117 |
7.117 |
7.117 |
7.145 |
S1 |
7.003 |
7.003 |
7.122 |
7.060 |
S2 |
6.862 |
6.862 |
7.098 |
|
S3 |
6.607 |
6.748 |
7.075 |
|
S4 |
6.352 |
6.493 |
7.005 |
|
|
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 |
7.230 |
6.695 |
0.535 |
7.5% |
0.196 |
2.7% |
84% |
True |
False |
1,176 |
10 |
7.402 |
6.695 |
0.707 |
9.9% |
0.193 |
2.7% |
64% |
False |
False |
1,133 |
20 |
8.140 |
6.695 |
1.445 |
20.2% |
0.184 |
2.6% |
31% |
False |
False |
1,199 |
40 |
8.545 |
6.695 |
1.850 |
25.9% |
0.212 |
3.0% |
24% |
False |
False |
916 |
60 |
9.304 |
6.695 |
2.609 |
36.5% |
0.215 |
3.0% |
17% |
False |
False |
821 |
80 |
11.335 |
6.695 |
4.640 |
64.9% |
0.229 |
3.2% |
10% |
False |
False |
752 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8.314 |
2.618 |
7.898 |
1.618 |
7.643 |
1.000 |
7.485 |
0.618 |
7.388 |
HIGH |
7.230 |
0.618 |
7.133 |
0.500 |
7.103 |
0.382 |
7.072 |
LOW |
6.975 |
0.618 |
6.817 |
1.000 |
6.720 |
1.618 |
6.562 |
2.618 |
6.307 |
4.250 |
5.891 |
|
|
Fisher Pivots for day following 29-Oct-2008 |
Pivot |
1 day |
3 day |
R1 |
7.131 |
7.084 |
PP |
7.117 |
7.023 |
S1 |
7.103 |
6.963 |
|