NYMEX Natural Gas Future June 2009
Trading Metrics calculated at close of trading on 30-Oct-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Oct-2008 |
30-Oct-2008 |
Change |
Change % |
Previous Week |
Open |
6.975 |
7.182 |
0.207 |
3.0% |
7.368 |
High |
7.230 |
7.231 |
0.001 |
0.0% |
7.402 |
Low |
6.975 |
6.850 |
-0.125 |
-1.8% |
6.830 |
Close |
7.145 |
6.909 |
-0.236 |
-3.3% |
6.855 |
Range |
0.255 |
0.381 |
0.126 |
49.4% |
0.572 |
ATR |
0.225 |
0.236 |
0.011 |
5.0% |
0.000 |
Volume |
1,151 |
1,846 |
695 |
60.4% |
3,380 |
|
Daily Pivots for day following 30-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8.140 |
7.905 |
7.119 |
|
R3 |
7.759 |
7.524 |
7.014 |
|
R2 |
7.378 |
7.378 |
6.979 |
|
R1 |
7.143 |
7.143 |
6.944 |
7.070 |
PP |
6.997 |
6.997 |
6.997 |
6.960 |
S1 |
6.762 |
6.762 |
6.874 |
6.689 |
S2 |
6.616 |
6.616 |
6.839 |
|
S3 |
6.235 |
6.381 |
6.804 |
|
S4 |
5.854 |
6.000 |
6.699 |
|
|
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 |
7.231 |
6.695 |
0.536 |
7.8% |
0.228 |
3.3% |
40% |
True |
False |
1,447 |
10 |
7.402 |
6.695 |
0.707 |
10.2% |
0.216 |
3.1% |
30% |
False |
False |
1,221 |
20 |
7.940 |
6.695 |
1.245 |
18.0% |
0.192 |
2.8% |
17% |
False |
False |
1,236 |
40 |
8.545 |
6.695 |
1.850 |
26.8% |
0.216 |
3.1% |
12% |
False |
False |
945 |
60 |
9.285 |
6.695 |
2.590 |
37.5% |
0.218 |
3.2% |
8% |
False |
False |
848 |
80 |
11.335 |
6.695 |
4.640 |
67.2% |
0.230 |
3.3% |
5% |
False |
False |
761 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8.850 |
2.618 |
8.228 |
1.618 |
7.847 |
1.000 |
7.612 |
0.618 |
7.466 |
HIGH |
7.231 |
0.618 |
7.085 |
0.500 |
7.041 |
0.382 |
6.996 |
LOW |
6.850 |
0.618 |
6.615 |
1.000 |
6.469 |
1.618 |
6.234 |
2.618 |
5.853 |
4.250 |
5.231 |
|
|
Fisher Pivots for day following 30-Oct-2008 |
Pivot |
1 day |
3 day |
R1 |
7.041 |
6.991 |
PP |
6.997 |
6.963 |
S1 |
6.953 |
6.936 |
|