NYMEX Natural Gas Future June 2009
Trading Metrics calculated at close of trading on 31-Oct-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Oct-2008 |
31-Oct-2008 |
Change |
Change % |
Previous Week |
Open |
7.182 |
6.842 |
-0.340 |
-4.7% |
6.748 |
High |
7.231 |
7.174 |
-0.057 |
-0.8% |
7.231 |
Low |
6.850 |
6.832 |
-0.018 |
-0.3% |
6.695 |
Close |
6.909 |
7.158 |
0.249 |
3.6% |
7.158 |
Range |
0.381 |
0.342 |
-0.039 |
-10.2% |
0.536 |
ATR |
0.236 |
0.243 |
0.008 |
3.2% |
0.000 |
Volume |
1,846 |
1,667 |
-179 |
-9.7% |
8,118 |
|
Daily Pivots for day following 31-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8.081 |
7.961 |
7.346 |
|
R3 |
7.739 |
7.619 |
7.252 |
|
R2 |
7.397 |
7.397 |
7.221 |
|
R1 |
7.277 |
7.277 |
7.189 |
7.337 |
PP |
7.055 |
7.055 |
7.055 |
7.085 |
S1 |
6.935 |
6.935 |
7.127 |
6.995 |
S2 |
6.713 |
6.713 |
7.095 |
|
S3 |
6.371 |
6.593 |
7.064 |
|
S4 |
6.029 |
6.251 |
6.970 |
|
|
Weekly Pivots for week ending 31-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8.636 |
8.433 |
7.453 |
|
R3 |
8.100 |
7.897 |
7.305 |
|
R2 |
7.564 |
7.564 |
7.256 |
|
R1 |
7.361 |
7.361 |
7.207 |
7.463 |
PP |
7.028 |
7.028 |
7.028 |
7.079 |
S1 |
6.825 |
6.825 |
7.109 |
6.927 |
S2 |
6.492 |
6.492 |
7.060 |
|
S3 |
5.956 |
6.289 |
7.011 |
|
S4 |
5.420 |
5.753 |
6.863 |
|
|
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 |
7.5% |
0.263 |
3.7% |
86% |
False |
False |
1,623 |
10 |
7.402 |
6.695 |
0.707 |
9.9% |
0.231 |
3.2% |
65% |
False |
False |
1,149 |
20 |
7.800 |
6.695 |
1.105 |
15.4% |
0.203 |
2.8% |
42% |
False |
False |
1,239 |
40 |
8.545 |
6.695 |
1.850 |
25.8% |
0.219 |
3.1% |
25% |
False |
False |
976 |
60 |
9.170 |
6.695 |
2.475 |
34.6% |
0.220 |
3.1% |
19% |
False |
False |
854 |
80 |
11.335 |
6.695 |
4.640 |
64.8% |
0.231 |
3.2% |
10% |
False |
False |
778 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8.628 |
2.618 |
8.069 |
1.618 |
7.727 |
1.000 |
7.516 |
0.618 |
7.385 |
HIGH |
7.174 |
0.618 |
7.043 |
0.500 |
7.003 |
0.382 |
6.963 |
LOW |
6.832 |
0.618 |
6.621 |
1.000 |
6.490 |
1.618 |
6.279 |
2.618 |
5.937 |
4.250 |
5.379 |
|
|
Fisher Pivots for day following 31-Oct-2008 |
Pivot |
1 day |
3 day |
R1 |
7.106 |
7.116 |
PP |
7.055 |
7.074 |
S1 |
7.003 |
7.032 |
|