NYMEX Natural Gas Future July 2009
Trading Metrics calculated at close of trading on 21-Aug-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Aug-2008 |
21-Aug-2008 |
Change |
Change % |
Previous Week |
Open |
8.858 |
8.925 |
0.067 |
0.8% |
8.979 |
High |
8.920 |
9.050 |
0.130 |
1.5% |
9.250 |
Low |
8.790 |
8.891 |
0.101 |
1.1% |
8.820 |
Close |
8.901 |
9.032 |
0.131 |
1.5% |
8.905 |
Range |
0.130 |
0.159 |
0.029 |
22.3% |
0.430 |
ATR |
0.235 |
0.230 |
-0.005 |
-2.3% |
0.000 |
Volume |
1,532 |
163 |
-1,369 |
-89.4% |
2,865 |
|
Daily Pivots for day following 21-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9.468 |
9.409 |
9.119 |
|
R3 |
9.309 |
9.250 |
9.076 |
|
R2 |
9.150 |
9.150 |
9.061 |
|
R1 |
9.091 |
9.091 |
9.047 |
9.121 |
PP |
8.991 |
8.991 |
8.991 |
9.006 |
S1 |
8.932 |
8.932 |
9.017 |
8.962 |
S2 |
8.832 |
8.832 |
9.003 |
|
S3 |
8.673 |
8.773 |
8.988 |
|
S4 |
8.514 |
8.614 |
8.945 |
|
|
Weekly Pivots for week ending 15-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10.282 |
10.023 |
9.142 |
|
R3 |
9.852 |
9.593 |
9.023 |
|
R2 |
9.422 |
9.422 |
8.984 |
|
R1 |
9.163 |
9.163 |
8.944 |
9.078 |
PP |
8.992 |
8.992 |
8.992 |
8.949 |
S1 |
8.733 |
8.733 |
8.866 |
8.648 |
S2 |
8.562 |
8.562 |
8.826 |
|
S3 |
8.132 |
8.303 |
8.787 |
|
S4 |
7.702 |
7.873 |
8.669 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
9.050 |
8.690 |
0.360 |
4.0% |
0.141 |
1.6% |
95% |
True |
False |
567 |
10 |
9.250 |
8.690 |
0.560 |
6.2% |
0.194 |
2.1% |
61% |
False |
False |
531 |
20 |
9.739 |
8.690 |
1.049 |
11.6% |
0.210 |
2.3% |
33% |
False |
False |
422 |
40 |
11.981 |
8.690 |
3.291 |
36.4% |
0.232 |
2.6% |
10% |
False |
False |
422 |
60 |
11.981 |
8.690 |
3.291 |
36.4% |
0.187 |
2.1% |
10% |
False |
False |
439 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9.726 |
2.618 |
9.466 |
1.618 |
9.307 |
1.000 |
9.209 |
0.618 |
9.148 |
HIGH |
9.050 |
0.618 |
8.989 |
0.500 |
8.971 |
0.382 |
8.952 |
LOW |
8.891 |
0.618 |
8.793 |
1.000 |
8.732 |
1.618 |
8.634 |
2.618 |
8.475 |
4.250 |
8.215 |
|
|
Fisher Pivots for day following 21-Aug-2008 |
Pivot |
1 day |
3 day |
R1 |
9.012 |
8.978 |
PP |
8.991 |
8.924 |
S1 |
8.971 |
8.870 |
|