NYMEX Natural Gas Future July 2009
Trading Metrics calculated at close of trading on 22-Aug-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Aug-2008 |
22-Aug-2008 |
Change |
Change % |
Previous Week |
Open |
8.925 |
8.990 |
0.065 |
0.7% |
8.770 |
High |
9.050 |
8.990 |
-0.060 |
-0.7% |
9.050 |
Low |
8.891 |
8.760 |
-0.131 |
-1.5% |
8.690 |
Close |
9.032 |
8.774 |
-0.258 |
-2.9% |
8.774 |
Range |
0.159 |
0.230 |
0.071 |
44.7% |
0.360 |
ATR |
0.230 |
0.233 |
0.003 |
1.3% |
0.000 |
Volume |
163 |
262 |
99 |
60.7% |
2,357 |
|
Daily Pivots for day following 22-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9.531 |
9.383 |
8.901 |
|
R3 |
9.301 |
9.153 |
8.837 |
|
R2 |
9.071 |
9.071 |
8.816 |
|
R1 |
8.923 |
8.923 |
8.795 |
8.882 |
PP |
8.841 |
8.841 |
8.841 |
8.821 |
S1 |
8.693 |
8.693 |
8.753 |
8.652 |
S2 |
8.611 |
8.611 |
8.732 |
|
S3 |
8.381 |
8.463 |
8.711 |
|
S4 |
8.151 |
8.233 |
8.648 |
|
|
Weekly Pivots for week ending 22-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9.918 |
9.706 |
8.972 |
|
R3 |
9.558 |
9.346 |
8.873 |
|
R2 |
9.198 |
9.198 |
8.840 |
|
R1 |
8.986 |
8.986 |
8.807 |
9.092 |
PP |
8.838 |
8.838 |
8.838 |
8.891 |
S1 |
8.626 |
8.626 |
8.741 |
8.732 |
S2 |
8.478 |
8.478 |
8.708 |
|
S3 |
8.118 |
8.266 |
8.675 |
|
S4 |
7.758 |
7.906 |
8.576 |
|
|
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 |
4.1% |
0.161 |
1.8% |
23% |
False |
False |
471 |
10 |
9.250 |
8.690 |
0.560 |
6.4% |
0.193 |
2.2% |
15% |
False |
False |
522 |
20 |
9.739 |
8.690 |
1.049 |
12.0% |
0.203 |
2.3% |
8% |
False |
False |
406 |
40 |
11.981 |
8.690 |
3.291 |
37.5% |
0.235 |
2.7% |
3% |
False |
False |
419 |
60 |
11.981 |
8.690 |
3.291 |
37.5% |
0.189 |
2.2% |
3% |
False |
False |
425 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9.968 |
2.618 |
9.592 |
1.618 |
9.362 |
1.000 |
9.220 |
0.618 |
9.132 |
HIGH |
8.990 |
0.618 |
8.902 |
0.500 |
8.875 |
0.382 |
8.848 |
LOW |
8.760 |
0.618 |
8.618 |
1.000 |
8.530 |
1.618 |
8.388 |
2.618 |
8.158 |
4.250 |
7.783 |
|
|
Fisher Pivots for day following 22-Aug-2008 |
Pivot |
1 day |
3 day |
R1 |
8.875 |
8.905 |
PP |
8.841 |
8.861 |
S1 |
8.808 |
8.818 |
|