NYMEX Natural Gas Future July 2009
Trading Metrics calculated at close of trading on 27-Aug-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Aug-2008 |
27-Aug-2008 |
Change |
Change % |
Previous Week |
Open |
9.026 |
9.200 |
0.174 |
1.9% |
8.770 |
High |
9.037 |
9.240 |
0.203 |
2.2% |
9.050 |
Low |
8.931 |
9.030 |
0.099 |
1.1% |
8.690 |
Close |
9.013 |
9.125 |
0.112 |
1.2% |
8.774 |
Range |
0.106 |
0.210 |
0.104 |
98.1% |
0.360 |
ATR |
0.227 |
0.227 |
0.000 |
0.0% |
0.000 |
Volume |
327 |
341 |
14 |
4.3% |
2,357 |
|
Daily Pivots for day following 27-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9.762 |
9.653 |
9.241 |
|
R3 |
9.552 |
9.443 |
9.183 |
|
R2 |
9.342 |
9.342 |
9.164 |
|
R1 |
9.233 |
9.233 |
9.144 |
9.183 |
PP |
9.132 |
9.132 |
9.132 |
9.106 |
S1 |
9.023 |
9.023 |
9.106 |
8.973 |
S2 |
8.922 |
8.922 |
9.087 |
|
S3 |
8.712 |
8.813 |
9.067 |
|
S4 |
8.502 |
8.603 |
9.010 |
|
|
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 |
9.240 |
8.660 |
0.580 |
6.4% |
0.169 |
1.9% |
80% |
True |
False |
329 |
10 |
9.240 |
8.660 |
0.580 |
6.4% |
0.172 |
1.9% |
80% |
True |
False |
508 |
20 |
9.739 |
8.660 |
1.079 |
11.8% |
0.195 |
2.1% |
43% |
False |
False |
432 |
40 |
11.959 |
8.660 |
3.299 |
36.2% |
0.237 |
2.6% |
14% |
False |
False |
420 |
60 |
11.981 |
8.660 |
3.321 |
36.4% |
0.192 |
2.1% |
14% |
False |
False |
442 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10.133 |
2.618 |
9.790 |
1.618 |
9.580 |
1.000 |
9.450 |
0.618 |
9.370 |
HIGH |
9.240 |
0.618 |
9.160 |
0.500 |
9.135 |
0.382 |
9.110 |
LOW |
9.030 |
0.618 |
8.900 |
1.000 |
8.820 |
1.618 |
8.690 |
2.618 |
8.480 |
4.250 |
8.138 |
|
|
Fisher Pivots for day following 27-Aug-2008 |
Pivot |
1 day |
3 day |
R1 |
9.135 |
9.067 |
PP |
9.132 |
9.008 |
S1 |
9.128 |
8.950 |
|