NYMEX Natural Gas Future July 2009
Trading Metrics calculated at close of trading on 29-Aug-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Aug-2008 |
29-Aug-2008 |
Change |
Change % |
Previous Week |
Open |
9.110 |
8.953 |
-0.157 |
-1.7% |
8.730 |
High |
9.110 |
8.975 |
-0.135 |
-1.5% |
9.240 |
Low |
8.600 |
8.730 |
0.130 |
1.5% |
8.600 |
Close |
8.857 |
8.728 |
-0.129 |
-1.5% |
8.728 |
Range |
0.510 |
0.245 |
-0.265 |
-52.0% |
0.640 |
ATR |
0.249 |
0.248 |
0.000 |
-0.1% |
0.000 |
Volume |
555 |
693 |
138 |
24.9% |
2,470 |
|
Daily Pivots for day following 29-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9.546 |
9.382 |
8.863 |
|
R3 |
9.301 |
9.137 |
8.795 |
|
R2 |
9.056 |
9.056 |
8.773 |
|
R1 |
8.892 |
8.892 |
8.750 |
8.852 |
PP |
8.811 |
8.811 |
8.811 |
8.791 |
S1 |
8.647 |
8.647 |
8.706 |
8.607 |
S2 |
8.566 |
8.566 |
8.683 |
|
S3 |
8.321 |
8.402 |
8.661 |
|
S4 |
8.076 |
8.157 |
8.593 |
|
|
Weekly Pivots for week ending 29-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10.776 |
10.392 |
9.080 |
|
R3 |
10.136 |
9.752 |
8.904 |
|
R2 |
9.496 |
9.496 |
8.845 |
|
R1 |
9.112 |
9.112 |
8.787 |
8.984 |
PP |
8.856 |
8.856 |
8.856 |
8.792 |
S1 |
8.472 |
8.472 |
8.669 |
8.344 |
S2 |
8.216 |
8.216 |
8.611 |
|
S3 |
7.576 |
7.832 |
8.552 |
|
S4 |
6.936 |
7.192 |
8.376 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
9.240 |
8.600 |
0.640 |
7.3% |
0.242 |
2.8% |
20% |
False |
False |
494 |
10 |
9.240 |
8.600 |
0.640 |
7.3% |
0.202 |
2.3% |
20% |
False |
False |
482 |
20 |
9.619 |
8.600 |
1.019 |
11.7% |
0.218 |
2.5% |
13% |
False |
False |
471 |
40 |
11.959 |
8.600 |
3.359 |
38.5% |
0.249 |
2.9% |
4% |
False |
False |
439 |
60 |
11.981 |
8.600 |
3.381 |
38.7% |
0.204 |
2.3% |
4% |
False |
False |
448 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10.016 |
2.618 |
9.616 |
1.618 |
9.371 |
1.000 |
9.220 |
0.618 |
9.126 |
HIGH |
8.975 |
0.618 |
8.881 |
0.500 |
8.853 |
0.382 |
8.824 |
LOW |
8.730 |
0.618 |
8.579 |
1.000 |
8.485 |
1.618 |
8.334 |
2.618 |
8.089 |
4.250 |
7.689 |
|
|
Fisher Pivots for day following 29-Aug-2008 |
Pivot |
1 day |
3 day |
R1 |
8.853 |
8.920 |
PP |
8.811 |
8.856 |
S1 |
8.770 |
8.792 |
|