NYMEX Natural Gas Future July 2009
Trading Metrics calculated at close of trading on 03-Sep-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Sep-2008 |
03-Sep-2008 |
Change |
Change % |
Previous Week |
Open |
8.550 |
8.320 |
-0.230 |
-2.7% |
8.730 |
High |
8.550 |
8.380 |
-0.170 |
-2.0% |
9.240 |
Low |
8.330 |
8.170 |
-0.160 |
-1.9% |
8.600 |
Close |
8.346 |
8.331 |
-0.015 |
-0.2% |
8.728 |
Range |
0.220 |
0.210 |
-0.010 |
-4.5% |
0.640 |
ATR |
0.259 |
0.256 |
-0.004 |
-1.4% |
0.000 |
Volume |
331 |
632 |
301 |
90.9% |
2,470 |
|
Daily Pivots for day following 03-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8.924 |
8.837 |
8.447 |
|
R3 |
8.714 |
8.627 |
8.389 |
|
R2 |
8.504 |
8.504 |
8.370 |
|
R1 |
8.417 |
8.417 |
8.350 |
8.461 |
PP |
8.294 |
8.294 |
8.294 |
8.315 |
S1 |
8.207 |
8.207 |
8.312 |
8.251 |
S2 |
8.084 |
8.084 |
8.293 |
|
S3 |
7.874 |
7.997 |
8.273 |
|
S4 |
7.664 |
7.787 |
8.216 |
|
|
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 |
8.170 |
1.070 |
12.8% |
0.279 |
3.3% |
15% |
False |
True |
510 |
10 |
9.240 |
8.170 |
1.070 |
12.8% |
0.216 |
2.6% |
15% |
False |
True |
539 |
20 |
9.390 |
8.170 |
1.220 |
14.6% |
0.209 |
2.5% |
13% |
False |
True |
461 |
40 |
11.460 |
8.170 |
3.290 |
39.5% |
0.247 |
3.0% |
5% |
False |
True |
455 |
60 |
11.981 |
8.170 |
3.811 |
45.7% |
0.208 |
2.5% |
4% |
False |
True |
459 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9.273 |
2.618 |
8.930 |
1.618 |
8.720 |
1.000 |
8.590 |
0.618 |
8.510 |
HIGH |
8.380 |
0.618 |
8.300 |
0.500 |
8.275 |
0.382 |
8.250 |
LOW |
8.170 |
0.618 |
8.040 |
1.000 |
7.960 |
1.618 |
7.830 |
2.618 |
7.620 |
4.250 |
7.278 |
|
|
Fisher Pivots for day following 03-Sep-2008 |
Pivot |
1 day |
3 day |
R1 |
8.312 |
8.573 |
PP |
8.294 |
8.492 |
S1 |
8.275 |
8.412 |
|