NYMEX Natural Gas Future July 2009
Trading Metrics calculated at close of trading on 04-Sep-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Sep-2008 |
04-Sep-2008 |
Change |
Change % |
Previous Week |
Open |
8.320 |
8.350 |
0.030 |
0.4% |
8.730 |
High |
8.380 |
8.401 |
0.021 |
0.3% |
9.240 |
Low |
8.170 |
8.190 |
0.020 |
0.2% |
8.600 |
Close |
8.331 |
8.401 |
0.070 |
0.8% |
8.728 |
Range |
0.210 |
0.211 |
0.001 |
0.5% |
0.640 |
ATR |
0.256 |
0.252 |
-0.003 |
-1.2% |
0.000 |
Volume |
632 |
754 |
122 |
19.3% |
2,470 |
|
Daily Pivots for day following 04-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8.964 |
8.893 |
8.517 |
|
R3 |
8.753 |
8.682 |
8.459 |
|
R2 |
8.542 |
8.542 |
8.440 |
|
R1 |
8.471 |
8.471 |
8.420 |
8.507 |
PP |
8.331 |
8.331 |
8.331 |
8.348 |
S1 |
8.260 |
8.260 |
8.382 |
8.296 |
S2 |
8.120 |
8.120 |
8.362 |
|
S3 |
7.909 |
8.049 |
8.343 |
|
S4 |
7.698 |
7.838 |
8.285 |
|
|
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 |
9.110 |
8.170 |
0.940 |
11.2% |
0.279 |
3.3% |
25% |
False |
False |
593 |
10 |
9.240 |
8.170 |
1.070 |
12.7% |
0.224 |
2.7% |
22% |
False |
False |
461 |
20 |
9.390 |
8.170 |
1.220 |
14.5% |
0.213 |
2.5% |
19% |
False |
False |
491 |
40 |
11.460 |
8.170 |
3.290 |
39.2% |
0.247 |
2.9% |
7% |
False |
False |
453 |
60 |
11.981 |
8.170 |
3.811 |
45.4% |
0.211 |
2.5% |
6% |
False |
False |
463 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9.298 |
2.618 |
8.953 |
1.618 |
8.742 |
1.000 |
8.612 |
0.618 |
8.531 |
HIGH |
8.401 |
0.618 |
8.320 |
0.500 |
8.296 |
0.382 |
8.271 |
LOW |
8.190 |
0.618 |
8.060 |
1.000 |
7.979 |
1.618 |
7.849 |
2.618 |
7.638 |
4.250 |
7.293 |
|
|
Fisher Pivots for day following 04-Sep-2008 |
Pivot |
1 day |
3 day |
R1 |
8.366 |
8.387 |
PP |
8.331 |
8.374 |
S1 |
8.296 |
8.360 |
|