NYMEX Natural Gas Future July 2009
Trading Metrics calculated at close of trading on 10-Sep-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Sep-2008 |
10-Sep-2008 |
Change |
Change % |
Previous Week |
Open |
8.425 |
8.376 |
-0.049 |
-0.6% |
8.550 |
High |
8.460 |
8.404 |
-0.056 |
-0.7% |
8.550 |
Low |
8.238 |
8.200 |
-0.038 |
-0.5% |
8.170 |
Close |
8.455 |
8.248 |
-0.207 |
-2.4% |
8.514 |
Range |
0.222 |
0.204 |
-0.018 |
-8.1% |
0.380 |
ATR |
0.253 |
0.254 |
0.000 |
0.0% |
0.000 |
Volume |
533 |
1,093 |
560 |
105.1% |
2,204 |
|
Daily Pivots for day following 10-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8.896 |
8.776 |
8.360 |
|
R3 |
8.692 |
8.572 |
8.304 |
|
R2 |
8.488 |
8.488 |
8.285 |
|
R1 |
8.368 |
8.368 |
8.267 |
8.326 |
PP |
8.284 |
8.284 |
8.284 |
8.263 |
S1 |
8.164 |
8.164 |
8.229 |
8.122 |
S2 |
8.080 |
8.080 |
8.211 |
|
S3 |
7.876 |
7.960 |
8.192 |
|
S4 |
7.672 |
7.756 |
8.136 |
|
|
Weekly Pivots for week ending 05-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9.551 |
9.413 |
8.723 |
|
R3 |
9.171 |
9.033 |
8.619 |
|
R2 |
8.791 |
8.791 |
8.584 |
|
R1 |
8.653 |
8.653 |
8.549 |
8.532 |
PP |
8.411 |
8.411 |
8.411 |
8.351 |
S1 |
8.273 |
8.273 |
8.479 |
8.152 |
S2 |
8.031 |
8.031 |
8.444 |
|
S3 |
7.651 |
7.893 |
8.410 |
|
S4 |
7.271 |
7.513 |
8.305 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
8.626 |
8.190 |
0.436 |
5.3% |
0.229 |
2.8% |
13% |
False |
False |
690 |
10 |
9.240 |
8.170 |
1.070 |
13.0% |
0.254 |
3.1% |
7% |
False |
False |
600 |
20 |
9.250 |
8.170 |
1.080 |
13.1% |
0.224 |
2.7% |
7% |
False |
False |
575 |
40 |
10.800 |
8.170 |
2.630 |
31.9% |
0.239 |
2.9% |
3% |
False |
False |
495 |
60 |
11.981 |
8.170 |
3.811 |
46.2% |
0.223 |
2.7% |
2% |
False |
False |
498 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9.271 |
2.618 |
8.938 |
1.618 |
8.734 |
1.000 |
8.608 |
0.618 |
8.530 |
HIGH |
8.404 |
0.618 |
8.326 |
0.500 |
8.302 |
0.382 |
8.278 |
LOW |
8.200 |
0.618 |
8.074 |
1.000 |
7.996 |
1.618 |
7.870 |
2.618 |
7.666 |
4.250 |
7.333 |
|
|
Fisher Pivots for day following 10-Sep-2008 |
Pivot |
1 day |
3 day |
R1 |
8.302 |
8.413 |
PP |
8.284 |
8.358 |
S1 |
8.266 |
8.303 |
|