NYMEX Natural Gas Future July 2009
Trading Metrics calculated at close of trading on 12-Sep-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-2008 |
12-Sep-2008 |
Change |
Change % |
Previous Week |
Open |
8.290 |
8.182 |
-0.108 |
-1.3% |
8.428 |
High |
8.304 |
8.335 |
0.031 |
0.4% |
8.626 |
Low |
8.141 |
8.144 |
0.003 |
0.0% |
8.141 |
Close |
8.173 |
8.211 |
0.038 |
0.5% |
8.211 |
Range |
0.163 |
0.191 |
0.028 |
17.2% |
0.485 |
ATR |
0.247 |
0.243 |
-0.004 |
-1.6% |
0.000 |
Volume |
249 |
242 |
-7 |
-2.8% |
2,702 |
|
Daily Pivots for day following 12-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8.803 |
8.698 |
8.316 |
|
R3 |
8.612 |
8.507 |
8.264 |
|
R2 |
8.421 |
8.421 |
8.246 |
|
R1 |
8.316 |
8.316 |
8.229 |
8.369 |
PP |
8.230 |
8.230 |
8.230 |
8.256 |
S1 |
8.125 |
8.125 |
8.193 |
8.178 |
S2 |
8.039 |
8.039 |
8.176 |
|
S3 |
7.848 |
7.934 |
8.158 |
|
S4 |
7.657 |
7.743 |
8.106 |
|
|
Weekly Pivots for week ending 12-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9.781 |
9.481 |
8.478 |
|
R3 |
9.296 |
8.996 |
8.344 |
|
R2 |
8.811 |
8.811 |
8.300 |
|
R1 |
8.511 |
8.511 |
8.255 |
8.419 |
PP |
8.326 |
8.326 |
8.326 |
8.280 |
S1 |
8.026 |
8.026 |
8.167 |
7.934 |
S2 |
7.841 |
7.841 |
8.122 |
|
S3 |
7.356 |
7.541 |
8.078 |
|
S4 |
6.871 |
7.056 |
7.944 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
8.626 |
8.141 |
0.485 |
5.9% |
0.209 |
2.5% |
14% |
False |
False |
540 |
10 |
8.975 |
8.141 |
0.834 |
10.2% |
0.217 |
2.6% |
8% |
False |
False |
559 |
20 |
9.240 |
8.141 |
1.099 |
13.4% |
0.204 |
2.5% |
6% |
False |
False |
523 |
40 |
10.380 |
8.141 |
2.239 |
27.3% |
0.229 |
2.8% |
3% |
False |
False |
466 |
60 |
11.981 |
8.141 |
3.840 |
46.8% |
0.223 |
2.7% |
2% |
False |
False |
501 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9.147 |
2.618 |
8.835 |
1.618 |
8.644 |
1.000 |
8.526 |
0.618 |
8.453 |
HIGH |
8.335 |
0.618 |
8.262 |
0.500 |
8.240 |
0.382 |
8.217 |
LOW |
8.144 |
0.618 |
8.026 |
1.000 |
7.953 |
1.618 |
7.835 |
2.618 |
7.644 |
4.250 |
7.332 |
|
|
Fisher Pivots for day following 12-Sep-2008 |
Pivot |
1 day |
3 day |
R1 |
8.240 |
8.273 |
PP |
8.230 |
8.252 |
S1 |
8.221 |
8.232 |
|