NYMEX Natural Gas Future July 2009
Trading Metrics calculated at close of trading on 17-Sep-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Sep-2008 |
17-Sep-2008 |
Change |
Change % |
Previous Week |
Open |
8.077 |
8.220 |
0.143 |
1.8% |
8.428 |
High |
8.128 |
8.514 |
0.386 |
4.7% |
8.626 |
Low |
7.960 |
8.220 |
0.260 |
3.3% |
8.141 |
Close |
8.073 |
8.435 |
0.362 |
4.5% |
8.211 |
Range |
0.168 |
0.294 |
0.126 |
75.0% |
0.485 |
ATR |
0.243 |
0.257 |
0.014 |
5.8% |
0.000 |
Volume |
449 |
430 |
-19 |
-4.2% |
2,702 |
|
Daily Pivots for day following 17-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9.272 |
9.147 |
8.597 |
|
R3 |
8.978 |
8.853 |
8.516 |
|
R2 |
8.684 |
8.684 |
8.489 |
|
R1 |
8.559 |
8.559 |
8.462 |
8.622 |
PP |
8.390 |
8.390 |
8.390 |
8.421 |
S1 |
8.265 |
8.265 |
8.408 |
8.328 |
S2 |
8.096 |
8.096 |
8.381 |
|
S3 |
7.802 |
7.971 |
8.354 |
|
S4 |
7.508 |
7.677 |
8.273 |
|
|
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 |
8.514 |
7.960 |
0.554 |
6.6% |
0.222 |
2.6% |
86% |
True |
False |
348 |
10 |
8.626 |
7.960 |
0.666 |
7.9% |
0.225 |
2.7% |
71% |
False |
False |
519 |
20 |
9.240 |
7.960 |
1.280 |
15.2% |
0.221 |
2.6% |
37% |
False |
False |
529 |
40 |
10.025 |
7.960 |
2.065 |
24.5% |
0.235 |
2.8% |
23% |
False |
False |
465 |
60 |
11.981 |
7.960 |
4.021 |
47.7% |
0.230 |
2.7% |
12% |
False |
False |
455 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9.764 |
2.618 |
9.284 |
1.618 |
8.990 |
1.000 |
8.808 |
0.618 |
8.696 |
HIGH |
8.514 |
0.618 |
8.402 |
0.500 |
8.367 |
0.382 |
8.332 |
LOW |
8.220 |
0.618 |
8.038 |
1.000 |
7.926 |
1.618 |
7.744 |
2.618 |
7.450 |
4.250 |
6.971 |
|
|
Fisher Pivots for day following 17-Sep-2008 |
Pivot |
1 day |
3 day |
R1 |
8.412 |
8.369 |
PP |
8.390 |
8.303 |
S1 |
8.367 |
8.237 |
|