NYMEX Natural Gas Future July 2009
Trading Metrics calculated at close of trading on 18-Sep-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Sep-2008 |
18-Sep-2008 |
Change |
Change % |
Previous Week |
Open |
8.220 |
8.555 |
0.335 |
4.1% |
8.428 |
High |
8.514 |
8.582 |
0.068 |
0.8% |
8.626 |
Low |
8.220 |
8.210 |
-0.010 |
-0.1% |
8.141 |
Close |
8.435 |
8.369 |
-0.066 |
-0.8% |
8.211 |
Range |
0.294 |
0.372 |
0.078 |
26.5% |
0.485 |
ATR |
0.257 |
0.265 |
0.008 |
3.2% |
0.000 |
Volume |
430 |
1,621 |
1,191 |
277.0% |
2,702 |
|
Daily Pivots for day following 18-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9.503 |
9.308 |
8.574 |
|
R3 |
9.131 |
8.936 |
8.471 |
|
R2 |
8.759 |
8.759 |
8.437 |
|
R1 |
8.564 |
8.564 |
8.403 |
8.476 |
PP |
8.387 |
8.387 |
8.387 |
8.343 |
S1 |
8.192 |
8.192 |
8.335 |
8.104 |
S2 |
8.015 |
8.015 |
8.301 |
|
S3 |
7.643 |
7.820 |
8.267 |
|
S4 |
7.271 |
7.448 |
8.164 |
|
|
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 |
8.582 |
7.960 |
0.622 |
7.4% |
0.264 |
3.1% |
66% |
True |
False |
623 |
10 |
8.626 |
7.960 |
0.666 |
8.0% |
0.241 |
2.9% |
61% |
False |
False |
606 |
20 |
9.240 |
7.960 |
1.280 |
15.3% |
0.233 |
2.8% |
32% |
False |
False |
533 |
40 |
9.739 |
7.960 |
1.779 |
21.3% |
0.233 |
2.8% |
23% |
False |
False |
487 |
60 |
11.981 |
7.960 |
4.021 |
48.0% |
0.234 |
2.8% |
10% |
False |
False |
480 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10.163 |
2.618 |
9.556 |
1.618 |
9.184 |
1.000 |
8.954 |
0.618 |
8.812 |
HIGH |
8.582 |
0.618 |
8.440 |
0.500 |
8.396 |
0.382 |
8.352 |
LOW |
8.210 |
0.618 |
7.980 |
1.000 |
7.838 |
1.618 |
7.608 |
2.618 |
7.236 |
4.250 |
6.629 |
|
|
Fisher Pivots for day following 18-Sep-2008 |
Pivot |
1 day |
3 day |
R1 |
8.396 |
8.336 |
PP |
8.387 |
8.304 |
S1 |
8.378 |
8.271 |
|