NYMEX Natural Gas Future July 2009
Trading Metrics calculated at close of trading on 19-Sep-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Sep-2008 |
19-Sep-2008 |
Change |
Change % |
Previous Week |
Open |
8.555 |
8.382 |
-0.173 |
-2.0% |
8.220 |
High |
8.582 |
8.406 |
-0.176 |
-2.1% |
8.582 |
Low |
8.210 |
8.262 |
0.052 |
0.6% |
7.960 |
Close |
8.369 |
8.374 |
0.005 |
0.1% |
8.374 |
Range |
0.372 |
0.144 |
-0.228 |
-61.3% |
0.622 |
ATR |
0.265 |
0.256 |
-0.009 |
-3.3% |
0.000 |
Volume |
1,621 |
484 |
-1,137 |
-70.1% |
3,358 |
|
Daily Pivots for day following 19-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8.779 |
8.721 |
8.453 |
|
R3 |
8.635 |
8.577 |
8.414 |
|
R2 |
8.491 |
8.491 |
8.400 |
|
R1 |
8.433 |
8.433 |
8.387 |
8.390 |
PP |
8.347 |
8.347 |
8.347 |
8.326 |
S1 |
8.289 |
8.289 |
8.361 |
8.246 |
S2 |
8.203 |
8.203 |
8.348 |
|
S3 |
8.059 |
8.145 |
8.334 |
|
S4 |
7.915 |
8.001 |
8.295 |
|
|
Weekly Pivots for week ending 19-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10.171 |
9.895 |
8.716 |
|
R3 |
9.549 |
9.273 |
8.545 |
|
R2 |
8.927 |
8.927 |
8.488 |
|
R1 |
8.651 |
8.651 |
8.431 |
8.789 |
PP |
8.305 |
8.305 |
8.305 |
8.375 |
S1 |
8.029 |
8.029 |
8.317 |
8.167 |
S2 |
7.683 |
7.683 |
8.260 |
|
S3 |
7.061 |
7.407 |
8.203 |
|
S4 |
6.439 |
6.785 |
8.032 |
|
|
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% |
0.254 |
3.0% |
67% |
False |
False |
671 |
10 |
8.626 |
7.960 |
0.666 |
8.0% |
0.232 |
2.8% |
62% |
False |
False |
606 |
20 |
9.240 |
7.960 |
1.280 |
15.3% |
0.232 |
2.8% |
32% |
False |
False |
549 |
40 |
9.739 |
7.960 |
1.779 |
21.2% |
0.221 |
2.6% |
23% |
False |
False |
485 |
60 |
11.981 |
7.960 |
4.021 |
48.0% |
0.232 |
2.8% |
10% |
False |
False |
464 |
80 |
11.981 |
7.960 |
4.021 |
48.0% |
0.198 |
2.4% |
10% |
False |
False |
467 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9.018 |
2.618 |
8.783 |
1.618 |
8.639 |
1.000 |
8.550 |
0.618 |
8.495 |
HIGH |
8.406 |
0.618 |
8.351 |
0.500 |
8.334 |
0.382 |
8.317 |
LOW |
8.262 |
0.618 |
8.173 |
1.000 |
8.118 |
1.618 |
8.029 |
2.618 |
7.885 |
4.250 |
7.650 |
|
|
Fisher Pivots for day following 19-Sep-2008 |
Pivot |
1 day |
3 day |
R1 |
8.361 |
8.396 |
PP |
8.347 |
8.389 |
S1 |
8.334 |
8.381 |
|