NYMEX Natural Gas Future July 2009
Trading Metrics calculated at close of trading on 24-Sep-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Sep-2008 |
24-Sep-2008 |
Change |
Change % |
Previous Week |
Open |
8.400 |
8.570 |
0.170 |
2.0% |
8.220 |
High |
8.598 |
8.570 |
-0.028 |
-0.3% |
8.582 |
Low |
8.400 |
8.373 |
-0.027 |
-0.3% |
7.960 |
Close |
8.518 |
8.411 |
-0.107 |
-1.3% |
8.374 |
Range |
0.198 |
0.197 |
-0.001 |
-0.5% |
0.622 |
ATR |
0.250 |
0.247 |
-0.004 |
-1.5% |
0.000 |
Volume |
256 |
1,311 |
1,055 |
412.1% |
3,358 |
|
Daily Pivots for day following 24-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9.042 |
8.924 |
8.519 |
|
R3 |
8.845 |
8.727 |
8.465 |
|
R2 |
8.648 |
8.648 |
8.447 |
|
R1 |
8.530 |
8.530 |
8.429 |
8.491 |
PP |
8.451 |
8.451 |
8.451 |
8.432 |
S1 |
8.333 |
8.333 |
8.393 |
8.294 |
S2 |
8.254 |
8.254 |
8.375 |
|
S3 |
8.057 |
8.136 |
8.357 |
|
S4 |
7.860 |
7.939 |
8.303 |
|
|
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 |
8.598 |
8.210 |
0.388 |
4.6% |
0.228 |
2.7% |
52% |
False |
False |
784 |
10 |
8.598 |
7.960 |
0.638 |
7.6% |
0.225 |
2.7% |
71% |
False |
False |
566 |
20 |
9.240 |
7.960 |
1.280 |
15.2% |
0.239 |
2.8% |
35% |
False |
False |
583 |
40 |
9.739 |
7.960 |
1.779 |
21.2% |
0.221 |
2.6% |
25% |
False |
False |
505 |
60 |
11.981 |
7.960 |
4.021 |
47.8% |
0.238 |
2.8% |
11% |
False |
False |
473 |
80 |
11.981 |
7.960 |
4.021 |
47.8% |
0.204 |
2.4% |
11% |
False |
False |
474 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9.407 |
2.618 |
9.086 |
1.618 |
8.889 |
1.000 |
8.767 |
0.618 |
8.692 |
HIGH |
8.570 |
0.618 |
8.495 |
0.500 |
8.472 |
0.382 |
8.448 |
LOW |
8.373 |
0.618 |
8.251 |
1.000 |
8.176 |
1.618 |
8.054 |
2.618 |
7.857 |
4.250 |
7.536 |
|
|
Fisher Pivots for day following 24-Sep-2008 |
Pivot |
1 day |
3 day |
R1 |
8.472 |
8.429 |
PP |
8.451 |
8.423 |
S1 |
8.431 |
8.417 |
|