NYMEX Natural Gas Future July 2009
Trading Metrics calculated at close of trading on 30-Sep-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Sep-2008 |
30-Sep-2008 |
Change |
Change % |
Previous Week |
Open |
8.013 |
8.000 |
-0.013 |
-0.2% |
8.264 |
High |
8.044 |
8.121 |
0.077 |
1.0% |
8.598 |
Low |
7.895 |
7.960 |
0.065 |
0.8% |
8.181 |
Close |
7.931 |
8.075 |
0.144 |
1.8% |
8.243 |
Range |
0.149 |
0.161 |
0.012 |
8.1% |
0.417 |
ATR |
0.257 |
0.252 |
-0.005 |
-1.9% |
0.000 |
Volume |
526 |
562 |
36 |
6.8% |
2,556 |
|
Daily Pivots for day following 30-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8.535 |
8.466 |
8.164 |
|
R3 |
8.374 |
8.305 |
8.119 |
|
R2 |
8.213 |
8.213 |
8.105 |
|
R1 |
8.144 |
8.144 |
8.090 |
8.179 |
PP |
8.052 |
8.052 |
8.052 |
8.069 |
S1 |
7.983 |
7.983 |
8.060 |
8.018 |
S2 |
7.891 |
7.891 |
8.045 |
|
S3 |
7.730 |
7.822 |
8.031 |
|
S4 |
7.569 |
7.661 |
7.986 |
|
|
Weekly Pivots for week ending 26-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9.592 |
9.334 |
8.472 |
|
R3 |
9.175 |
8.917 |
8.358 |
|
R2 |
8.758 |
8.758 |
8.319 |
|
R1 |
8.500 |
8.500 |
8.281 |
8.421 |
PP |
8.341 |
8.341 |
8.341 |
8.301 |
S1 |
8.083 |
8.083 |
8.205 |
8.004 |
S2 |
7.924 |
7.924 |
8.167 |
|
S3 |
7.507 |
7.666 |
8.128 |
|
S4 |
7.090 |
7.249 |
8.014 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
8.587 |
7.895 |
0.692 |
8.6% |
0.208 |
2.6% |
26% |
False |
False |
627 |
10 |
8.598 |
7.895 |
0.703 |
8.7% |
0.228 |
2.8% |
26% |
False |
False |
617 |
20 |
8.626 |
7.895 |
0.731 |
9.1% |
0.222 |
2.8% |
25% |
False |
False |
578 |
40 |
9.470 |
7.895 |
1.575 |
19.5% |
0.218 |
2.7% |
11% |
False |
False |
527 |
60 |
11.460 |
7.895 |
3.565 |
44.1% |
0.238 |
2.9% |
5% |
False |
False |
490 |
80 |
11.981 |
7.895 |
4.086 |
50.6% |
0.209 |
2.6% |
4% |
False |
False |
484 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8.805 |
2.618 |
8.542 |
1.618 |
8.381 |
1.000 |
8.282 |
0.618 |
8.220 |
HIGH |
8.121 |
0.618 |
8.059 |
0.500 |
8.041 |
0.382 |
8.022 |
LOW |
7.960 |
0.618 |
7.861 |
1.000 |
7.799 |
1.618 |
7.700 |
2.618 |
7.539 |
4.250 |
7.276 |
|
|
Fisher Pivots for day following 30-Sep-2008 |
Pivot |
1 day |
3 day |
R1 |
8.064 |
8.151 |
PP |
8.052 |
8.126 |
S1 |
8.041 |
8.100 |
|