NYMEX Natural Gas Future July 2009
Trading Metrics calculated at close of trading on 06-Oct-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Oct-2008 |
06-Oct-2008 |
Change |
Change % |
Previous Week |
Open |
8.067 |
7.940 |
-0.127 |
-1.6% |
8.013 |
High |
8.072 |
7.940 |
-0.132 |
-1.6% |
8.373 |
Low |
7.945 |
7.618 |
-0.327 |
-4.1% |
7.895 |
Close |
7.989 |
7.616 |
-0.373 |
-4.7% |
7.989 |
Range |
0.127 |
0.322 |
0.195 |
153.5% |
0.478 |
ATR |
0.247 |
0.255 |
0.009 |
3.6% |
0.000 |
Volume |
562 |
817 |
255 |
45.4% |
3,168 |
|
Daily Pivots for day following 06-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8.691 |
8.475 |
7.793 |
|
R3 |
8.369 |
8.153 |
7.705 |
|
R2 |
8.047 |
8.047 |
7.675 |
|
R1 |
7.831 |
7.831 |
7.646 |
7.778 |
PP |
7.725 |
7.725 |
7.725 |
7.698 |
S1 |
7.509 |
7.509 |
7.586 |
7.456 |
S2 |
7.403 |
7.403 |
7.557 |
|
S3 |
7.081 |
7.187 |
7.527 |
|
S4 |
6.759 |
6.865 |
7.439 |
|
|
Weekly Pivots for week ending 03-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9.520 |
9.232 |
8.252 |
|
R3 |
9.042 |
8.754 |
8.120 |
|
R2 |
8.564 |
8.564 |
8.077 |
|
R1 |
8.276 |
8.276 |
8.033 |
8.181 |
PP |
8.086 |
8.086 |
8.086 |
8.038 |
S1 |
7.798 |
7.798 |
7.945 |
7.703 |
S2 |
7.608 |
7.608 |
7.901 |
|
S3 |
7.130 |
7.320 |
7.858 |
|
S4 |
6.652 |
6.842 |
7.726 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
8.373 |
7.618 |
0.755 |
9.9% |
0.222 |
2.9% |
0% |
False |
True |
691 |
10 |
8.598 |
7.618 |
0.980 |
12.9% |
0.219 |
2.9% |
0% |
False |
True |
629 |
20 |
8.598 |
7.618 |
0.980 |
12.9% |
0.223 |
2.9% |
0% |
False |
True |
600 |
40 |
9.250 |
7.618 |
1.632 |
21.4% |
0.219 |
2.9% |
0% |
False |
True |
562 |
60 |
11.293 |
7.618 |
3.675 |
48.3% |
0.237 |
3.1% |
0% |
False |
True |
512 |
80 |
11.981 |
7.618 |
4.363 |
57.3% |
0.219 |
2.9% |
0% |
False |
True |
507 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9.309 |
2.618 |
8.783 |
1.618 |
8.461 |
1.000 |
8.262 |
0.618 |
8.139 |
HIGH |
7.940 |
0.618 |
7.817 |
0.500 |
7.779 |
0.382 |
7.741 |
LOW |
7.618 |
0.618 |
7.419 |
1.000 |
7.296 |
1.618 |
7.097 |
2.618 |
6.775 |
4.250 |
6.250 |
|
|
Fisher Pivots for day following 06-Oct-2008 |
Pivot |
1 day |
3 day |
R1 |
7.779 |
7.959 |
PP |
7.725 |
7.845 |
S1 |
7.670 |
7.730 |
|