NYMEX Natural Gas Future July 2009
Trading Metrics calculated at close of trading on 07-Oct-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Oct-2008 |
07-Oct-2008 |
Change |
Change % |
Previous Week |
Open |
7.940 |
7.685 |
-0.255 |
-3.2% |
8.013 |
High |
7.940 |
7.722 |
-0.218 |
-2.7% |
8.373 |
Low |
7.618 |
7.562 |
-0.056 |
-0.7% |
7.895 |
Close |
7.616 |
7.602 |
-0.014 |
-0.2% |
7.989 |
Range |
0.322 |
0.160 |
-0.162 |
-50.3% |
0.478 |
ATR |
0.255 |
0.249 |
-0.007 |
-2.7% |
0.000 |
Volume |
817 |
1,400 |
583 |
71.4% |
3,168 |
|
Daily Pivots for day following 07-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8.109 |
8.015 |
7.690 |
|
R3 |
7.949 |
7.855 |
7.646 |
|
R2 |
7.789 |
7.789 |
7.631 |
|
R1 |
7.695 |
7.695 |
7.617 |
7.662 |
PP |
7.629 |
7.629 |
7.629 |
7.612 |
S1 |
7.535 |
7.535 |
7.587 |
7.502 |
S2 |
7.469 |
7.469 |
7.573 |
|
S3 |
7.309 |
7.375 |
7.558 |
|
S4 |
7.149 |
7.215 |
7.514 |
|
|
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 |
7.562 |
0.811 |
10.7% |
0.222 |
2.9% |
5% |
False |
True |
859 |
10 |
8.587 |
7.562 |
1.025 |
13.5% |
0.215 |
2.8% |
4% |
False |
True |
743 |
20 |
8.598 |
7.562 |
1.036 |
13.6% |
0.220 |
2.9% |
4% |
False |
True |
644 |
40 |
9.250 |
7.562 |
1.688 |
22.2% |
0.220 |
2.9% |
2% |
False |
True |
587 |
60 |
11.280 |
7.562 |
3.718 |
48.9% |
0.238 |
3.1% |
1% |
False |
True |
529 |
80 |
11.981 |
7.562 |
4.419 |
58.1% |
0.221 |
2.9% |
1% |
False |
True |
523 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8.402 |
2.618 |
8.141 |
1.618 |
7.981 |
1.000 |
7.882 |
0.618 |
7.821 |
HIGH |
7.722 |
0.618 |
7.661 |
0.500 |
7.642 |
0.382 |
7.623 |
LOW |
7.562 |
0.618 |
7.463 |
1.000 |
7.402 |
1.618 |
7.303 |
2.618 |
7.143 |
4.250 |
6.882 |
|
|
Fisher Pivots for day following 07-Oct-2008 |
Pivot |
1 day |
3 day |
R1 |
7.642 |
7.817 |
PP |
7.629 |
7.745 |
S1 |
7.615 |
7.674 |
|