NYMEX Natural Gas Future July 2009
Trading Metrics calculated at close of trading on 10-Oct-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Oct-2008 |
10-Oct-2008 |
Change |
Change % |
Previous Week |
Open |
7.610 |
7.495 |
-0.115 |
-1.5% |
7.940 |
High |
7.620 |
7.522 |
-0.098 |
-1.3% |
7.940 |
Low |
7.470 |
7.360 |
-0.110 |
-1.5% |
7.360 |
Close |
7.618 |
7.364 |
-0.254 |
-3.3% |
7.364 |
Range |
0.150 |
0.162 |
0.012 |
8.0% |
0.580 |
ATR |
0.238 |
0.239 |
0.001 |
0.6% |
0.000 |
Volume |
1,095 |
769 |
-326 |
-29.8% |
5,808 |
|
Daily Pivots for day following 10-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7.901 |
7.795 |
7.453 |
|
R3 |
7.739 |
7.633 |
7.409 |
|
R2 |
7.577 |
7.577 |
7.394 |
|
R1 |
7.471 |
7.471 |
7.379 |
7.443 |
PP |
7.415 |
7.415 |
7.415 |
7.402 |
S1 |
7.309 |
7.309 |
7.349 |
7.281 |
S2 |
7.253 |
7.253 |
7.334 |
|
S3 |
7.091 |
7.147 |
7.319 |
|
S4 |
6.929 |
6.985 |
7.275 |
|
|
Weekly Pivots for week ending 10-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9.295 |
8.909 |
7.683 |
|
R3 |
8.715 |
8.329 |
7.524 |
|
R2 |
8.135 |
8.135 |
7.470 |
|
R1 |
7.749 |
7.749 |
7.417 |
7.652 |
PP |
7.555 |
7.555 |
7.555 |
7.506 |
S1 |
7.169 |
7.169 |
7.311 |
7.072 |
S2 |
6.975 |
6.975 |
7.258 |
|
S3 |
6.395 |
6.589 |
7.205 |
|
S4 |
5.815 |
6.009 |
7.045 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7.940 |
7.360 |
0.580 |
7.9% |
0.197 |
2.7% |
1% |
False |
True |
1,161 |
10 |
8.373 |
7.360 |
1.013 |
13.8% |
0.193 |
2.6% |
0% |
False |
True |
897 |
20 |
8.598 |
7.360 |
1.238 |
16.8% |
0.218 |
3.0% |
0% |
False |
True |
744 |
40 |
9.240 |
7.360 |
1.880 |
25.5% |
0.211 |
2.9% |
0% |
False |
True |
634 |
60 |
10.380 |
7.360 |
3.020 |
41.0% |
0.225 |
3.1% |
0% |
False |
True |
559 |
80 |
11.981 |
7.360 |
4.621 |
62.8% |
0.222 |
3.0% |
0% |
False |
True |
562 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8.211 |
2.618 |
7.946 |
1.618 |
7.784 |
1.000 |
7.684 |
0.618 |
7.622 |
HIGH |
7.522 |
0.618 |
7.460 |
0.500 |
7.441 |
0.382 |
7.422 |
LOW |
7.360 |
0.618 |
7.260 |
1.000 |
7.198 |
1.618 |
7.098 |
2.618 |
6.936 |
4.250 |
6.672 |
|
|
Fisher Pivots for day following 10-Oct-2008 |
Pivot |
1 day |
3 day |
R1 |
7.441 |
7.490 |
PP |
7.415 |
7.448 |
S1 |
7.390 |
7.406 |
|