NYMEX Natural Gas Future July 2009
Trading Metrics calculated at close of trading on 13-Oct-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Oct-2008 |
13-Oct-2008 |
Change |
Change % |
Previous Week |
Open |
7.495 |
7.470 |
-0.025 |
-0.3% |
7.940 |
High |
7.522 |
7.520 |
-0.002 |
0.0% |
7.940 |
Low |
7.360 |
7.422 |
0.062 |
0.8% |
7.360 |
Close |
7.364 |
7.480 |
0.116 |
1.6% |
7.364 |
Range |
0.162 |
0.098 |
-0.064 |
-39.5% |
0.580 |
ATR |
0.239 |
0.233 |
-0.006 |
-2.5% |
0.000 |
Volume |
769 |
921 |
152 |
19.8% |
5,808 |
|
Daily Pivots for day following 13-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7.768 |
7.722 |
7.534 |
|
R3 |
7.670 |
7.624 |
7.507 |
|
R2 |
7.572 |
7.572 |
7.498 |
|
R1 |
7.526 |
7.526 |
7.489 |
7.549 |
PP |
7.474 |
7.474 |
7.474 |
7.486 |
S1 |
7.428 |
7.428 |
7.471 |
7.451 |
S2 |
7.376 |
7.376 |
7.462 |
|
S3 |
7.278 |
7.330 |
7.453 |
|
S4 |
7.180 |
7.232 |
7.426 |
|
|
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 |
7.722 |
7.360 |
0.362 |
4.8% |
0.153 |
2.0% |
33% |
False |
False |
1,182 |
10 |
8.373 |
7.360 |
1.013 |
13.5% |
0.187 |
2.5% |
12% |
False |
False |
937 |
20 |
8.598 |
7.360 |
1.238 |
16.6% |
0.208 |
2.8% |
10% |
False |
False |
771 |
40 |
9.240 |
7.360 |
1.880 |
25.1% |
0.210 |
2.8% |
6% |
False |
False |
638 |
60 |
10.195 |
7.360 |
2.835 |
37.9% |
0.223 |
3.0% |
4% |
False |
False |
563 |
80 |
11.981 |
7.360 |
4.621 |
61.8% |
0.221 |
3.0% |
3% |
False |
False |
551 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7.937 |
2.618 |
7.777 |
1.618 |
7.679 |
1.000 |
7.618 |
0.618 |
7.581 |
HIGH |
7.520 |
0.618 |
7.483 |
0.500 |
7.471 |
0.382 |
7.459 |
LOW |
7.422 |
0.618 |
7.361 |
1.000 |
7.324 |
1.618 |
7.263 |
2.618 |
7.165 |
4.250 |
7.006 |
|
|
Fisher Pivots for day following 13-Oct-2008 |
Pivot |
1 day |
3 day |
R1 |
7.477 |
7.490 |
PP |
7.474 |
7.487 |
S1 |
7.471 |
7.483 |
|