NYMEX Natural Gas Future July 2009
Trading Metrics calculated at close of trading on 14-Oct-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Oct-2008 |
14-Oct-2008 |
Change |
Change % |
Previous Week |
Open |
7.470 |
7.560 |
0.090 |
1.2% |
7.940 |
High |
7.520 |
7.568 |
0.048 |
0.6% |
7.940 |
Low |
7.422 |
7.409 |
-0.013 |
-0.2% |
7.360 |
Close |
7.480 |
7.419 |
-0.061 |
-0.8% |
7.364 |
Range |
0.098 |
0.159 |
0.061 |
62.2% |
0.580 |
ATR |
0.233 |
0.228 |
-0.005 |
-2.3% |
0.000 |
Volume |
921 |
573 |
-348 |
-37.8% |
5,808 |
|
Daily Pivots for day following 14-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7.942 |
7.840 |
7.506 |
|
R3 |
7.783 |
7.681 |
7.463 |
|
R2 |
7.624 |
7.624 |
7.448 |
|
R1 |
7.522 |
7.522 |
7.434 |
7.494 |
PP |
7.465 |
7.465 |
7.465 |
7.451 |
S1 |
7.363 |
7.363 |
7.404 |
7.335 |
S2 |
7.306 |
7.306 |
7.390 |
|
S3 |
7.147 |
7.204 |
7.375 |
|
S4 |
6.988 |
7.045 |
7.332 |
|
|
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 |
7.620 |
7.360 |
0.260 |
3.5% |
0.152 |
2.1% |
23% |
False |
False |
1,017 |
10 |
8.373 |
7.360 |
1.013 |
13.7% |
0.187 |
2.5% |
6% |
False |
False |
938 |
20 |
8.598 |
7.360 |
1.238 |
16.7% |
0.208 |
2.8% |
5% |
False |
False |
778 |
40 |
9.240 |
7.360 |
1.880 |
25.3% |
0.211 |
2.8% |
3% |
False |
False |
648 |
60 |
10.025 |
7.360 |
2.665 |
35.9% |
0.224 |
3.0% |
2% |
False |
False |
565 |
80 |
11.981 |
7.360 |
4.621 |
62.3% |
0.223 |
3.0% |
1% |
False |
False |
552 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8.244 |
2.618 |
7.984 |
1.618 |
7.825 |
1.000 |
7.727 |
0.618 |
7.666 |
HIGH |
7.568 |
0.618 |
7.507 |
0.500 |
7.489 |
0.382 |
7.470 |
LOW |
7.409 |
0.618 |
7.311 |
1.000 |
7.250 |
1.618 |
7.152 |
2.618 |
6.993 |
4.250 |
6.733 |
|
|
Fisher Pivots for day following 14-Oct-2008 |
Pivot |
1 day |
3 day |
R1 |
7.489 |
7.464 |
PP |
7.465 |
7.449 |
S1 |
7.442 |
7.434 |
|