NYMEX Natural Gas Future July 2009
Trading Metrics calculated at close of trading on 15-Oct-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Oct-2008 |
15-Oct-2008 |
Change |
Change % |
Previous Week |
Open |
7.560 |
7.320 |
-0.240 |
-3.2% |
7.940 |
High |
7.568 |
7.335 |
-0.233 |
-3.1% |
7.940 |
Low |
7.409 |
7.201 |
-0.208 |
-2.8% |
7.360 |
Close |
7.419 |
7.234 |
-0.185 |
-2.5% |
7.364 |
Range |
0.159 |
0.134 |
-0.025 |
-15.7% |
0.580 |
ATR |
0.228 |
0.227 |
-0.001 |
-0.3% |
0.000 |
Volume |
573 |
1,033 |
460 |
80.3% |
5,808 |
|
Daily Pivots for day following 15-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7.659 |
7.580 |
7.308 |
|
R3 |
7.525 |
7.446 |
7.271 |
|
R2 |
7.391 |
7.391 |
7.259 |
|
R1 |
7.312 |
7.312 |
7.246 |
7.285 |
PP |
7.257 |
7.257 |
7.257 |
7.243 |
S1 |
7.178 |
7.178 |
7.222 |
7.151 |
S2 |
7.123 |
7.123 |
7.209 |
|
S3 |
6.989 |
7.044 |
7.197 |
|
S4 |
6.855 |
6.910 |
7.160 |
|
|
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 |
7.201 |
0.419 |
5.8% |
0.141 |
1.9% |
8% |
False |
True |
878 |
10 |
8.300 |
7.201 |
1.099 |
15.2% |
0.175 |
2.4% |
3% |
False |
True |
988 |
20 |
8.598 |
7.201 |
1.397 |
19.3% |
0.200 |
2.8% |
2% |
False |
True |
808 |
40 |
9.240 |
7.201 |
2.039 |
28.2% |
0.210 |
2.9% |
2% |
False |
True |
668 |
60 |
10.025 |
7.201 |
2.824 |
39.0% |
0.223 |
3.1% |
1% |
False |
True |
579 |
80 |
11.981 |
7.201 |
4.780 |
66.1% |
0.222 |
3.1% |
1% |
False |
True |
543 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7.905 |
2.618 |
7.686 |
1.618 |
7.552 |
1.000 |
7.469 |
0.618 |
7.418 |
HIGH |
7.335 |
0.618 |
7.284 |
0.500 |
7.268 |
0.382 |
7.252 |
LOW |
7.201 |
0.618 |
7.118 |
1.000 |
7.067 |
1.618 |
6.984 |
2.618 |
6.850 |
4.250 |
6.632 |
|
|
Fisher Pivots for day following 15-Oct-2008 |
Pivot |
1 day |
3 day |
R1 |
7.268 |
7.385 |
PP |
7.257 |
7.334 |
S1 |
7.245 |
7.284 |
|