NYMEX Natural Gas Future July 2009
Trading Metrics calculated at close of trading on 16-Oct-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Oct-2008 |
16-Oct-2008 |
Change |
Change % |
Previous Week |
Open |
7.320 |
7.200 |
-0.120 |
-1.6% |
7.940 |
High |
7.335 |
7.310 |
-0.025 |
-0.3% |
7.940 |
Low |
7.201 |
7.182 |
-0.019 |
-0.3% |
7.360 |
Close |
7.234 |
7.247 |
0.013 |
0.2% |
7.364 |
Range |
0.134 |
0.128 |
-0.006 |
-4.5% |
0.580 |
ATR |
0.227 |
0.220 |
-0.007 |
-3.1% |
0.000 |
Volume |
1,033 |
622 |
-411 |
-39.8% |
5,808 |
|
Daily Pivots for day following 16-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7.630 |
7.567 |
7.317 |
|
R3 |
7.502 |
7.439 |
7.282 |
|
R2 |
7.374 |
7.374 |
7.270 |
|
R1 |
7.311 |
7.311 |
7.259 |
7.343 |
PP |
7.246 |
7.246 |
7.246 |
7.262 |
S1 |
7.183 |
7.183 |
7.235 |
7.215 |
S2 |
7.118 |
7.118 |
7.224 |
|
S3 |
6.990 |
7.055 |
7.212 |
|
S4 |
6.862 |
6.927 |
7.177 |
|
|
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 |
7.568 |
7.182 |
0.386 |
5.3% |
0.136 |
1.9% |
17% |
False |
True |
783 |
10 |
8.072 |
7.182 |
0.890 |
12.3% |
0.163 |
2.3% |
7% |
False |
True |
951 |
20 |
8.598 |
7.182 |
1.416 |
19.5% |
0.187 |
2.6% |
5% |
False |
True |
758 |
40 |
9.240 |
7.182 |
2.058 |
28.4% |
0.210 |
2.9% |
3% |
False |
True |
646 |
60 |
9.739 |
7.182 |
2.557 |
35.3% |
0.218 |
3.0% |
3% |
False |
True |
577 |
80 |
11.981 |
7.182 |
4.799 |
66.2% |
0.223 |
3.1% |
1% |
False |
True |
549 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7.854 |
2.618 |
7.645 |
1.618 |
7.517 |
1.000 |
7.438 |
0.618 |
7.389 |
HIGH |
7.310 |
0.618 |
7.261 |
0.500 |
7.246 |
0.382 |
7.231 |
LOW |
7.182 |
0.618 |
7.103 |
1.000 |
7.054 |
1.618 |
6.975 |
2.618 |
6.847 |
4.250 |
6.638 |
|
|
Fisher Pivots for day following 16-Oct-2008 |
Pivot |
1 day |
3 day |
R1 |
7.247 |
7.375 |
PP |
7.246 |
7.332 |
S1 |
7.246 |
7.290 |
|