NYMEX Natural Gas Future July 2009
Trading Metrics calculated at close of trading on 17-Oct-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Oct-2008 |
17-Oct-2008 |
Change |
Change % |
Previous Week |
Open |
7.200 |
7.297 |
0.097 |
1.3% |
7.470 |
High |
7.310 |
7.460 |
0.150 |
2.1% |
7.568 |
Low |
7.182 |
7.280 |
0.098 |
1.4% |
7.182 |
Close |
7.247 |
7.326 |
0.079 |
1.1% |
7.326 |
Range |
0.128 |
0.180 |
0.052 |
40.6% |
0.386 |
ATR |
0.220 |
0.220 |
-0.001 |
-0.2% |
0.000 |
Volume |
622 |
1,536 |
914 |
146.9% |
4,685 |
|
Daily Pivots for day following 17-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7.895 |
7.791 |
7.425 |
|
R3 |
7.715 |
7.611 |
7.376 |
|
R2 |
7.535 |
7.535 |
7.359 |
|
R1 |
7.431 |
7.431 |
7.343 |
7.483 |
PP |
7.355 |
7.355 |
7.355 |
7.382 |
S1 |
7.251 |
7.251 |
7.310 |
7.303 |
S2 |
7.175 |
7.175 |
7.293 |
|
S3 |
6.995 |
7.071 |
7.277 |
|
S4 |
6.815 |
6.891 |
7.227 |
|
|
Weekly Pivots for week ending 17-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8.517 |
8.307 |
7.538 |
|
R3 |
8.131 |
7.921 |
7.432 |
|
R2 |
7.745 |
7.745 |
7.397 |
|
R1 |
7.535 |
7.535 |
7.361 |
7.447 |
PP |
7.359 |
7.359 |
7.359 |
7.315 |
S1 |
7.149 |
7.149 |
7.291 |
7.061 |
S2 |
6.973 |
6.973 |
7.255 |
|
S3 |
6.587 |
6.763 |
7.220 |
|
S4 |
6.201 |
6.377 |
7.114 |
|
|
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% |
0.140 |
1.9% |
37% |
False |
False |
937 |
10 |
7.940 |
7.182 |
0.758 |
10.3% |
0.169 |
2.3% |
19% |
False |
False |
1,049 |
20 |
8.598 |
7.182 |
1.416 |
19.3% |
0.189 |
2.6% |
10% |
False |
False |
810 |
40 |
9.240 |
7.182 |
2.058 |
28.1% |
0.211 |
2.9% |
7% |
False |
False |
680 |
60 |
9.739 |
7.182 |
2.557 |
34.9% |
0.210 |
2.9% |
6% |
False |
False |
594 |
80 |
11.981 |
7.182 |
4.799 |
65.5% |
0.221 |
3.0% |
3% |
False |
False |
551 |
100 |
11.981 |
7.182 |
4.799 |
65.5% |
0.196 |
2.7% |
3% |
False |
False |
536 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8.225 |
2.618 |
7.931 |
1.618 |
7.751 |
1.000 |
7.640 |
0.618 |
7.571 |
HIGH |
7.460 |
0.618 |
7.391 |
0.500 |
7.370 |
0.382 |
7.349 |
LOW |
7.280 |
0.618 |
7.169 |
1.000 |
7.100 |
1.618 |
6.989 |
2.618 |
6.809 |
4.250 |
6.515 |
|
|
Fisher Pivots for day following 17-Oct-2008 |
Pivot |
1 day |
3 day |
R1 |
7.370 |
7.324 |
PP |
7.355 |
7.323 |
S1 |
7.341 |
7.321 |
|