NYMEX Natural Gas Future July 2009
Trading Metrics calculated at close of trading on 20-Oct-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Oct-2008 |
20-Oct-2008 |
Change |
Change % |
Previous Week |
Open |
7.297 |
7.433 |
0.136 |
1.9% |
7.470 |
High |
7.460 |
7.503 |
0.043 |
0.6% |
7.568 |
Low |
7.280 |
7.240 |
-0.040 |
-0.5% |
7.182 |
Close |
7.326 |
7.272 |
-0.054 |
-0.7% |
7.326 |
Range |
0.180 |
0.263 |
0.083 |
46.1% |
0.386 |
ATR |
0.220 |
0.223 |
0.003 |
1.4% |
0.000 |
Volume |
1,536 |
1,097 |
-439 |
-28.6% |
4,685 |
|
Daily Pivots for day following 20-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8.127 |
7.963 |
7.417 |
|
R3 |
7.864 |
7.700 |
7.344 |
|
R2 |
7.601 |
7.601 |
7.320 |
|
R1 |
7.437 |
7.437 |
7.296 |
7.388 |
PP |
7.338 |
7.338 |
7.338 |
7.314 |
S1 |
7.174 |
7.174 |
7.248 |
7.125 |
S2 |
7.075 |
7.075 |
7.224 |
|
S3 |
6.812 |
6.911 |
7.200 |
|
S4 |
6.549 |
6.648 |
7.127 |
|
|
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% |
0.173 |
2.4% |
23% |
False |
False |
972 |
10 |
7.722 |
7.182 |
0.540 |
7.4% |
0.163 |
2.2% |
17% |
False |
False |
1,077 |
20 |
8.598 |
7.182 |
1.416 |
19.5% |
0.191 |
2.6% |
6% |
False |
False |
853 |
40 |
9.240 |
7.182 |
2.058 |
28.3% |
0.211 |
2.9% |
4% |
False |
False |
701 |
60 |
9.739 |
7.182 |
2.557 |
35.2% |
0.209 |
2.9% |
4% |
False |
False |
602 |
80 |
11.981 |
7.182 |
4.799 |
66.0% |
0.223 |
3.1% |
2% |
False |
False |
560 |
100 |
11.981 |
7.182 |
4.799 |
66.0% |
0.198 |
2.7% |
2% |
False |
False |
535 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8.621 |
2.618 |
8.192 |
1.618 |
7.929 |
1.000 |
7.766 |
0.618 |
7.666 |
HIGH |
7.503 |
0.618 |
7.403 |
0.500 |
7.372 |
0.382 |
7.340 |
LOW |
7.240 |
0.618 |
7.077 |
1.000 |
6.977 |
1.618 |
6.814 |
2.618 |
6.551 |
4.250 |
6.122 |
|
|
Fisher Pivots for day following 20-Oct-2008 |
Pivot |
1 day |
3 day |
R1 |
7.372 |
7.343 |
PP |
7.338 |
7.319 |
S1 |
7.305 |
7.296 |
|