NYMEX Natural Gas Future July 2009
Trading Metrics calculated at close of trading on 21-Oct-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Oct-2008 |
21-Oct-2008 |
Change |
Change % |
Previous Week |
Open |
7.433 |
7.310 |
-0.123 |
-1.7% |
7.470 |
High |
7.503 |
7.449 |
-0.054 |
-0.7% |
7.568 |
Low |
7.240 |
7.240 |
0.000 |
0.0% |
7.182 |
Close |
7.272 |
7.397 |
0.125 |
1.7% |
7.326 |
Range |
0.263 |
0.209 |
-0.054 |
-20.5% |
0.386 |
ATR |
0.223 |
0.222 |
-0.001 |
-0.4% |
0.000 |
Volume |
1,097 |
1,016 |
-81 |
-7.4% |
4,685 |
|
Daily Pivots for day following 21-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7.989 |
7.902 |
7.512 |
|
R3 |
7.780 |
7.693 |
7.454 |
|
R2 |
7.571 |
7.571 |
7.435 |
|
R1 |
7.484 |
7.484 |
7.416 |
7.528 |
PP |
7.362 |
7.362 |
7.362 |
7.384 |
S1 |
7.275 |
7.275 |
7.378 |
7.319 |
S2 |
7.153 |
7.153 |
7.359 |
|
S3 |
6.944 |
7.066 |
7.340 |
|
S4 |
6.735 |
6.857 |
7.282 |
|
|
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 |
7.503 |
7.182 |
0.321 |
4.3% |
0.183 |
2.5% |
67% |
False |
False |
1,060 |
10 |
7.620 |
7.182 |
0.438 |
5.9% |
0.168 |
2.3% |
49% |
False |
False |
1,038 |
20 |
8.587 |
7.182 |
1.405 |
19.0% |
0.191 |
2.6% |
15% |
False |
False |
891 |
40 |
9.240 |
7.182 |
2.058 |
27.8% |
0.213 |
2.9% |
10% |
False |
False |
712 |
60 |
9.739 |
7.182 |
2.557 |
34.6% |
0.210 |
2.8% |
8% |
False |
False |
614 |
80 |
11.981 |
7.182 |
4.799 |
64.9% |
0.225 |
3.0% |
4% |
False |
False |
564 |
100 |
11.981 |
7.182 |
4.799 |
64.9% |
0.200 |
2.7% |
4% |
False |
False |
545 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8.337 |
2.618 |
7.996 |
1.618 |
7.787 |
1.000 |
7.658 |
0.618 |
7.578 |
HIGH |
7.449 |
0.618 |
7.369 |
0.500 |
7.345 |
0.382 |
7.320 |
LOW |
7.240 |
0.618 |
7.111 |
1.000 |
7.031 |
1.618 |
6.902 |
2.618 |
6.693 |
4.250 |
6.352 |
|
|
Fisher Pivots for day following 21-Oct-2008 |
Pivot |
1 day |
3 day |
R1 |
7.380 |
7.389 |
PP |
7.362 |
7.380 |
S1 |
7.345 |
7.372 |
|