NYMEX Natural Gas Future July 2009
Trading Metrics calculated at close of trading on 22-Oct-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Oct-2008 |
22-Oct-2008 |
Change |
Change % |
Previous Week |
Open |
7.310 |
7.432 |
0.122 |
1.7% |
7.470 |
High |
7.449 |
7.442 |
-0.007 |
-0.1% |
7.568 |
Low |
7.240 |
7.301 |
0.061 |
0.8% |
7.182 |
Close |
7.397 |
7.305 |
-0.092 |
-1.2% |
7.326 |
Range |
0.209 |
0.141 |
-0.068 |
-32.5% |
0.386 |
ATR |
0.222 |
0.216 |
-0.006 |
-2.6% |
0.000 |
Volume |
1,016 |
894 |
-122 |
-12.0% |
4,685 |
|
Daily Pivots for day following 22-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7.772 |
7.680 |
7.383 |
|
R3 |
7.631 |
7.539 |
7.344 |
|
R2 |
7.490 |
7.490 |
7.331 |
|
R1 |
7.398 |
7.398 |
7.318 |
7.374 |
PP |
7.349 |
7.349 |
7.349 |
7.337 |
S1 |
7.257 |
7.257 |
7.292 |
7.233 |
S2 |
7.208 |
7.208 |
7.279 |
|
S3 |
7.067 |
7.116 |
7.266 |
|
S4 |
6.926 |
6.975 |
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 |
7.503 |
7.182 |
0.321 |
4.4% |
0.184 |
2.5% |
38% |
False |
False |
1,033 |
10 |
7.620 |
7.182 |
0.438 |
6.0% |
0.162 |
2.2% |
28% |
False |
False |
955 |
20 |
8.587 |
7.182 |
1.405 |
19.2% |
0.189 |
2.6% |
9% |
False |
False |
870 |
40 |
9.240 |
7.182 |
2.058 |
28.2% |
0.214 |
2.9% |
6% |
False |
False |
726 |
60 |
9.739 |
7.182 |
2.557 |
35.0% |
0.210 |
2.9% |
5% |
False |
False |
626 |
80 |
11.981 |
7.182 |
4.799 |
65.7% |
0.225 |
3.1% |
3% |
False |
False |
572 |
100 |
11.981 |
7.182 |
4.799 |
65.7% |
0.201 |
2.7% |
3% |
False |
False |
553 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8.041 |
2.618 |
7.811 |
1.618 |
7.670 |
1.000 |
7.583 |
0.618 |
7.529 |
HIGH |
7.442 |
0.618 |
7.388 |
0.500 |
7.372 |
0.382 |
7.355 |
LOW |
7.301 |
0.618 |
7.214 |
1.000 |
7.160 |
1.618 |
7.073 |
2.618 |
6.932 |
4.250 |
6.702 |
|
|
Fisher Pivots for day following 22-Oct-2008 |
Pivot |
1 day |
3 day |
R1 |
7.372 |
7.372 |
PP |
7.349 |
7.349 |
S1 |
7.327 |
7.327 |
|