NYMEX Natural Gas Future July 2009
Trading Metrics calculated at close of trading on 23-Oct-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Oct-2008 |
23-Oct-2008 |
Change |
Change % |
Previous Week |
Open |
7.432 |
7.250 |
-0.182 |
-2.4% |
7.470 |
High |
7.442 |
7.289 |
-0.153 |
-2.1% |
7.568 |
Low |
7.301 |
7.072 |
-0.229 |
-3.1% |
7.182 |
Close |
7.305 |
7.072 |
-0.233 |
-3.2% |
7.326 |
Range |
0.141 |
0.217 |
0.076 |
53.9% |
0.386 |
ATR |
0.216 |
0.217 |
0.001 |
0.6% |
0.000 |
Volume |
894 |
244 |
-650 |
-72.7% |
4,685 |
|
Daily Pivots for day following 23-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7.795 |
7.651 |
7.191 |
|
R3 |
7.578 |
7.434 |
7.132 |
|
R2 |
7.361 |
7.361 |
7.112 |
|
R1 |
7.217 |
7.217 |
7.092 |
7.181 |
PP |
7.144 |
7.144 |
7.144 |
7.126 |
S1 |
7.000 |
7.000 |
7.052 |
6.964 |
S2 |
6.927 |
6.927 |
7.032 |
|
S3 |
6.710 |
6.783 |
7.012 |
|
S4 |
6.493 |
6.566 |
6.953 |
|
|
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 |
7.072 |
0.431 |
6.1% |
0.202 |
2.9% |
0% |
False |
True |
957 |
10 |
7.568 |
7.072 |
0.496 |
7.0% |
0.169 |
2.4% |
0% |
False |
True |
870 |
20 |
8.407 |
7.072 |
1.335 |
18.9% |
0.184 |
2.6% |
0% |
False |
True |
856 |
40 |
9.110 |
7.072 |
2.038 |
28.8% |
0.214 |
3.0% |
0% |
False |
True |
724 |
60 |
9.739 |
7.072 |
2.667 |
37.7% |
0.208 |
2.9% |
0% |
False |
True |
627 |
80 |
11.959 |
7.072 |
4.887 |
69.1% |
0.225 |
3.2% |
0% |
False |
True |
572 |
100 |
11.981 |
7.072 |
4.909 |
69.4% |
0.201 |
2.8% |
0% |
False |
True |
555 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8.211 |
2.618 |
7.857 |
1.618 |
7.640 |
1.000 |
7.506 |
0.618 |
7.423 |
HIGH |
7.289 |
0.618 |
7.206 |
0.500 |
7.181 |
0.382 |
7.155 |
LOW |
7.072 |
0.618 |
6.938 |
1.000 |
6.855 |
1.618 |
6.721 |
2.618 |
6.504 |
4.250 |
6.150 |
|
|
Fisher Pivots for day following 23-Oct-2008 |
Pivot |
1 day |
3 day |
R1 |
7.181 |
7.261 |
PP |
7.144 |
7.198 |
S1 |
7.108 |
7.135 |
|