NYMEX Natural Gas Future July 2009
Trading Metrics calculated at close of trading on 24-Oct-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Oct-2008 |
24-Oct-2008 |
Change |
Change % |
Previous Week |
Open |
7.250 |
7.106 |
-0.144 |
-2.0% |
7.433 |
High |
7.289 |
7.106 |
-0.183 |
-2.5% |
7.503 |
Low |
7.072 |
6.950 |
-0.122 |
-1.7% |
6.950 |
Close |
7.072 |
6.985 |
-0.087 |
-1.2% |
6.985 |
Range |
0.217 |
0.156 |
-0.061 |
-28.1% |
0.553 |
ATR |
0.217 |
0.213 |
-0.004 |
-2.0% |
0.000 |
Volume |
244 |
623 |
379 |
155.3% |
3,874 |
|
Daily Pivots for day following 24-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7.482 |
7.389 |
7.071 |
|
R3 |
7.326 |
7.233 |
7.028 |
|
R2 |
7.170 |
7.170 |
7.014 |
|
R1 |
7.077 |
7.077 |
6.999 |
7.046 |
PP |
7.014 |
7.014 |
7.014 |
6.998 |
S1 |
6.921 |
6.921 |
6.971 |
6.890 |
S2 |
6.858 |
6.858 |
6.956 |
|
S3 |
6.702 |
6.765 |
6.942 |
|
S4 |
6.546 |
6.609 |
6.899 |
|
|
Weekly Pivots for week ending 24-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8.805 |
8.448 |
7.289 |
|
R3 |
8.252 |
7.895 |
7.137 |
|
R2 |
7.699 |
7.699 |
7.086 |
|
R1 |
7.342 |
7.342 |
7.036 |
7.244 |
PP |
7.146 |
7.146 |
7.146 |
7.097 |
S1 |
6.789 |
6.789 |
6.934 |
6.691 |
S2 |
6.593 |
6.593 |
6.884 |
|
S3 |
6.040 |
6.236 |
6.833 |
|
S4 |
5.487 |
5.683 |
6.681 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7.503 |
6.950 |
0.553 |
7.9% |
0.197 |
2.8% |
6% |
False |
True |
774 |
10 |
7.568 |
6.950 |
0.618 |
8.8% |
0.169 |
2.4% |
6% |
False |
True |
855 |
20 |
8.373 |
6.950 |
1.423 |
20.4% |
0.181 |
2.6% |
2% |
False |
True |
876 |
40 |
8.975 |
6.950 |
2.025 |
29.0% |
0.205 |
2.9% |
2% |
False |
True |
726 |
60 |
9.739 |
6.950 |
2.789 |
39.9% |
0.209 |
3.0% |
1% |
False |
True |
632 |
80 |
11.959 |
6.950 |
5.009 |
71.7% |
0.226 |
3.2% |
1% |
False |
True |
577 |
100 |
11.981 |
6.950 |
5.031 |
72.0% |
0.202 |
2.9% |
1% |
False |
True |
553 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7.769 |
2.618 |
7.514 |
1.618 |
7.358 |
1.000 |
7.262 |
0.618 |
7.202 |
HIGH |
7.106 |
0.618 |
7.046 |
0.500 |
7.028 |
0.382 |
7.010 |
LOW |
6.950 |
0.618 |
6.854 |
1.000 |
6.794 |
1.618 |
6.698 |
2.618 |
6.542 |
4.250 |
6.287 |
|
|
Fisher Pivots for day following 24-Oct-2008 |
Pivot |
1 day |
3 day |
R1 |
7.028 |
7.196 |
PP |
7.014 |
7.126 |
S1 |
6.999 |
7.055 |
|