NYMEX Natural Gas Future July 2009
| Trading Metrics calculated at close of trading on 27-Oct-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Oct-2008 |
27-Oct-2008 |
Change |
Change % |
Previous Week |
| Open |
7.106 |
6.904 |
-0.202 |
-2.8% |
7.433 |
| High |
7.106 |
6.969 |
-0.137 |
-1.9% |
7.503 |
| Low |
6.950 |
6.825 |
-0.125 |
-1.8% |
6.950 |
| Close |
6.985 |
6.904 |
-0.081 |
-1.2% |
6.985 |
| Range |
0.156 |
0.144 |
-0.012 |
-7.7% |
0.553 |
| ATR |
0.213 |
0.209 |
-0.004 |
-1.8% |
0.000 |
| Volume |
623 |
1,778 |
1,155 |
185.4% |
3,874 |
|
| Daily Pivots for day following 27-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7.331 |
7.262 |
6.983 |
|
| R3 |
7.187 |
7.118 |
6.944 |
|
| R2 |
7.043 |
7.043 |
6.930 |
|
| R1 |
6.974 |
6.974 |
6.917 |
6.976 |
| PP |
6.899 |
6.899 |
6.899 |
6.901 |
| S1 |
6.830 |
6.830 |
6.891 |
6.832 |
| S2 |
6.755 |
6.755 |
6.878 |
|
| S3 |
6.611 |
6.686 |
6.864 |
|
| S4 |
6.467 |
6.542 |
6.825 |
|
|
| 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 |
7.449 |
6.825 |
0.624 |
9.0% |
0.173 |
2.5% |
13% |
False |
True |
911 |
| 10 |
7.568 |
6.825 |
0.743 |
10.8% |
0.173 |
2.5% |
11% |
False |
True |
941 |
| 20 |
8.373 |
6.825 |
1.548 |
22.4% |
0.180 |
2.6% |
5% |
False |
True |
939 |
| 40 |
8.626 |
6.825 |
1.801 |
26.1% |
0.203 |
2.9% |
4% |
False |
True |
753 |
| 60 |
9.619 |
6.825 |
2.794 |
40.5% |
0.208 |
3.0% |
3% |
False |
True |
659 |
| 80 |
11.959 |
6.825 |
5.134 |
74.4% |
0.226 |
3.3% |
2% |
False |
True |
596 |
| 100 |
11.981 |
6.825 |
5.156 |
74.7% |
0.203 |
2.9% |
2% |
False |
True |
570 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7.581 |
|
2.618 |
7.346 |
|
1.618 |
7.202 |
|
1.000 |
7.113 |
|
0.618 |
7.058 |
|
HIGH |
6.969 |
|
0.618 |
6.914 |
|
0.500 |
6.897 |
|
0.382 |
6.880 |
|
LOW |
6.825 |
|
0.618 |
6.736 |
|
1.000 |
6.681 |
|
1.618 |
6.592 |
|
2.618 |
6.448 |
|
4.250 |
6.213 |
|
|
| Fisher Pivots for day following 27-Oct-2008 |
| Pivot |
1 day |
3 day |
| R1 |
6.902 |
7.057 |
| PP |
6.899 |
7.006 |
| S1 |
6.897 |
6.955 |
|