NYMEX Natural Gas Future July 2009
Trading Metrics calculated at close of trading on 29-Oct-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Oct-2008 |
29-Oct-2008 |
Change |
Change % |
Previous Week |
Open |
6.981 |
7.155 |
0.174 |
2.5% |
7.433 |
High |
7.059 |
7.340 |
0.281 |
4.0% |
7.503 |
Low |
6.884 |
7.140 |
0.256 |
3.7% |
6.950 |
Close |
6.962 |
7.267 |
0.305 |
4.4% |
6.985 |
Range |
0.175 |
0.200 |
0.025 |
14.3% |
0.553 |
ATR |
0.207 |
0.219 |
0.012 |
5.9% |
0.000 |
Volume |
850 |
805 |
-45 |
-5.3% |
3,874 |
|
Daily Pivots for day following 29-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7.849 |
7.758 |
7.377 |
|
R3 |
7.649 |
7.558 |
7.322 |
|
R2 |
7.449 |
7.449 |
7.304 |
|
R1 |
7.358 |
7.358 |
7.285 |
7.404 |
PP |
7.249 |
7.249 |
7.249 |
7.272 |
S1 |
7.158 |
7.158 |
7.249 |
7.204 |
S2 |
7.049 |
7.049 |
7.230 |
|
S3 |
6.849 |
6.958 |
7.212 |
|
S4 |
6.649 |
6.758 |
7.157 |
|
|
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 |
7.340 |
6.825 |
0.515 |
7.1% |
0.178 |
2.5% |
86% |
True |
False |
860 |
10 |
7.503 |
6.825 |
0.678 |
9.3% |
0.181 |
2.5% |
65% |
False |
False |
946 |
20 |
8.300 |
6.825 |
1.475 |
20.3% |
0.178 |
2.5% |
30% |
False |
False |
967 |
40 |
8.626 |
6.825 |
1.801 |
24.8% |
0.201 |
2.8% |
25% |
False |
False |
770 |
60 |
9.390 |
6.825 |
2.565 |
35.3% |
0.204 |
2.8% |
17% |
False |
False |
667 |
80 |
11.460 |
6.825 |
4.635 |
63.8% |
0.224 |
3.1% |
10% |
False |
False |
612 |
100 |
11.981 |
6.825 |
5.156 |
71.0% |
0.205 |
2.8% |
9% |
False |
False |
584 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8.190 |
2.618 |
7.864 |
1.618 |
7.664 |
1.000 |
7.540 |
0.618 |
7.464 |
HIGH |
7.340 |
0.618 |
7.264 |
0.500 |
7.240 |
0.382 |
7.216 |
LOW |
7.140 |
0.618 |
7.016 |
1.000 |
6.940 |
1.618 |
6.816 |
2.618 |
6.616 |
4.250 |
6.290 |
|
|
Fisher Pivots for day following 29-Oct-2008 |
Pivot |
1 day |
3 day |
R1 |
7.258 |
7.206 |
PP |
7.249 |
7.144 |
S1 |
7.240 |
7.083 |
|