NYMEX Natural Gas Future July 2009
Trading Metrics calculated at close of trading on 30-Oct-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Oct-2008 |
30-Oct-2008 |
Change |
Change % |
Previous Week |
Open |
7.155 |
7.270 |
0.115 |
1.6% |
7.433 |
High |
7.340 |
7.317 |
-0.023 |
-0.3% |
7.503 |
Low |
7.140 |
6.975 |
-0.165 |
-2.3% |
6.950 |
Close |
7.267 |
7.042 |
-0.225 |
-3.1% |
6.985 |
Range |
0.200 |
0.342 |
0.142 |
71.0% |
0.553 |
ATR |
0.219 |
0.228 |
0.009 |
4.0% |
0.000 |
Volume |
805 |
945 |
140 |
17.4% |
3,874 |
|
Daily Pivots for day following 30-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8.137 |
7.932 |
7.230 |
|
R3 |
7.795 |
7.590 |
7.136 |
|
R2 |
7.453 |
7.453 |
7.105 |
|
R1 |
7.248 |
7.248 |
7.073 |
7.180 |
PP |
7.111 |
7.111 |
7.111 |
7.077 |
S1 |
6.906 |
6.906 |
7.011 |
6.838 |
S2 |
6.769 |
6.769 |
6.979 |
|
S3 |
6.427 |
6.564 |
6.948 |
|
S4 |
6.085 |
6.222 |
6.854 |
|
|
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 |
7.3% |
0.203 |
2.9% |
42% |
False |
False |
1,000 |
10 |
7.503 |
6.825 |
0.678 |
9.6% |
0.203 |
2.9% |
32% |
False |
False |
978 |
20 |
8.072 |
6.825 |
1.247 |
17.7% |
0.183 |
2.6% |
17% |
False |
False |
965 |
40 |
8.626 |
6.825 |
1.801 |
25.6% |
0.205 |
2.9% |
12% |
False |
False |
775 |
60 |
9.390 |
6.825 |
2.565 |
36.4% |
0.207 |
2.9% |
8% |
False |
False |
680 |
80 |
11.460 |
6.825 |
4.635 |
65.8% |
0.226 |
3.2% |
5% |
False |
False |
614 |
100 |
11.981 |
6.825 |
5.156 |
73.2% |
0.208 |
3.0% |
4% |
False |
False |
588 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8.771 |
2.618 |
8.212 |
1.618 |
7.870 |
1.000 |
7.659 |
0.618 |
7.528 |
HIGH |
7.317 |
0.618 |
7.186 |
0.500 |
7.146 |
0.382 |
7.106 |
LOW |
6.975 |
0.618 |
6.764 |
1.000 |
6.633 |
1.618 |
6.422 |
2.618 |
6.080 |
4.250 |
5.522 |
|
|
Fisher Pivots for day following 30-Oct-2008 |
Pivot |
1 day |
3 day |
R1 |
7.146 |
7.112 |
PP |
7.111 |
7.089 |
S1 |
7.077 |
7.065 |
|