NYMEX Natural Gas Future July 2009
Trading Metrics calculated at close of trading on 31-Oct-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Oct-2008 |
31-Oct-2008 |
Change |
Change % |
Previous Week |
Open |
7.270 |
7.017 |
-0.253 |
-3.5% |
6.904 |
High |
7.317 |
7.282 |
-0.035 |
-0.5% |
7.340 |
Low |
6.975 |
6.969 |
-0.006 |
-0.1% |
6.825 |
Close |
7.042 |
7.281 |
0.239 |
3.4% |
7.281 |
Range |
0.342 |
0.313 |
-0.029 |
-8.5% |
0.515 |
ATR |
0.228 |
0.234 |
0.006 |
2.7% |
0.000 |
Volume |
945 |
1,174 |
229 |
24.2% |
5,552 |
|
Daily Pivots for day following 31-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8.116 |
8.012 |
7.453 |
|
R3 |
7.803 |
7.699 |
7.367 |
|
R2 |
7.490 |
7.490 |
7.338 |
|
R1 |
7.386 |
7.386 |
7.310 |
7.438 |
PP |
7.177 |
7.177 |
7.177 |
7.204 |
S1 |
7.073 |
7.073 |
7.252 |
7.125 |
S2 |
6.864 |
6.864 |
7.224 |
|
S3 |
6.551 |
6.760 |
7.195 |
|
S4 |
6.238 |
6.447 |
7.109 |
|
|
Weekly Pivots for week ending 31-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8.694 |
8.502 |
7.564 |
|
R3 |
8.179 |
7.987 |
7.423 |
|
R2 |
7.664 |
7.664 |
7.375 |
|
R1 |
7.472 |
7.472 |
7.328 |
7.568 |
PP |
7.149 |
7.149 |
7.149 |
7.197 |
S1 |
6.957 |
6.957 |
7.234 |
7.053 |
S2 |
6.634 |
6.634 |
7.187 |
|
S3 |
6.119 |
6.442 |
7.139 |
|
S4 |
5.604 |
5.927 |
6.998 |
|
|
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% |
0.235 |
3.2% |
89% |
False |
False |
1,110 |
10 |
7.503 |
6.825 |
0.678 |
9.3% |
0.216 |
3.0% |
67% |
False |
False |
942 |
20 |
7.940 |
6.825 |
1.115 |
15.3% |
0.192 |
2.6% |
41% |
False |
False |
995 |
40 |
8.626 |
6.825 |
1.801 |
24.7% |
0.206 |
2.8% |
25% |
False |
False |
792 |
60 |
9.250 |
6.825 |
2.425 |
33.3% |
0.209 |
2.9% |
19% |
False |
False |
699 |
80 |
11.460 |
6.825 |
4.635 |
63.7% |
0.226 |
3.1% |
10% |
False |
False |
625 |
100 |
11.981 |
6.825 |
5.156 |
70.8% |
0.210 |
2.9% |
9% |
False |
False |
598 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8.612 |
2.618 |
8.101 |
1.618 |
7.788 |
1.000 |
7.595 |
0.618 |
7.475 |
HIGH |
7.282 |
0.618 |
7.162 |
0.500 |
7.126 |
0.382 |
7.089 |
LOW |
6.969 |
0.618 |
6.776 |
1.000 |
6.656 |
1.618 |
6.463 |
2.618 |
6.150 |
4.250 |
5.639 |
|
|
Fisher Pivots for day following 31-Oct-2008 |
Pivot |
1 day |
3 day |
R1 |
7.229 |
7.239 |
PP |
7.177 |
7.197 |
S1 |
7.126 |
7.155 |
|