NYMEX Natural Gas Future June 2009
| Trading Metrics calculated at close of trading on 20-Aug-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Aug-2008 |
20-Aug-2008 |
Change |
Change % |
Previous Week |
| Open |
8.600 |
8.760 |
0.160 |
1.9% |
8.901 |
| High |
8.735 |
8.830 |
0.095 |
1.1% |
9.170 |
| Low |
8.560 |
8.650 |
0.090 |
1.1% |
8.690 |
| Close |
8.676 |
8.789 |
0.113 |
1.3% |
8.795 |
| Range |
0.175 |
0.180 |
0.005 |
2.9% |
0.480 |
| ATR |
0.251 |
0.246 |
-0.005 |
-2.0% |
0.000 |
| Volume |
626 |
1,015 |
389 |
62.1% |
4,766 |
|
| Daily Pivots for day following 20-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9.296 |
9.223 |
8.888 |
|
| R3 |
9.116 |
9.043 |
8.839 |
|
| R2 |
8.936 |
8.936 |
8.822 |
|
| R1 |
8.863 |
8.863 |
8.806 |
8.900 |
| PP |
8.756 |
8.756 |
8.756 |
8.775 |
| S1 |
8.683 |
8.683 |
8.773 |
8.720 |
| S2 |
8.576 |
8.576 |
8.756 |
|
| S3 |
8.396 |
8.503 |
8.740 |
|
| S4 |
8.216 |
8.323 |
8.690 |
|
|
| Weekly Pivots for week ending 15-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10.325 |
10.040 |
9.059 |
|
| R3 |
9.845 |
9.560 |
8.927 |
|
| R2 |
9.365 |
9.365 |
8.883 |
|
| R1 |
9.080 |
9.080 |
8.839 |
8.983 |
| PP |
8.885 |
8.885 |
8.885 |
8.836 |
| S1 |
8.600 |
8.600 |
8.751 |
8.503 |
| S2 |
8.405 |
8.405 |
8.707 |
|
| S3 |
7.925 |
8.120 |
8.663 |
|
| S4 |
7.445 |
7.640 |
8.531 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
9.595 |
|
2.618 |
9.301 |
|
1.618 |
9.121 |
|
1.000 |
9.010 |
|
0.618 |
8.941 |
|
HIGH |
8.830 |
|
0.618 |
8.761 |
|
0.500 |
8.740 |
|
0.382 |
8.719 |
|
LOW |
8.650 |
|
0.618 |
8.539 |
|
1.000 |
8.470 |
|
1.618 |
8.359 |
|
2.618 |
8.179 |
|
4.250 |
7.885 |
|
|
| Fisher Pivots for day following 20-Aug-2008 |
| Pivot |
1 day |
3 day |
| R1 |
8.773 |
8.758 |
| PP |
8.756 |
8.726 |
| S1 |
8.740 |
8.695 |
|