NYMEX Natural Gas Future June 2009
| Trading Metrics calculated at close of trading on 03-Oct-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Oct-2008 |
03-Oct-2008 |
Change |
Change % |
Previous Week |
| Open |
8.140 |
7.920 |
-0.220 |
-2.7% |
8.049 |
| High |
8.140 |
7.940 |
-0.200 |
-2.5% |
8.249 |
| Low |
7.914 |
7.821 |
-0.093 |
-1.2% |
7.770 |
| Close |
7.955 |
7.859 |
-0.096 |
-1.2% |
7.859 |
| Range |
0.226 |
0.119 |
-0.107 |
-47.3% |
0.479 |
| ATR |
0.257 |
0.249 |
-0.009 |
-3.4% |
0.000 |
| Volume |
1,112 |
1,597 |
485 |
43.6% |
5,217 |
|
| Daily Pivots for day following 03-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8.230 |
8.164 |
7.924 |
|
| R3 |
8.111 |
8.045 |
7.892 |
|
| R2 |
7.992 |
7.992 |
7.881 |
|
| R1 |
7.926 |
7.926 |
7.870 |
7.900 |
| PP |
7.873 |
7.873 |
7.873 |
7.860 |
| S1 |
7.807 |
7.807 |
7.848 |
7.781 |
| S2 |
7.754 |
7.754 |
7.837 |
|
| S3 |
7.635 |
7.688 |
7.826 |
|
| S4 |
7.516 |
7.569 |
7.794 |
|
|
| Weekly Pivots for week ending 03-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9.396 |
9.107 |
8.122 |
|
| R3 |
8.917 |
8.628 |
7.991 |
|
| R2 |
8.438 |
8.438 |
7.947 |
|
| R1 |
8.149 |
8.149 |
7.903 |
8.054 |
| PP |
7.959 |
7.959 |
7.959 |
7.912 |
| S1 |
7.670 |
7.670 |
7.815 |
7.575 |
| S2 |
7.480 |
7.480 |
7.771 |
|
| S3 |
7.001 |
7.191 |
7.727 |
|
| S4 |
6.522 |
6.712 |
7.596 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
8.249 |
7.770 |
0.479 |
6.1% |
0.214 |
2.7% |
19% |
False |
False |
1,043 |
| 10 |
8.510 |
7.770 |
0.740 |
9.4% |
0.219 |
2.8% |
12% |
False |
False |
751 |
| 20 |
8.545 |
7.770 |
0.775 |
9.9% |
0.235 |
3.0% |
11% |
False |
False |
712 |
| 40 |
9.170 |
7.770 |
1.400 |
17.8% |
0.228 |
2.9% |
6% |
False |
False |
662 |
| 60 |
11.335 |
7.770 |
3.565 |
45.4% |
0.241 |
3.1% |
2% |
False |
False |
624 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
8.446 |
|
2.618 |
8.252 |
|
1.618 |
8.133 |
|
1.000 |
8.059 |
|
0.618 |
8.014 |
|
HIGH |
7.940 |
|
0.618 |
7.895 |
|
0.500 |
7.881 |
|
0.382 |
7.866 |
|
LOW |
7.821 |
|
0.618 |
7.747 |
|
1.000 |
7.702 |
|
1.618 |
7.628 |
|
2.618 |
7.509 |
|
4.250 |
7.315 |
|
|
| Fisher Pivots for day following 03-Oct-2008 |
| Pivot |
1 day |
3 day |
| R1 |
7.881 |
8.035 |
| PP |
7.873 |
7.976 |
| S1 |
7.866 |
7.918 |
|