NYMEX Natural Gas Future June 2009
| Trading Metrics calculated at close of trading on 13-Oct-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Oct-2008 |
13-Oct-2008 |
Change |
Change % |
Previous Week |
| Open |
7.250 |
7.330 |
0.080 |
1.1% |
7.800 |
| High |
7.397 |
7.405 |
0.008 |
0.1% |
7.800 |
| Low |
7.222 |
7.299 |
0.077 |
1.1% |
7.222 |
| Close |
7.239 |
7.355 |
0.116 |
1.6% |
7.239 |
| Range |
0.175 |
0.106 |
-0.069 |
-39.4% |
0.578 |
| ATR |
0.239 |
0.234 |
-0.005 |
-2.2% |
0.000 |
| Volume |
622 |
2,371 |
1,749 |
281.2% |
6,186 |
|
| Daily Pivots for day following 13-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7.671 |
7.619 |
7.413 |
|
| R3 |
7.565 |
7.513 |
7.384 |
|
| R2 |
7.459 |
7.459 |
7.374 |
|
| R1 |
7.407 |
7.407 |
7.365 |
7.433 |
| PP |
7.353 |
7.353 |
7.353 |
7.366 |
| S1 |
7.301 |
7.301 |
7.345 |
7.327 |
| S2 |
7.247 |
7.247 |
7.336 |
|
| S3 |
7.141 |
7.195 |
7.326 |
|
| S4 |
7.035 |
7.089 |
7.297 |
|
|
| Weekly Pivots for week ending 10-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9.154 |
8.775 |
7.557 |
|
| R3 |
8.576 |
8.197 |
7.398 |
|
| R2 |
7.998 |
7.998 |
7.345 |
|
| R1 |
7.619 |
7.619 |
7.292 |
7.520 |
| PP |
7.420 |
7.420 |
7.420 |
7.371 |
| S1 |
7.041 |
7.041 |
7.186 |
6.942 |
| S2 |
6.842 |
6.842 |
7.133 |
|
| S3 |
6.264 |
6.463 |
7.080 |
|
| S4 |
5.686 |
5.885 |
6.921 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
7.590 |
7.222 |
0.368 |
5.0% |
0.150 |
2.0% |
36% |
False |
False |
1,560 |
| 10 |
8.249 |
7.222 |
1.027 |
14.0% |
0.186 |
2.5% |
13% |
False |
False |
1,324 |
| 20 |
8.545 |
7.222 |
1.323 |
18.0% |
0.214 |
2.9% |
10% |
False |
False |
998 |
| 40 |
9.114 |
7.222 |
1.892 |
25.7% |
0.218 |
3.0% |
7% |
False |
False |
747 |
| 60 |
10.090 |
7.222 |
2.868 |
39.0% |
0.227 |
3.1% |
5% |
False |
False |
712 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7.856 |
|
2.618 |
7.683 |
|
1.618 |
7.577 |
|
1.000 |
7.511 |
|
0.618 |
7.471 |
|
HIGH |
7.405 |
|
0.618 |
7.365 |
|
0.500 |
7.352 |
|
0.382 |
7.339 |
|
LOW |
7.299 |
|
0.618 |
7.233 |
|
1.000 |
7.193 |
|
1.618 |
7.127 |
|
2.618 |
7.021 |
|
4.250 |
6.849 |
|
|
| Fisher Pivots for day following 13-Oct-2008 |
| Pivot |
1 day |
3 day |
| R1 |
7.354 |
7.356 |
| PP |
7.353 |
7.356 |
| S1 |
7.352 |
7.355 |
|