NYMEX Natural Gas Future June 2009
| Trading Metrics calculated at close of trading on 23-Oct-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Oct-2008 |
23-Oct-2008 |
Change |
Change % |
Previous Week |
| Open |
7.350 |
7.135 |
-0.215 |
-2.9% |
7.330 |
| High |
7.350 |
7.170 |
-0.180 |
-2.4% |
7.453 |
| Low |
7.191 |
6.951 |
-0.240 |
-3.3% |
7.068 |
| Close |
7.192 |
6.952 |
-0.240 |
-3.3% |
7.216 |
| Range |
0.159 |
0.219 |
0.060 |
37.7% |
0.385 |
| ATR |
0.218 |
0.220 |
0.002 |
0.7% |
0.000 |
| Volume |
459 |
491 |
32 |
7.0% |
7,115 |
|
| Daily Pivots for day following 23-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7.681 |
7.536 |
7.072 |
|
| R3 |
7.462 |
7.317 |
7.012 |
|
| R2 |
7.243 |
7.243 |
6.992 |
|
| R1 |
7.098 |
7.098 |
6.972 |
7.061 |
| PP |
7.024 |
7.024 |
7.024 |
7.006 |
| S1 |
6.879 |
6.879 |
6.932 |
6.842 |
| S2 |
6.805 |
6.805 |
6.912 |
|
| S3 |
6.586 |
6.660 |
6.892 |
|
| S4 |
6.367 |
6.441 |
6.832 |
|
|
| Weekly Pivots for week ending 17-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8.401 |
8.193 |
7.428 |
|
| R3 |
8.016 |
7.808 |
7.322 |
|
| R2 |
7.631 |
7.631 |
7.287 |
|
| R1 |
7.423 |
7.423 |
7.251 |
7.335 |
| PP |
7.246 |
7.246 |
7.246 |
7.201 |
| S1 |
7.038 |
7.038 |
7.181 |
6.950 |
| S2 |
6.861 |
6.861 |
7.145 |
|
| S3 |
6.476 |
6.653 |
7.110 |
|
| S4 |
6.091 |
6.268 |
7.004 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
7.402 |
6.951 |
0.451 |
6.5% |
0.203 |
2.9% |
0% |
False |
True |
996 |
| 10 |
7.453 |
6.951 |
0.502 |
7.2% |
0.179 |
2.6% |
0% |
False |
True |
1,033 |
| 20 |
8.300 |
6.951 |
1.349 |
19.4% |
0.195 |
2.8% |
0% |
False |
True |
1,075 |
| 40 |
9.114 |
6.951 |
2.163 |
31.1% |
0.225 |
3.2% |
0% |
False |
True |
852 |
| 60 |
9.637 |
6.951 |
2.686 |
38.6% |
0.216 |
3.1% |
0% |
False |
True |
762 |
| 80 |
11.774 |
6.951 |
4.823 |
69.4% |
0.228 |
3.3% |
0% |
False |
True |
698 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
8.101 |
|
2.618 |
7.743 |
|
1.618 |
7.524 |
|
1.000 |
7.389 |
|
0.618 |
7.305 |
|
HIGH |
7.170 |
|
0.618 |
7.086 |
|
0.500 |
7.061 |
|
0.382 |
7.035 |
|
LOW |
6.951 |
|
0.618 |
6.816 |
|
1.000 |
6.732 |
|
1.618 |
6.597 |
|
2.618 |
6.378 |
|
4.250 |
6.020 |
|
|
| Fisher Pivots for day following 23-Oct-2008 |
| Pivot |
1 day |
3 day |
| R1 |
7.061 |
7.151 |
| PP |
7.024 |
7.084 |
| S1 |
6.988 |
7.018 |
|