NYMEX Natural Gas Future June 2009
| Trading Metrics calculated at close of trading on 27-Oct-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Oct-2008 |
27-Oct-2008 |
Change |
Change % |
Previous Week |
| Open |
7.000 |
6.748 |
-0.252 |
-3.6% |
7.368 |
| High |
7.000 |
6.836 |
-0.164 |
-2.3% |
7.402 |
| Low |
6.830 |
6.695 |
-0.135 |
-2.0% |
6.830 |
| Close |
6.855 |
6.771 |
-0.084 |
-1.2% |
6.855 |
| Range |
0.170 |
0.141 |
-0.029 |
-17.1% |
0.572 |
| ATR |
0.216 |
0.212 |
-0.004 |
-1.9% |
0.000 |
| Volume |
784 |
1,523 |
739 |
94.3% |
3,380 |
|
| Daily Pivots for day following 27-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7.190 |
7.122 |
6.849 |
|
| R3 |
7.049 |
6.981 |
6.810 |
|
| R2 |
6.908 |
6.908 |
6.797 |
|
| R1 |
6.840 |
6.840 |
6.784 |
6.874 |
| PP |
6.767 |
6.767 |
6.767 |
6.785 |
| S1 |
6.699 |
6.699 |
6.758 |
6.733 |
| S2 |
6.626 |
6.626 |
6.745 |
|
| S3 |
6.485 |
6.558 |
6.732 |
|
| S4 |
6.344 |
6.417 |
6.693 |
|
|
| Weekly Pivots for week ending 24-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8.745 |
8.372 |
7.170 |
|
| R3 |
8.173 |
7.800 |
7.012 |
|
| R2 |
7.601 |
7.601 |
6.960 |
|
| R1 |
7.228 |
7.228 |
6.907 |
7.129 |
| PP |
7.029 |
7.029 |
7.029 |
6.979 |
| S1 |
6.656 |
6.656 |
6.803 |
6.557 |
| S2 |
6.457 |
6.457 |
6.750 |
|
| S3 |
5.885 |
6.084 |
6.698 |
|
| S4 |
5.313 |
5.512 |
6.540 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
7.350 |
6.695 |
0.655 |
9.7% |
0.175 |
2.6% |
12% |
False |
True |
820 |
| 10 |
7.453 |
6.695 |
0.758 |
11.2% |
0.182 |
2.7% |
10% |
False |
True |
964 |
| 20 |
8.249 |
6.695 |
1.554 |
23.0% |
0.184 |
2.7% |
5% |
False |
True |
1,144 |
| 40 |
8.545 |
6.695 |
1.850 |
27.3% |
0.211 |
3.1% |
4% |
False |
True |
878 |
| 60 |
9.524 |
6.695 |
2.829 |
41.8% |
0.218 |
3.2% |
3% |
False |
True |
789 |
| 80 |
11.770 |
6.695 |
5.075 |
75.0% |
0.229 |
3.4% |
1% |
False |
True |
718 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7.435 |
|
2.618 |
7.205 |
|
1.618 |
7.064 |
|
1.000 |
6.977 |
|
0.618 |
6.923 |
|
HIGH |
6.836 |
|
0.618 |
6.782 |
|
0.500 |
6.766 |
|
0.382 |
6.749 |
|
LOW |
6.695 |
|
0.618 |
6.608 |
|
1.000 |
6.554 |
|
1.618 |
6.467 |
|
2.618 |
6.326 |
|
4.250 |
6.096 |
|
|
| Fisher Pivots for day following 27-Oct-2008 |
| Pivot |
1 day |
3 day |
| R1 |
6.769 |
6.933 |
| PP |
6.767 |
6.879 |
| S1 |
6.766 |
6.825 |
|