NYMEX Natural Gas Future July 2009
| Trading Metrics calculated at close of trading on 26-Aug-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Aug-2008 |
26-Aug-2008 |
Change |
Change % |
Previous Week |
| Open |
8.730 |
9.026 |
0.296 |
3.4% |
8.770 |
| High |
8.800 |
9.037 |
0.237 |
2.7% |
9.050 |
| Low |
8.660 |
8.931 |
0.271 |
3.1% |
8.690 |
| Close |
8.795 |
9.013 |
0.218 |
2.5% |
8.774 |
| Range |
0.140 |
0.106 |
-0.034 |
-24.3% |
0.360 |
| ATR |
0.226 |
0.227 |
0.001 |
0.5% |
0.000 |
| Volume |
554 |
327 |
-227 |
-41.0% |
2,357 |
|
| Daily Pivots for day following 26-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9.312 |
9.268 |
9.071 |
|
| R3 |
9.206 |
9.162 |
9.042 |
|
| R2 |
9.100 |
9.100 |
9.032 |
|
| R1 |
9.056 |
9.056 |
9.023 |
9.025 |
| PP |
8.994 |
8.994 |
8.994 |
8.978 |
| S1 |
8.950 |
8.950 |
9.003 |
8.919 |
| S2 |
8.888 |
8.888 |
8.994 |
|
| S3 |
8.782 |
8.844 |
8.984 |
|
| S4 |
8.676 |
8.738 |
8.955 |
|
|
| Weekly Pivots for week ending 22-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9.918 |
9.706 |
8.972 |
|
| R3 |
9.558 |
9.346 |
8.873 |
|
| R2 |
9.198 |
9.198 |
8.840 |
|
| R1 |
8.986 |
8.986 |
8.807 |
9.092 |
| PP |
8.838 |
8.838 |
8.838 |
8.891 |
| S1 |
8.626 |
8.626 |
8.741 |
8.732 |
| S2 |
8.478 |
8.478 |
8.708 |
|
| S3 |
8.118 |
8.266 |
8.675 |
|
| S4 |
7.758 |
7.906 |
8.576 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
9.050 |
8.660 |
0.390 |
4.3% |
0.153 |
1.7% |
91% |
False |
False |
567 |
| 10 |
9.250 |
8.660 |
0.590 |
6.5% |
0.194 |
2.2% |
60% |
False |
False |
550 |
| 20 |
9.739 |
8.660 |
1.079 |
12.0% |
0.203 |
2.3% |
33% |
False |
False |
426 |
| 40 |
11.981 |
8.660 |
3.321 |
36.8% |
0.237 |
2.6% |
11% |
False |
False |
418 |
| 60 |
11.981 |
8.660 |
3.321 |
36.8% |
0.192 |
2.1% |
11% |
False |
False |
438 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
9.488 |
|
2.618 |
9.315 |
|
1.618 |
9.209 |
|
1.000 |
9.143 |
|
0.618 |
9.103 |
|
HIGH |
9.037 |
|
0.618 |
8.997 |
|
0.500 |
8.984 |
|
0.382 |
8.971 |
|
LOW |
8.931 |
|
0.618 |
8.865 |
|
1.000 |
8.825 |
|
1.618 |
8.759 |
|
2.618 |
8.653 |
|
4.250 |
8.481 |
|
|
| Fisher Pivots for day following 26-Aug-2008 |
| Pivot |
1 day |
3 day |
| R1 |
9.003 |
8.958 |
| PP |
8.994 |
8.903 |
| S1 |
8.984 |
8.849 |
|