NYMEX Natural Gas Future July 2009
| Trading Metrics calculated at close of trading on 18-Sep-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Sep-2008 |
18-Sep-2008 |
Change |
Change % |
Previous Week |
| Open |
8.220 |
8.555 |
0.335 |
4.1% |
8.428 |
| High |
8.514 |
8.582 |
0.068 |
0.8% |
8.626 |
| Low |
8.220 |
8.210 |
-0.010 |
-0.1% |
8.141 |
| Close |
8.435 |
8.369 |
-0.066 |
-0.8% |
8.211 |
| Range |
0.294 |
0.372 |
0.078 |
26.5% |
0.485 |
| ATR |
0.257 |
0.265 |
0.008 |
3.2% |
0.000 |
| Volume |
430 |
1,621 |
1,191 |
277.0% |
2,702 |
|
| Daily Pivots for day following 18-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9.503 |
9.308 |
8.574 |
|
| R3 |
9.131 |
8.936 |
8.471 |
|
| R2 |
8.759 |
8.759 |
8.437 |
|
| R1 |
8.564 |
8.564 |
8.403 |
8.476 |
| PP |
8.387 |
8.387 |
8.387 |
8.343 |
| S1 |
8.192 |
8.192 |
8.335 |
8.104 |
| S2 |
8.015 |
8.015 |
8.301 |
|
| S3 |
7.643 |
7.820 |
8.267 |
|
| S4 |
7.271 |
7.448 |
8.164 |
|
|
| Weekly Pivots for week ending 12-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9.781 |
9.481 |
8.478 |
|
| R3 |
9.296 |
8.996 |
8.344 |
|
| R2 |
8.811 |
8.811 |
8.300 |
|
| R1 |
8.511 |
8.511 |
8.255 |
8.419 |
| PP |
8.326 |
8.326 |
8.326 |
8.280 |
| S1 |
8.026 |
8.026 |
8.167 |
7.934 |
| S2 |
7.841 |
7.841 |
8.122 |
|
| S3 |
7.356 |
7.541 |
8.078 |
|
| S4 |
6.871 |
7.056 |
7.944 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
8.582 |
7.960 |
0.622 |
7.4% |
0.264 |
3.1% |
66% |
True |
False |
623 |
| 10 |
8.626 |
7.960 |
0.666 |
8.0% |
0.241 |
2.9% |
61% |
False |
False |
606 |
| 20 |
9.240 |
7.960 |
1.280 |
15.3% |
0.233 |
2.8% |
32% |
False |
False |
533 |
| 40 |
9.739 |
7.960 |
1.779 |
21.3% |
0.233 |
2.8% |
23% |
False |
False |
487 |
| 60 |
11.981 |
7.960 |
4.021 |
48.0% |
0.234 |
2.8% |
10% |
False |
False |
480 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10.163 |
|
2.618 |
9.556 |
|
1.618 |
9.184 |
|
1.000 |
8.954 |
|
0.618 |
8.812 |
|
HIGH |
8.582 |
|
0.618 |
8.440 |
|
0.500 |
8.396 |
|
0.382 |
8.352 |
|
LOW |
8.210 |
|
0.618 |
7.980 |
|
1.000 |
7.838 |
|
1.618 |
7.608 |
|
2.618 |
7.236 |
|
4.250 |
6.629 |
|
|
| Fisher Pivots for day following 18-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
8.396 |
8.336 |
| PP |
8.387 |
8.304 |
| S1 |
8.378 |
8.271 |
|