NYMEX Natural Gas Future July 2009
| Trading Metrics calculated at close of trading on 23-Sep-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Sep-2008 |
23-Sep-2008 |
Change |
Change % |
Previous Week |
| Open |
8.264 |
8.400 |
0.136 |
1.6% |
8.220 |
| High |
8.488 |
8.598 |
0.110 |
1.3% |
8.582 |
| Low |
8.260 |
8.400 |
0.140 |
1.7% |
7.960 |
| Close |
8.449 |
8.518 |
0.069 |
0.8% |
8.374 |
| Range |
0.228 |
0.198 |
-0.030 |
-13.2% |
0.622 |
| ATR |
0.254 |
0.250 |
-0.004 |
-1.6% |
0.000 |
| Volume |
250 |
256 |
6 |
2.4% |
3,358 |
|
| Daily Pivots for day following 23-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9.099 |
9.007 |
8.627 |
|
| R3 |
8.901 |
8.809 |
8.572 |
|
| R2 |
8.703 |
8.703 |
8.554 |
|
| R1 |
8.611 |
8.611 |
8.536 |
8.657 |
| PP |
8.505 |
8.505 |
8.505 |
8.529 |
| S1 |
8.413 |
8.413 |
8.500 |
8.459 |
| S2 |
8.307 |
8.307 |
8.482 |
|
| S3 |
8.109 |
8.215 |
8.464 |
|
| S4 |
7.911 |
8.017 |
8.409 |
|
|
| Weekly Pivots for week ending 19-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10.171 |
9.895 |
8.716 |
|
| R3 |
9.549 |
9.273 |
8.545 |
|
| R2 |
8.927 |
8.927 |
8.488 |
|
| R1 |
8.651 |
8.651 |
8.431 |
8.789 |
| PP |
8.305 |
8.305 |
8.305 |
8.375 |
| S1 |
8.029 |
8.029 |
8.317 |
8.167 |
| S2 |
7.683 |
7.683 |
8.260 |
|
| S3 |
7.061 |
7.407 |
8.203 |
|
| S4 |
6.439 |
6.785 |
8.032 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
8.598 |
8.210 |
0.388 |
4.6% |
0.247 |
2.9% |
79% |
True |
False |
608 |
| 10 |
8.598 |
7.960 |
0.638 |
7.5% |
0.226 |
2.6% |
87% |
True |
False |
544 |
| 20 |
9.240 |
7.960 |
1.280 |
15.0% |
0.235 |
2.8% |
44% |
False |
False |
534 |
| 40 |
9.739 |
7.960 |
1.779 |
20.9% |
0.219 |
2.6% |
31% |
False |
False |
475 |
| 60 |
11.981 |
7.960 |
4.021 |
47.2% |
0.236 |
2.8% |
14% |
False |
False |
455 |
| 80 |
11.981 |
7.960 |
4.021 |
47.2% |
0.202 |
2.4% |
14% |
False |
False |
458 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
9.440 |
|
2.618 |
9.116 |
|
1.618 |
8.918 |
|
1.000 |
8.796 |
|
0.618 |
8.720 |
|
HIGH |
8.598 |
|
0.618 |
8.522 |
|
0.500 |
8.499 |
|
0.382 |
8.476 |
|
LOW |
8.400 |
|
0.618 |
8.278 |
|
1.000 |
8.202 |
|
1.618 |
8.080 |
|
2.618 |
7.882 |
|
4.250 |
7.559 |
|
|
| Fisher Pivots for day following 23-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
8.512 |
8.488 |
| PP |
8.505 |
8.459 |
| S1 |
8.499 |
8.429 |
|