NYMEX Natural Gas Future July 2009
| Trading Metrics calculated at close of trading on 25-Sep-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Sep-2008 |
25-Sep-2008 |
Change |
Change % |
Previous Week |
| Open |
8.570 |
8.411 |
-0.159 |
-1.9% |
8.220 |
| High |
8.570 |
8.587 |
0.017 |
0.2% |
8.582 |
| Low |
8.373 |
8.278 |
-0.095 |
-1.1% |
7.960 |
| Close |
8.411 |
8.420 |
0.009 |
0.1% |
8.374 |
| Range |
0.197 |
0.309 |
0.112 |
56.9% |
0.622 |
| ATR |
0.247 |
0.251 |
0.004 |
1.8% |
0.000 |
| Volume |
1,311 |
517 |
-794 |
-60.6% |
3,358 |
|
| Daily Pivots for day following 25-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9.355 |
9.197 |
8.590 |
|
| R3 |
9.046 |
8.888 |
8.505 |
|
| R2 |
8.737 |
8.737 |
8.477 |
|
| R1 |
8.579 |
8.579 |
8.448 |
8.658 |
| PP |
8.428 |
8.428 |
8.428 |
8.468 |
| S1 |
8.270 |
8.270 |
8.392 |
8.349 |
| S2 |
8.119 |
8.119 |
8.363 |
|
| S3 |
7.810 |
7.961 |
8.335 |
|
| S4 |
7.501 |
7.652 |
8.250 |
|
|
| 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 |
8.260 |
0.338 |
4.0% |
0.215 |
2.6% |
47% |
False |
False |
563 |
| 10 |
8.598 |
7.960 |
0.638 |
7.6% |
0.239 |
2.8% |
72% |
False |
False |
593 |
| 20 |
9.110 |
7.960 |
1.150 |
13.7% |
0.244 |
2.9% |
40% |
False |
False |
592 |
| 40 |
9.739 |
7.960 |
1.779 |
21.1% |
0.220 |
2.6% |
26% |
False |
False |
512 |
| 60 |
11.959 |
7.960 |
3.999 |
47.5% |
0.239 |
2.8% |
12% |
False |
False |
477 |
| 80 |
11.981 |
7.960 |
4.021 |
47.8% |
0.205 |
2.4% |
11% |
False |
False |
480 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
9.900 |
|
2.618 |
9.396 |
|
1.618 |
9.087 |
|
1.000 |
8.896 |
|
0.618 |
8.778 |
|
HIGH |
8.587 |
|
0.618 |
8.469 |
|
0.500 |
8.433 |
|
0.382 |
8.396 |
|
LOW |
8.278 |
|
0.618 |
8.087 |
|
1.000 |
7.969 |
|
1.618 |
7.778 |
|
2.618 |
7.469 |
|
4.250 |
6.965 |
|
|
| Fisher Pivots for day following 25-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
8.433 |
8.438 |
| PP |
8.428 |
8.432 |
| S1 |
8.424 |
8.426 |
|