NYMEX Natural Gas Future July 2009
Trading Metrics calculated at close of trading on 26-Sep-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Sep-2008 |
26-Sep-2008 |
Change |
Change % |
Previous Week |
Open |
8.411 |
8.407 |
-0.004 |
0.0% |
8.264 |
High |
8.587 |
8.407 |
-0.180 |
-2.1% |
8.598 |
Low |
8.278 |
8.181 |
-0.097 |
-1.2% |
8.181 |
Close |
8.420 |
8.243 |
-0.177 |
-2.1% |
8.243 |
Range |
0.309 |
0.226 |
-0.083 |
-26.9% |
0.417 |
ATR |
0.251 |
0.250 |
-0.001 |
-0.3% |
0.000 |
Volume |
517 |
222 |
-295 |
-57.1% |
2,556 |
|
Daily Pivots for day following 26-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8.955 |
8.825 |
8.367 |
|
R3 |
8.729 |
8.599 |
8.305 |
|
R2 |
8.503 |
8.503 |
8.284 |
|
R1 |
8.373 |
8.373 |
8.264 |
8.325 |
PP |
8.277 |
8.277 |
8.277 |
8.253 |
S1 |
8.147 |
8.147 |
8.222 |
8.099 |
S2 |
8.051 |
8.051 |
8.202 |
|
S3 |
7.825 |
7.921 |
8.181 |
|
S4 |
7.599 |
7.695 |
8.119 |
|
|
Weekly Pivots for week ending 26-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9.592 |
9.334 |
8.472 |
|
R3 |
9.175 |
8.917 |
8.358 |
|
R2 |
8.758 |
8.758 |
8.319 |
|
R1 |
8.500 |
8.500 |
8.281 |
8.421 |
PP |
8.341 |
8.341 |
8.341 |
8.301 |
S1 |
8.083 |
8.083 |
8.205 |
8.004 |
S2 |
7.924 |
7.924 |
8.167 |
|
S3 |
7.507 |
7.666 |
8.128 |
|
S4 |
7.090 |
7.249 |
8.014 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
8.598 |
8.181 |
0.417 |
5.1% |
0.232 |
2.8% |
15% |
False |
True |
511 |
10 |
8.598 |
7.960 |
0.638 |
7.7% |
0.243 |
2.9% |
44% |
False |
False |
591 |
20 |
8.975 |
7.960 |
1.015 |
12.3% |
0.230 |
2.8% |
28% |
False |
False |
575 |
40 |
9.739 |
7.960 |
1.779 |
21.6% |
0.223 |
2.7% |
16% |
False |
False |
510 |
60 |
11.959 |
7.960 |
3.999 |
48.5% |
0.241 |
2.9% |
7% |
False |
False |
477 |
80 |
11.981 |
7.960 |
4.021 |
48.8% |
0.208 |
2.5% |
7% |
False |
False |
472 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9.368 |
2.618 |
8.999 |
1.618 |
8.773 |
1.000 |
8.633 |
0.618 |
8.547 |
HIGH |
8.407 |
0.618 |
8.321 |
0.500 |
8.294 |
0.382 |
8.267 |
LOW |
8.181 |
0.618 |
8.041 |
1.000 |
7.955 |
1.618 |
7.815 |
2.618 |
7.589 |
4.250 |
7.221 |
|
|
Fisher Pivots for day following 26-Sep-2008 |
Pivot |
1 day |
3 day |
R1 |
8.294 |
8.384 |
PP |
8.277 |
8.337 |
S1 |
8.260 |
8.290 |
|