NYMEX Natural Gas Future July 2009
| Trading Metrics calculated at close of trading on 01-Oct-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Sep-2008 |
01-Oct-2008 |
Change |
Change % |
Previous Week |
| Open |
8.000 |
8.120 |
0.120 |
1.5% |
8.264 |
| High |
8.121 |
8.373 |
0.252 |
3.1% |
8.598 |
| Low |
7.960 |
8.115 |
0.155 |
1.9% |
8.181 |
| Close |
8.075 |
8.250 |
0.175 |
2.2% |
8.243 |
| Range |
0.161 |
0.258 |
0.097 |
60.2% |
0.417 |
| ATR |
0.252 |
0.256 |
0.003 |
1.3% |
0.000 |
| Volume |
562 |
529 |
-33 |
-5.9% |
2,556 |
|
| Daily Pivots for day following 01-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9.020 |
8.893 |
8.392 |
|
| R3 |
8.762 |
8.635 |
8.321 |
|
| R2 |
8.504 |
8.504 |
8.297 |
|
| R1 |
8.377 |
8.377 |
8.274 |
8.441 |
| PP |
8.246 |
8.246 |
8.246 |
8.278 |
| S1 |
8.119 |
8.119 |
8.226 |
8.183 |
| S2 |
7.988 |
7.988 |
8.203 |
|
| S3 |
7.730 |
7.861 |
8.179 |
|
| S4 |
7.472 |
7.603 |
8.108 |
|
|
| 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 |
8.587 |
7.895 |
0.692 |
8.4% |
0.221 |
2.7% |
51% |
False |
False |
471 |
| 10 |
8.598 |
7.895 |
0.703 |
8.5% |
0.224 |
2.7% |
50% |
False |
False |
627 |
| 20 |
8.626 |
7.895 |
0.731 |
8.9% |
0.225 |
2.7% |
49% |
False |
False |
573 |
| 40 |
9.390 |
7.895 |
1.495 |
18.1% |
0.217 |
2.6% |
24% |
False |
False |
517 |
| 60 |
11.460 |
7.895 |
3.565 |
43.2% |
0.240 |
2.9% |
10% |
False |
False |
494 |
| 80 |
11.981 |
7.895 |
4.086 |
49.5% |
0.212 |
2.6% |
9% |
False |
False |
488 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
9.470 |
|
2.618 |
9.048 |
|
1.618 |
8.790 |
|
1.000 |
8.631 |
|
0.618 |
8.532 |
|
HIGH |
8.373 |
|
0.618 |
8.274 |
|
0.500 |
8.244 |
|
0.382 |
8.214 |
|
LOW |
8.115 |
|
0.618 |
7.956 |
|
1.000 |
7.857 |
|
1.618 |
7.698 |
|
2.618 |
7.440 |
|
4.250 |
7.019 |
|
|
| Fisher Pivots for day following 01-Oct-2008 |
| Pivot |
1 day |
3 day |
| R1 |
8.248 |
8.211 |
| PP |
8.246 |
8.173 |
| S1 |
8.244 |
8.134 |
|