NYMEX Natural Gas Future July 2009
| Trading Metrics calculated at close of trading on 02-Oct-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Oct-2008 |
02-Oct-2008 |
Change |
Change % |
Previous Week |
| Open |
8.120 |
8.300 |
0.180 |
2.2% |
8.264 |
| High |
8.373 |
8.300 |
-0.073 |
-0.9% |
8.598 |
| Low |
8.115 |
8.057 |
-0.058 |
-0.7% |
8.181 |
| Close |
8.250 |
8.085 |
-0.165 |
-2.0% |
8.243 |
| Range |
0.258 |
0.243 |
-0.015 |
-5.8% |
0.417 |
| ATR |
0.256 |
0.255 |
-0.001 |
-0.4% |
0.000 |
| Volume |
529 |
989 |
460 |
87.0% |
2,556 |
|
| Daily Pivots for day following 02-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8.876 |
8.724 |
8.219 |
|
| R3 |
8.633 |
8.481 |
8.152 |
|
| R2 |
8.390 |
8.390 |
8.130 |
|
| R1 |
8.238 |
8.238 |
8.107 |
8.193 |
| PP |
8.147 |
8.147 |
8.147 |
8.125 |
| S1 |
7.995 |
7.995 |
8.063 |
7.950 |
| S2 |
7.904 |
7.904 |
8.040 |
|
| S3 |
7.661 |
7.752 |
8.018 |
|
| S4 |
7.418 |
7.509 |
7.951 |
|
|
| 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 |
8.407 |
7.895 |
0.512 |
6.3% |
0.207 |
2.6% |
37% |
False |
False |
565 |
| 10 |
8.598 |
7.895 |
0.703 |
8.7% |
0.211 |
2.6% |
27% |
False |
False |
564 |
| 20 |
8.626 |
7.895 |
0.731 |
9.0% |
0.226 |
2.8% |
26% |
False |
False |
585 |
| 40 |
9.390 |
7.895 |
1.495 |
18.5% |
0.220 |
2.7% |
13% |
False |
False |
538 |
| 60 |
11.460 |
7.895 |
3.565 |
44.1% |
0.240 |
3.0% |
5% |
False |
False |
497 |
| 80 |
11.981 |
7.895 |
4.086 |
50.5% |
0.215 |
2.7% |
5% |
False |
False |
494 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
9.333 |
|
2.618 |
8.936 |
|
1.618 |
8.693 |
|
1.000 |
8.543 |
|
0.618 |
8.450 |
|
HIGH |
8.300 |
|
0.618 |
8.207 |
|
0.500 |
8.179 |
|
0.382 |
8.150 |
|
LOW |
8.057 |
|
0.618 |
7.907 |
|
1.000 |
7.814 |
|
1.618 |
7.664 |
|
2.618 |
7.421 |
|
4.250 |
7.024 |
|
|
| Fisher Pivots for day following 02-Oct-2008 |
| Pivot |
1 day |
3 day |
| R1 |
8.179 |
8.167 |
| PP |
8.147 |
8.139 |
| S1 |
8.116 |
8.112 |
|