NYMEX Natural Gas Future July 2009
| Trading Metrics calculated at close of trading on 08-Oct-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Oct-2008 |
08-Oct-2008 |
Change |
Change % |
Previous Week |
| Open |
7.685 |
7.550 |
-0.135 |
-1.8% |
8.013 |
| High |
7.722 |
7.603 |
-0.119 |
-1.5% |
8.373 |
| Low |
7.562 |
7.410 |
-0.152 |
-2.0% |
7.895 |
| Close |
7.602 |
7.565 |
-0.037 |
-0.5% |
7.989 |
| Range |
0.160 |
0.193 |
0.033 |
20.6% |
0.478 |
| ATR |
0.249 |
0.245 |
-0.004 |
-1.6% |
0.000 |
| Volume |
1,400 |
1,727 |
327 |
23.4% |
3,168 |
|
| Daily Pivots for day following 08-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8.105 |
8.028 |
7.671 |
|
| R3 |
7.912 |
7.835 |
7.618 |
|
| R2 |
7.719 |
7.719 |
7.600 |
|
| R1 |
7.642 |
7.642 |
7.583 |
7.681 |
| PP |
7.526 |
7.526 |
7.526 |
7.545 |
| S1 |
7.449 |
7.449 |
7.547 |
7.488 |
| S2 |
7.333 |
7.333 |
7.530 |
|
| S3 |
7.140 |
7.256 |
7.512 |
|
| S4 |
6.947 |
7.063 |
7.459 |
|
|
| Weekly Pivots for week ending 03-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9.520 |
9.232 |
8.252 |
|
| R3 |
9.042 |
8.754 |
8.120 |
|
| R2 |
8.564 |
8.564 |
8.077 |
|
| R1 |
8.276 |
8.276 |
8.033 |
8.181 |
| PP |
8.086 |
8.086 |
8.086 |
8.038 |
| S1 |
7.798 |
7.798 |
7.945 |
7.703 |
| S2 |
7.608 |
7.608 |
7.901 |
|
| S3 |
7.130 |
7.320 |
7.858 |
|
| S4 |
6.652 |
6.842 |
7.726 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
8.300 |
7.410 |
0.890 |
11.8% |
0.209 |
2.8% |
17% |
False |
True |
1,099 |
| 10 |
8.587 |
7.410 |
1.177 |
15.6% |
0.215 |
2.8% |
13% |
False |
True |
785 |
| 20 |
8.598 |
7.410 |
1.188 |
15.7% |
0.220 |
2.9% |
13% |
False |
True |
675 |
| 40 |
9.250 |
7.410 |
1.840 |
24.3% |
0.222 |
2.9% |
8% |
False |
True |
625 |
| 60 |
10.800 |
7.410 |
3.390 |
44.8% |
0.233 |
3.1% |
5% |
False |
True |
555 |
| 80 |
11.981 |
7.410 |
4.571 |
60.4% |
0.222 |
2.9% |
3% |
False |
True |
542 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
8.423 |
|
2.618 |
8.108 |
|
1.618 |
7.915 |
|
1.000 |
7.796 |
|
0.618 |
7.722 |
|
HIGH |
7.603 |
|
0.618 |
7.529 |
|
0.500 |
7.507 |
|
0.382 |
7.484 |
|
LOW |
7.410 |
|
0.618 |
7.291 |
|
1.000 |
7.217 |
|
1.618 |
7.098 |
|
2.618 |
6.905 |
|
4.250 |
6.590 |
|
|
| Fisher Pivots for day following 08-Oct-2008 |
| Pivot |
1 day |
3 day |
| R1 |
7.546 |
7.675 |
| PP |
7.526 |
7.638 |
| S1 |
7.507 |
7.602 |
|