NYMEX Natural Gas Future July 2009
| Trading Metrics calculated at close of trading on 09-Oct-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Oct-2008 |
09-Oct-2008 |
Change |
Change % |
Previous Week |
| Open |
7.550 |
7.610 |
0.060 |
0.8% |
8.013 |
| High |
7.603 |
7.620 |
0.017 |
0.2% |
8.373 |
| Low |
7.410 |
7.470 |
0.060 |
0.8% |
7.895 |
| Close |
7.565 |
7.618 |
0.053 |
0.7% |
7.989 |
| Range |
0.193 |
0.150 |
-0.043 |
-22.3% |
0.478 |
| ATR |
0.245 |
0.238 |
-0.007 |
-2.8% |
0.000 |
| Volume |
1,727 |
1,095 |
-632 |
-36.6% |
3,168 |
|
| Daily Pivots for day following 09-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8.019 |
7.969 |
7.701 |
|
| R3 |
7.869 |
7.819 |
7.659 |
|
| R2 |
7.719 |
7.719 |
7.646 |
|
| R1 |
7.669 |
7.669 |
7.632 |
7.694 |
| PP |
7.569 |
7.569 |
7.569 |
7.582 |
| S1 |
7.519 |
7.519 |
7.604 |
7.544 |
| S2 |
7.419 |
7.419 |
7.591 |
|
| S3 |
7.269 |
7.369 |
7.577 |
|
| S4 |
7.119 |
7.219 |
7.536 |
|
|
| 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 |
8.072 |
7.410 |
0.662 |
8.7% |
0.190 |
2.5% |
31% |
False |
False |
1,120 |
| 10 |
8.407 |
7.410 |
0.997 |
13.1% |
0.199 |
2.6% |
21% |
False |
False |
842 |
| 20 |
8.598 |
7.410 |
1.188 |
15.6% |
0.219 |
2.9% |
18% |
False |
False |
718 |
| 40 |
9.240 |
7.410 |
1.830 |
24.0% |
0.215 |
2.8% |
11% |
False |
False |
634 |
| 60 |
10.744 |
7.410 |
3.334 |
43.8% |
0.231 |
3.0% |
6% |
False |
False |
560 |
| 80 |
11.981 |
7.410 |
4.571 |
60.0% |
0.223 |
2.9% |
5% |
False |
False |
555 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
8.258 |
|
2.618 |
8.013 |
|
1.618 |
7.863 |
|
1.000 |
7.770 |
|
0.618 |
7.713 |
|
HIGH |
7.620 |
|
0.618 |
7.563 |
|
0.500 |
7.545 |
|
0.382 |
7.527 |
|
LOW |
7.470 |
|
0.618 |
7.377 |
|
1.000 |
7.320 |
|
1.618 |
7.227 |
|
2.618 |
7.077 |
|
4.250 |
6.833 |
|
|
| Fisher Pivots for day following 09-Oct-2008 |
| Pivot |
1 day |
3 day |
| R1 |
7.594 |
7.601 |
| PP |
7.569 |
7.583 |
| S1 |
7.545 |
7.566 |
|