NYMEX Natural Gas Future July 2009
| Trading Metrics calculated at close of trading on 28-Oct-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Oct-2008 |
28-Oct-2008 |
Change |
Change % |
Previous Week |
| Open |
6.904 |
6.981 |
0.077 |
1.1% |
7.433 |
| High |
6.969 |
7.059 |
0.090 |
1.3% |
7.503 |
| Low |
6.825 |
6.884 |
0.059 |
0.9% |
6.950 |
| Close |
6.904 |
6.962 |
0.058 |
0.8% |
6.985 |
| Range |
0.144 |
0.175 |
0.031 |
21.5% |
0.553 |
| ATR |
0.209 |
0.207 |
-0.002 |
-1.2% |
0.000 |
| Volume |
1,778 |
850 |
-928 |
-52.2% |
3,874 |
|
| Daily Pivots for day following 28-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7.493 |
7.403 |
7.058 |
|
| R3 |
7.318 |
7.228 |
7.010 |
|
| R2 |
7.143 |
7.143 |
6.994 |
|
| R1 |
7.053 |
7.053 |
6.978 |
7.011 |
| PP |
6.968 |
6.968 |
6.968 |
6.947 |
| S1 |
6.878 |
6.878 |
6.946 |
6.836 |
| S2 |
6.793 |
6.793 |
6.930 |
|
| S3 |
6.618 |
6.703 |
6.914 |
|
| S4 |
6.443 |
6.528 |
6.866 |
|
|
| Weekly Pivots for week ending 24-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8.805 |
8.448 |
7.289 |
|
| R3 |
8.252 |
7.895 |
7.137 |
|
| R2 |
7.699 |
7.699 |
7.086 |
|
| R1 |
7.342 |
7.342 |
7.036 |
7.244 |
| PP |
7.146 |
7.146 |
7.146 |
7.097 |
| S1 |
6.789 |
6.789 |
6.934 |
6.691 |
| S2 |
6.593 |
6.593 |
6.884 |
|
| S3 |
6.040 |
6.236 |
6.833 |
|
| S4 |
5.487 |
5.683 |
6.681 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
7.442 |
6.825 |
0.617 |
8.9% |
0.167 |
2.4% |
22% |
False |
False |
877 |
| 10 |
7.503 |
6.825 |
0.678 |
9.7% |
0.175 |
2.5% |
20% |
False |
False |
969 |
| 20 |
8.373 |
6.825 |
1.548 |
22.2% |
0.181 |
2.6% |
9% |
False |
False |
953 |
| 40 |
8.626 |
6.825 |
1.801 |
25.9% |
0.202 |
2.9% |
8% |
False |
False |
766 |
| 60 |
9.470 |
6.825 |
2.645 |
38.0% |
0.206 |
3.0% |
5% |
False |
False |
669 |
| 80 |
11.460 |
6.825 |
4.635 |
66.6% |
0.223 |
3.2% |
3% |
False |
False |
606 |
| 100 |
11.981 |
6.825 |
5.156 |
74.1% |
0.204 |
2.9% |
3% |
False |
False |
577 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7.803 |
|
2.618 |
7.517 |
|
1.618 |
7.342 |
|
1.000 |
7.234 |
|
0.618 |
7.167 |
|
HIGH |
7.059 |
|
0.618 |
6.992 |
|
0.500 |
6.972 |
|
0.382 |
6.951 |
|
LOW |
6.884 |
|
0.618 |
6.776 |
|
1.000 |
6.709 |
|
1.618 |
6.601 |
|
2.618 |
6.426 |
|
4.250 |
6.140 |
|
|
| Fisher Pivots for day following 28-Oct-2008 |
| Pivot |
1 day |
3 day |
| R1 |
6.972 |
6.966 |
| PP |
6.968 |
6.964 |
| S1 |
6.965 |
6.963 |
|