NYMEX Natural Gas Future June 2009
Trading Metrics calculated at close of trading on 03-Nov-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Oct-2008 |
03-Nov-2008 |
Change |
Change % |
Previous Week |
Open |
6.842 |
6.988 |
0.146 |
2.1% |
6.748 |
High |
7.174 |
7.210 |
0.036 |
0.5% |
7.231 |
Low |
6.832 |
6.934 |
0.102 |
1.5% |
6.695 |
Close |
7.158 |
7.203 |
0.045 |
0.6% |
7.158 |
Range |
0.342 |
0.276 |
-0.066 |
-19.3% |
0.536 |
ATR |
0.243 |
0.246 |
0.002 |
1.0% |
0.000 |
Volume |
1,667 |
1,481 |
-186 |
-11.2% |
8,118 |
|
Daily Pivots for day following 03-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7.944 |
7.849 |
7.355 |
|
R3 |
7.668 |
7.573 |
7.279 |
|
R2 |
7.392 |
7.392 |
7.254 |
|
R1 |
7.297 |
7.297 |
7.228 |
7.345 |
PP |
7.116 |
7.116 |
7.116 |
7.139 |
S1 |
7.021 |
7.021 |
7.178 |
7.069 |
S2 |
6.840 |
6.840 |
7.152 |
|
S3 |
6.564 |
6.745 |
7.127 |
|
S4 |
6.288 |
6.469 |
7.051 |
|
|
Weekly Pivots for week ending 31-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8.636 |
8.433 |
7.453 |
|
R3 |
8.100 |
7.897 |
7.305 |
|
R2 |
7.564 |
7.564 |
7.256 |
|
R1 |
7.361 |
7.361 |
7.207 |
7.463 |
PP |
7.028 |
7.028 |
7.028 |
7.079 |
S1 |
6.825 |
6.825 |
7.109 |
6.927 |
S2 |
6.492 |
6.492 |
7.060 |
|
S3 |
5.956 |
6.289 |
7.011 |
|
S4 |
5.420 |
5.753 |
6.863 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7.231 |
6.750 |
0.481 |
6.7% |
0.290 |
4.0% |
94% |
False |
False |
1,615 |
10 |
7.350 |
6.695 |
0.655 |
9.1% |
0.233 |
3.2% |
78% |
False |
False |
1,217 |
20 |
7.590 |
6.695 |
0.895 |
12.4% |
0.201 |
2.8% |
57% |
False |
False |
1,276 |
40 |
8.545 |
6.695 |
1.850 |
25.7% |
0.219 |
3.0% |
27% |
False |
False |
1,006 |
60 |
9.170 |
6.695 |
2.475 |
34.4% |
0.220 |
3.1% |
21% |
False |
False |
873 |
80 |
11.225 |
6.695 |
4.530 |
62.9% |
0.231 |
3.2% |
11% |
False |
False |
789 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8.383 |
2.618 |
7.933 |
1.618 |
7.657 |
1.000 |
7.486 |
0.618 |
7.381 |
HIGH |
7.210 |
0.618 |
7.105 |
0.500 |
7.072 |
0.382 |
7.039 |
LOW |
6.934 |
0.618 |
6.763 |
1.000 |
6.658 |
1.618 |
6.487 |
2.618 |
6.211 |
4.250 |
5.761 |
|
|
Fisher Pivots for day following 03-Nov-2008 |
Pivot |
1 day |
3 day |
R1 |
7.159 |
7.146 |
PP |
7.116 |
7.089 |
S1 |
7.072 |
7.032 |
|