NYMEX Natural Gas Future June 2009
Trading Metrics calculated at close of trading on 04-Nov-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Nov-2008 |
04-Nov-2008 |
Change |
Change % |
Previous Week |
Open |
6.988 |
7.250 |
0.262 |
3.7% |
6.748 |
High |
7.210 |
7.599 |
0.389 |
5.4% |
7.231 |
Low |
6.934 |
7.250 |
0.316 |
4.6% |
6.695 |
Close |
7.203 |
7.512 |
0.309 |
4.3% |
7.158 |
Range |
0.276 |
0.349 |
0.073 |
26.4% |
0.536 |
ATR |
0.246 |
0.256 |
0.011 |
4.4% |
0.000 |
Volume |
1,481 |
1,051 |
-430 |
-29.0% |
8,118 |
|
Daily Pivots for day following 04-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8.501 |
8.355 |
7.704 |
|
R3 |
8.152 |
8.006 |
7.608 |
|
R2 |
7.803 |
7.803 |
7.576 |
|
R1 |
7.657 |
7.657 |
7.544 |
7.730 |
PP |
7.454 |
7.454 |
7.454 |
7.490 |
S1 |
7.308 |
7.308 |
7.480 |
7.381 |
S2 |
7.105 |
7.105 |
7.448 |
|
S3 |
6.756 |
6.959 |
7.416 |
|
S4 |
6.407 |
6.610 |
7.320 |
|
|
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 |
7.599 |
6.832 |
0.767 |
10.2% |
0.321 |
4.3% |
89% |
True |
False |
1,439 |
10 |
7.599 |
6.695 |
0.904 |
12.0% |
0.249 |
3.3% |
90% |
True |
False |
1,238 |
20 |
7.599 |
6.695 |
0.904 |
12.0% |
0.210 |
2.8% |
90% |
True |
False |
1,230 |
40 |
8.545 |
6.695 |
1.850 |
24.6% |
0.219 |
2.9% |
44% |
False |
False |
1,025 |
60 |
9.170 |
6.695 |
2.475 |
32.9% |
0.224 |
3.0% |
33% |
False |
False |
882 |
80 |
11.195 |
6.695 |
4.500 |
59.9% |
0.234 |
3.1% |
18% |
False |
False |
796 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9.082 |
2.618 |
8.513 |
1.618 |
8.164 |
1.000 |
7.948 |
0.618 |
7.815 |
HIGH |
7.599 |
0.618 |
7.466 |
0.500 |
7.425 |
0.382 |
7.383 |
LOW |
7.250 |
0.618 |
7.034 |
1.000 |
6.901 |
1.618 |
6.685 |
2.618 |
6.336 |
4.250 |
5.767 |
|
|
Fisher Pivots for day following 04-Nov-2008 |
Pivot |
1 day |
3 day |
R1 |
7.483 |
7.413 |
PP |
7.454 |
7.314 |
S1 |
7.425 |
7.216 |
|