NYMEX Natural Gas Future June 2009
Trading Metrics calculated at close of trading on 10-Nov-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Nov-2008 |
10-Nov-2008 |
Change |
Change % |
Previous Week |
Open |
7.175 |
7.495 |
0.320 |
4.5% |
6.988 |
High |
7.231 |
7.532 |
0.301 |
4.2% |
7.599 |
Low |
7.137 |
7.296 |
0.159 |
2.2% |
6.934 |
Close |
7.150 |
7.450 |
0.300 |
4.2% |
7.150 |
Range |
0.094 |
0.236 |
0.142 |
151.1% |
0.665 |
ATR |
0.248 |
0.257 |
0.010 |
3.9% |
0.000 |
Volume |
1,164 |
415 |
-749 |
-64.3% |
6,113 |
|
Daily Pivots for day following 10-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8.134 |
8.028 |
7.580 |
|
R3 |
7.898 |
7.792 |
7.515 |
|
R2 |
7.662 |
7.662 |
7.493 |
|
R1 |
7.556 |
7.556 |
7.472 |
7.491 |
PP |
7.426 |
7.426 |
7.426 |
7.394 |
S1 |
7.320 |
7.320 |
7.428 |
7.255 |
S2 |
7.190 |
7.190 |
7.407 |
|
S3 |
6.954 |
7.084 |
7.385 |
|
S4 |
6.718 |
6.848 |
7.320 |
|
|
Weekly Pivots for week ending 07-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9.223 |
8.851 |
7.516 |
|
R3 |
8.558 |
8.186 |
7.333 |
|
R2 |
7.893 |
7.893 |
7.272 |
|
R1 |
7.521 |
7.521 |
7.211 |
7.707 |
PP |
7.228 |
7.228 |
7.228 |
7.321 |
S1 |
6.856 |
6.856 |
7.089 |
7.042 |
S2 |
6.563 |
6.563 |
7.028 |
|
S3 |
5.898 |
6.191 |
6.967 |
|
S4 |
5.233 |
5.526 |
6.784 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7.599 |
7.137 |
0.462 |
6.2% |
0.224 |
3.0% |
68% |
False |
False |
1,009 |
10 |
7.599 |
6.750 |
0.849 |
11.4% |
0.257 |
3.5% |
82% |
False |
False |
1,312 |
20 |
7.599 |
6.695 |
0.904 |
12.1% |
0.220 |
2.9% |
84% |
False |
False |
1,138 |
40 |
8.545 |
6.695 |
1.850 |
24.8% |
0.217 |
2.9% |
41% |
False |
False |
1,068 |
60 |
9.114 |
6.695 |
2.419 |
32.5% |
0.219 |
2.9% |
31% |
False |
False |
877 |
80 |
10.090 |
6.695 |
3.395 |
45.6% |
0.225 |
3.0% |
22% |
False |
False |
819 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8.535 |
2.618 |
8.150 |
1.618 |
7.914 |
1.000 |
7.768 |
0.618 |
7.678 |
HIGH |
7.532 |
0.618 |
7.442 |
0.500 |
7.414 |
0.382 |
7.386 |
LOW |
7.296 |
0.618 |
7.150 |
1.000 |
7.060 |
1.618 |
6.914 |
2.618 |
6.678 |
4.250 |
6.293 |
|
|
Fisher Pivots for day following 10-Nov-2008 |
Pivot |
1 day |
3 day |
R1 |
7.438 |
7.415 |
PP |
7.426 |
7.379 |
S1 |
7.414 |
7.344 |
|