NYMEX Natural Gas Future June 2009
Trading Metrics calculated at close of trading on 11-Nov-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Nov-2008 |
11-Nov-2008 |
Change |
Change % |
Previous Week |
Open |
7.495 |
7.346 |
-0.149 |
-2.0% |
6.988 |
High |
7.532 |
7.346 |
-0.186 |
-2.5% |
7.599 |
Low |
7.296 |
6.988 |
-0.308 |
-4.2% |
6.934 |
Close |
7.450 |
7.004 |
-0.446 |
-6.0% |
7.150 |
Range |
0.236 |
0.358 |
0.122 |
51.7% |
0.665 |
ATR |
0.257 |
0.272 |
0.015 |
5.7% |
0.000 |
Volume |
415 |
1,012 |
597 |
143.9% |
6,113 |
|
Daily Pivots for day following 11-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8.187 |
7.953 |
7.201 |
|
R3 |
7.829 |
7.595 |
7.102 |
|
R2 |
7.471 |
7.471 |
7.070 |
|
R1 |
7.237 |
7.237 |
7.037 |
7.175 |
PP |
7.113 |
7.113 |
7.113 |
7.082 |
S1 |
6.879 |
6.879 |
6.971 |
6.817 |
S2 |
6.755 |
6.755 |
6.938 |
|
S3 |
6.397 |
6.521 |
6.906 |
|
S4 |
6.039 |
6.163 |
6.807 |
|
|
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 |
7.573 |
6.988 |
0.585 |
8.4% |
0.226 |
3.2% |
3% |
False |
True |
1,001 |
10 |
7.599 |
6.832 |
0.767 |
11.0% |
0.273 |
3.9% |
22% |
False |
False |
1,220 |
20 |
7.599 |
6.695 |
0.904 |
12.9% |
0.229 |
3.3% |
34% |
False |
False |
1,157 |
40 |
8.545 |
6.695 |
1.850 |
26.4% |
0.221 |
3.2% |
17% |
False |
False |
1,077 |
60 |
9.114 |
6.695 |
2.419 |
34.5% |
0.223 |
3.2% |
13% |
False |
False |
883 |
80 |
10.000 |
6.695 |
3.305 |
47.2% |
0.228 |
3.3% |
9% |
False |
False |
827 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8.868 |
2.618 |
8.283 |
1.618 |
7.925 |
1.000 |
7.704 |
0.618 |
7.567 |
HIGH |
7.346 |
0.618 |
7.209 |
0.500 |
7.167 |
0.382 |
7.125 |
LOW |
6.988 |
0.618 |
6.767 |
1.000 |
6.630 |
1.618 |
6.409 |
2.618 |
6.051 |
4.250 |
5.467 |
|
|
Fisher Pivots for day following 11-Nov-2008 |
Pivot |
1 day |
3 day |
R1 |
7.167 |
7.260 |
PP |
7.113 |
7.175 |
S1 |
7.058 |
7.089 |
|