NYMEX Natural Gas Future June 2009
Trading Metrics calculated at close of trading on 12-Nov-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Nov-2008 |
12-Nov-2008 |
Change |
Change % |
Previous Week |
Open |
7.346 |
6.985 |
-0.361 |
-4.9% |
6.988 |
High |
7.346 |
7.028 |
-0.318 |
-4.3% |
7.599 |
Low |
6.988 |
6.675 |
-0.313 |
-4.5% |
6.934 |
Close |
7.004 |
6.736 |
-0.268 |
-3.8% |
7.150 |
Range |
0.358 |
0.353 |
-0.005 |
-1.4% |
0.665 |
ATR |
0.272 |
0.278 |
0.006 |
2.1% |
0.000 |
Volume |
1,012 |
901 |
-111 |
-11.0% |
6,113 |
|
Daily Pivots for day following 12-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7.872 |
7.657 |
6.930 |
|
R3 |
7.519 |
7.304 |
6.833 |
|
R2 |
7.166 |
7.166 |
6.801 |
|
R1 |
6.951 |
6.951 |
6.768 |
6.882 |
PP |
6.813 |
6.813 |
6.813 |
6.779 |
S1 |
6.598 |
6.598 |
6.704 |
6.529 |
S2 |
6.460 |
6.460 |
6.671 |
|
S3 |
6.107 |
6.245 |
6.639 |
|
S4 |
5.754 |
5.892 |
6.542 |
|
|
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 |
7.550 |
6.675 |
0.875 |
13.0% |
0.268 |
4.0% |
7% |
False |
True |
865 |
10 |
7.599 |
6.675 |
0.924 |
13.7% |
0.283 |
4.2% |
7% |
False |
True |
1,195 |
20 |
7.599 |
6.675 |
0.924 |
13.7% |
0.238 |
3.5% |
7% |
False |
True |
1,164 |
40 |
8.545 |
6.675 |
1.870 |
27.8% |
0.224 |
3.3% |
3% |
False |
True |
1,088 |
60 |
9.114 |
6.675 |
2.439 |
36.2% |
0.226 |
3.3% |
3% |
False |
True |
888 |
80 |
9.924 |
6.675 |
3.249 |
48.2% |
0.229 |
3.4% |
2% |
False |
True |
834 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8.528 |
2.618 |
7.952 |
1.618 |
7.599 |
1.000 |
7.381 |
0.618 |
7.246 |
HIGH |
7.028 |
0.618 |
6.893 |
0.500 |
6.852 |
0.382 |
6.810 |
LOW |
6.675 |
0.618 |
6.457 |
1.000 |
6.322 |
1.618 |
6.104 |
2.618 |
5.751 |
4.250 |
5.175 |
|
|
Fisher Pivots for day following 12-Nov-2008 |
Pivot |
1 day |
3 day |
R1 |
6.852 |
7.104 |
PP |
6.813 |
6.981 |
S1 |
6.775 |
6.859 |
|