NYMEX Natural Gas Future June 2009
Trading Metrics calculated at close of trading on 13-Nov-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Nov-2008 |
13-Nov-2008 |
Change |
Change % |
Previous Week |
Open |
6.985 |
6.675 |
-0.310 |
-4.4% |
6.988 |
High |
7.028 |
6.816 |
-0.212 |
-3.0% |
7.599 |
Low |
6.675 |
6.500 |
-0.175 |
-2.6% |
6.934 |
Close |
6.736 |
6.720 |
-0.016 |
-0.2% |
7.150 |
Range |
0.353 |
0.316 |
-0.037 |
-10.5% |
0.665 |
ATR |
0.278 |
0.280 |
0.003 |
1.0% |
0.000 |
Volume |
901 |
1,171 |
270 |
30.0% |
6,113 |
|
Daily Pivots for day following 13-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7.627 |
7.489 |
6.894 |
|
R3 |
7.311 |
7.173 |
6.807 |
|
R2 |
6.995 |
6.995 |
6.778 |
|
R1 |
6.857 |
6.857 |
6.749 |
6.926 |
PP |
6.679 |
6.679 |
6.679 |
6.713 |
S1 |
6.541 |
6.541 |
6.691 |
6.610 |
S2 |
6.363 |
6.363 |
6.662 |
|
S3 |
6.047 |
6.225 |
6.633 |
|
S4 |
5.731 |
5.909 |
6.546 |
|
|
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 |
7.532 |
6.500 |
1.032 |
15.4% |
0.271 |
4.0% |
21% |
False |
True |
932 |
10 |
7.599 |
6.500 |
1.099 |
16.4% |
0.277 |
4.1% |
20% |
False |
True |
1,127 |
20 |
7.599 |
6.500 |
1.099 |
16.4% |
0.246 |
3.7% |
20% |
False |
True |
1,174 |
40 |
8.510 |
6.500 |
2.010 |
29.9% |
0.222 |
3.3% |
11% |
False |
True |
1,062 |
60 |
9.114 |
6.500 |
2.614 |
38.9% |
0.228 |
3.4% |
8% |
False |
True |
890 |
80 |
9.637 |
6.500 |
3.137 |
46.7% |
0.227 |
3.4% |
7% |
False |
True |
839 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8.159 |
2.618 |
7.643 |
1.618 |
7.327 |
1.000 |
7.132 |
0.618 |
7.011 |
HIGH |
6.816 |
0.618 |
6.695 |
0.500 |
6.658 |
0.382 |
6.621 |
LOW |
6.500 |
0.618 |
6.305 |
1.000 |
6.184 |
1.618 |
5.989 |
2.618 |
5.673 |
4.250 |
5.157 |
|
|
Fisher Pivots for day following 13-Nov-2008 |
Pivot |
1 day |
3 day |
R1 |
6.699 |
6.923 |
PP |
6.679 |
6.855 |
S1 |
6.658 |
6.788 |
|