NYMEX Natural Gas Future June 2009
Trading Metrics calculated at close of trading on 28-Nov-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Nov-2008 |
28-Nov-2008 |
Change |
Change % |
Previous Week |
Open |
6.610 |
6.758 |
0.148 |
2.2% |
6.807 |
High |
6.995 |
6.758 |
-0.237 |
-3.4% |
6.995 |
Low |
6.550 |
6.460 |
-0.090 |
-1.4% |
6.460 |
Close |
6.941 |
6.685 |
-0.256 |
-3.7% |
6.685 |
Range |
0.445 |
0.298 |
-0.147 |
-33.0% |
0.535 |
ATR |
0.282 |
0.296 |
0.014 |
5.0% |
0.000 |
Volume |
1,816 |
1,224 |
-592 |
-32.6% |
5,333 |
|
Daily Pivots for day following 28-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7.528 |
7.405 |
6.849 |
|
R3 |
7.230 |
7.107 |
6.767 |
|
R2 |
6.932 |
6.932 |
6.740 |
|
R1 |
6.809 |
6.809 |
6.712 |
6.722 |
PP |
6.634 |
6.634 |
6.634 |
6.591 |
S1 |
6.511 |
6.511 |
6.658 |
6.424 |
S2 |
6.336 |
6.336 |
6.630 |
|
S3 |
6.038 |
6.213 |
6.603 |
|
S4 |
5.740 |
5.915 |
6.521 |
|
|
Weekly Pivots for week ending 28-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8.318 |
8.037 |
6.979 |
|
R3 |
7.783 |
7.502 |
6.832 |
|
R2 |
7.248 |
7.248 |
6.783 |
|
R1 |
6.967 |
6.967 |
6.734 |
6.840 |
PP |
6.713 |
6.713 |
6.713 |
6.650 |
S1 |
6.432 |
6.432 |
6.636 |
6.305 |
S2 |
6.178 |
6.178 |
6.587 |
|
S3 |
5.643 |
5.897 |
6.538 |
|
S4 |
5.108 |
5.362 |
6.391 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6.995 |
6.460 |
0.535 |
8.0% |
0.266 |
4.0% |
42% |
False |
True |
1,300 |
10 |
6.995 |
6.460 |
0.535 |
8.0% |
0.236 |
3.5% |
42% |
False |
True |
1,549 |
20 |
7.599 |
6.460 |
1.139 |
17.0% |
0.256 |
3.8% |
20% |
False |
True |
1,338 |
40 |
7.940 |
6.460 |
1.480 |
22.1% |
0.224 |
3.4% |
15% |
False |
True |
1,287 |
60 |
8.545 |
6.460 |
2.085 |
31.2% |
0.230 |
3.4% |
11% |
False |
True |
1,076 |
80 |
9.285 |
6.460 |
2.825 |
42.3% |
0.228 |
3.4% |
8% |
False |
True |
971 |
100 |
11.335 |
6.460 |
4.875 |
72.9% |
0.235 |
3.5% |
5% |
False |
True |
876 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8.025 |
2.618 |
7.538 |
1.618 |
7.240 |
1.000 |
7.056 |
0.618 |
6.942 |
HIGH |
6.758 |
0.618 |
6.644 |
0.500 |
6.609 |
0.382 |
6.574 |
LOW |
6.460 |
0.618 |
6.276 |
1.000 |
6.162 |
1.618 |
5.978 |
2.618 |
5.680 |
4.250 |
5.194 |
|
|
Fisher Pivots for day following 28-Nov-2008 |
Pivot |
1 day |
3 day |
R1 |
6.660 |
6.728 |
PP |
6.634 |
6.713 |
S1 |
6.609 |
6.699 |
|