NYMEX Natural Gas Future July 2009
Trading Metrics calculated at close of trading on 03-Nov-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Oct-2008 |
03-Nov-2008 |
Change |
Change % |
Previous Week |
Open |
7.017 |
7.102 |
0.085 |
1.2% |
6.904 |
High |
7.282 |
7.330 |
0.048 |
0.7% |
7.340 |
Low |
6.969 |
7.096 |
0.127 |
1.8% |
6.825 |
Close |
7.281 |
7.328 |
0.047 |
0.6% |
7.281 |
Range |
0.313 |
0.234 |
-0.079 |
-25.2% |
0.515 |
ATR |
0.234 |
0.234 |
0.000 |
0.0% |
0.000 |
Volume |
1,174 |
721 |
-453 |
-38.6% |
5,552 |
|
Daily Pivots for day following 03-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7.953 |
7.875 |
7.457 |
|
R3 |
7.719 |
7.641 |
7.392 |
|
R2 |
7.485 |
7.485 |
7.371 |
|
R1 |
7.407 |
7.407 |
7.349 |
7.446 |
PP |
7.251 |
7.251 |
7.251 |
7.271 |
S1 |
7.173 |
7.173 |
7.307 |
7.212 |
S2 |
7.017 |
7.017 |
7.285 |
|
S3 |
6.783 |
6.939 |
7.264 |
|
S4 |
6.549 |
6.705 |
7.199 |
|
|
Weekly Pivots for week ending 31-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8.694 |
8.502 |
7.564 |
|
R3 |
8.179 |
7.987 |
7.423 |
|
R2 |
7.664 |
7.664 |
7.375 |
|
R1 |
7.472 |
7.472 |
7.328 |
7.568 |
PP |
7.149 |
7.149 |
7.149 |
7.197 |
S1 |
6.957 |
6.957 |
7.234 |
7.053 |
S2 |
6.634 |
6.634 |
7.187 |
|
S3 |
6.119 |
6.442 |
7.139 |
|
S4 |
5.604 |
5.927 |
6.998 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7.340 |
6.884 |
0.456 |
6.2% |
0.253 |
3.4% |
97% |
False |
False |
899 |
10 |
7.449 |
6.825 |
0.624 |
8.5% |
0.213 |
2.9% |
81% |
False |
False |
905 |
20 |
7.722 |
6.825 |
0.897 |
12.2% |
0.188 |
2.6% |
56% |
False |
False |
991 |
40 |
8.598 |
6.825 |
1.773 |
24.2% |
0.206 |
2.8% |
28% |
False |
False |
795 |
60 |
9.250 |
6.825 |
2.425 |
33.1% |
0.209 |
2.8% |
21% |
False |
False |
705 |
80 |
11.293 |
6.825 |
4.468 |
61.0% |
0.225 |
3.1% |
11% |
False |
False |
632 |
100 |
11.981 |
6.825 |
5.156 |
70.4% |
0.212 |
2.9% |
10% |
False |
False |
604 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8.325 |
2.618 |
7.943 |
1.618 |
7.709 |
1.000 |
7.564 |
0.618 |
7.475 |
HIGH |
7.330 |
0.618 |
7.241 |
0.500 |
7.213 |
0.382 |
7.185 |
LOW |
7.096 |
0.618 |
6.951 |
1.000 |
6.862 |
1.618 |
6.717 |
2.618 |
6.483 |
4.250 |
6.102 |
|
|
Fisher Pivots for day following 03-Nov-2008 |
Pivot |
1 day |
3 day |
R1 |
7.290 |
7.269 |
PP |
7.251 |
7.209 |
S1 |
7.213 |
7.150 |
|