NYMEX Natural Gas Future July 2009
Trading Metrics calculated at close of trading on 05-Nov-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Nov-2008 |
05-Nov-2008 |
Change |
Change % |
Previous Week |
Open |
7.445 |
7.570 |
0.125 |
1.7% |
6.904 |
High |
7.708 |
7.700 |
-0.008 |
-0.1% |
7.340 |
Low |
7.432 |
7.541 |
0.109 |
1.5% |
6.825 |
Close |
7.632 |
7.659 |
0.027 |
0.4% |
7.281 |
Range |
0.276 |
0.159 |
-0.117 |
-42.4% |
0.515 |
ATR |
0.244 |
0.238 |
-0.006 |
-2.5% |
0.000 |
Volume |
1,012 |
1,345 |
333 |
32.9% |
5,552 |
|
Daily Pivots for day following 05-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8.110 |
8.044 |
7.746 |
|
R3 |
7.951 |
7.885 |
7.703 |
|
R2 |
7.792 |
7.792 |
7.688 |
|
R1 |
7.726 |
7.726 |
7.674 |
7.759 |
PP |
7.633 |
7.633 |
7.633 |
7.650 |
S1 |
7.567 |
7.567 |
7.644 |
7.600 |
S2 |
7.474 |
7.474 |
7.630 |
|
S3 |
7.315 |
7.408 |
7.615 |
|
S4 |
7.156 |
7.249 |
7.572 |
|
|
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 |
7.708 |
6.969 |
0.739 |
9.6% |
0.265 |
3.5% |
93% |
False |
False |
1,039 |
10 |
7.708 |
6.825 |
0.883 |
11.5% |
0.222 |
2.9% |
94% |
False |
False |
949 |
20 |
7.708 |
6.825 |
0.883 |
11.5% |
0.192 |
2.5% |
94% |
False |
False |
952 |
40 |
8.598 |
6.825 |
1.773 |
23.1% |
0.206 |
2.7% |
47% |
False |
False |
814 |
60 |
9.250 |
6.825 |
2.425 |
31.7% |
0.212 |
2.8% |
34% |
False |
False |
734 |
80 |
10.800 |
6.825 |
3.975 |
51.9% |
0.222 |
2.9% |
21% |
False |
False |
654 |
100 |
11.981 |
6.825 |
5.156 |
67.3% |
0.216 |
2.8% |
16% |
False |
False |
624 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8.376 |
2.618 |
8.116 |
1.618 |
7.957 |
1.000 |
7.859 |
0.618 |
7.798 |
HIGH |
7.700 |
0.618 |
7.639 |
0.500 |
7.621 |
0.382 |
7.602 |
LOW |
7.541 |
0.618 |
7.443 |
1.000 |
7.382 |
1.618 |
7.284 |
2.618 |
7.125 |
4.250 |
6.865 |
|
|
Fisher Pivots for day following 05-Nov-2008 |
Pivot |
1 day |
3 day |
R1 |
7.646 |
7.573 |
PP |
7.633 |
7.488 |
S1 |
7.621 |
7.402 |
|