NYMEX Natural Gas Future July 2009
Trading Metrics calculated at close of trading on 06-Nov-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Nov-2008 |
06-Nov-2008 |
Change |
Change % |
Previous Week |
Open |
7.570 |
7.670 |
0.100 |
1.3% |
6.904 |
High |
7.700 |
7.670 |
-0.030 |
-0.4% |
7.340 |
Low |
7.541 |
7.379 |
-0.162 |
-2.1% |
6.825 |
Close |
7.659 |
7.459 |
-0.200 |
-2.6% |
7.281 |
Range |
0.159 |
0.291 |
0.132 |
83.0% |
0.515 |
ATR |
0.238 |
0.242 |
0.004 |
1.6% |
0.000 |
Volume |
1,345 |
834 |
-511 |
-38.0% |
5,552 |
|
Daily Pivots for day following 06-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8.376 |
8.208 |
7.619 |
|
R3 |
8.085 |
7.917 |
7.539 |
|
R2 |
7.794 |
7.794 |
7.512 |
|
R1 |
7.626 |
7.626 |
7.486 |
7.565 |
PP |
7.503 |
7.503 |
7.503 |
7.472 |
S1 |
7.335 |
7.335 |
7.432 |
7.274 |
S2 |
7.212 |
7.212 |
7.406 |
|
S3 |
6.921 |
7.044 |
7.379 |
|
S4 |
6.630 |
6.753 |
7.299 |
|
|
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 |
9.9% |
0.255 |
3.4% |
66% |
False |
False |
1,017 |
10 |
7.708 |
6.825 |
0.883 |
11.8% |
0.229 |
3.1% |
72% |
False |
False |
1,008 |
20 |
7.708 |
6.825 |
0.883 |
11.8% |
0.199 |
2.7% |
72% |
False |
False |
939 |
40 |
8.598 |
6.825 |
1.773 |
23.8% |
0.209 |
2.8% |
36% |
False |
False |
828 |
60 |
9.240 |
6.825 |
2.415 |
32.4% |
0.210 |
2.8% |
26% |
False |
False |
735 |
80 |
10.744 |
6.825 |
3.919 |
52.5% |
0.223 |
3.0% |
16% |
False |
False |
655 |
100 |
11.981 |
6.825 |
5.156 |
69.1% |
0.219 |
2.9% |
12% |
False |
False |
632 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8.907 |
2.618 |
8.432 |
1.618 |
8.141 |
1.000 |
7.961 |
0.618 |
7.850 |
HIGH |
7.670 |
0.618 |
7.559 |
0.500 |
7.525 |
0.382 |
7.490 |
LOW |
7.379 |
0.618 |
7.199 |
1.000 |
7.088 |
1.618 |
6.908 |
2.618 |
6.617 |
4.250 |
6.142 |
|
|
Fisher Pivots for day following 06-Nov-2008 |
Pivot |
1 day |
3 day |
R1 |
7.525 |
7.544 |
PP |
7.503 |
7.515 |
S1 |
7.481 |
7.487 |
|