NYMEX Natural Gas Future July 2009
Trading Metrics calculated at close of trading on 11-Nov-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Nov-2008 |
11-Nov-2008 |
Change |
Change % |
Previous Week |
Open |
7.567 |
7.440 |
-0.127 |
-1.7% |
7.102 |
High |
7.670 |
7.440 |
-0.230 |
-3.0% |
7.708 |
Low |
7.420 |
7.104 |
-0.316 |
-4.3% |
7.096 |
Close |
7.570 |
7.129 |
-0.441 |
-5.8% |
7.285 |
Range |
0.250 |
0.336 |
0.086 |
34.4% |
0.612 |
ATR |
0.249 |
0.264 |
0.016 |
6.2% |
0.000 |
Volume |
311 |
875 |
564 |
181.4% |
4,985 |
|
Daily Pivots for day following 11-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8.232 |
8.017 |
7.314 |
|
R3 |
7.896 |
7.681 |
7.221 |
|
R2 |
7.560 |
7.560 |
7.191 |
|
R1 |
7.345 |
7.345 |
7.160 |
7.285 |
PP |
7.224 |
7.224 |
7.224 |
7.194 |
S1 |
7.009 |
7.009 |
7.098 |
6.949 |
S2 |
6.888 |
6.888 |
7.067 |
|
S3 |
6.552 |
6.673 |
7.037 |
|
S4 |
6.216 |
6.337 |
6.944 |
|
|
Weekly Pivots for week ending 07-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9.199 |
8.854 |
7.622 |
|
R3 |
8.587 |
8.242 |
7.453 |
|
R2 |
7.975 |
7.975 |
7.397 |
|
R1 |
7.630 |
7.630 |
7.341 |
7.803 |
PP |
7.363 |
7.363 |
7.363 |
7.449 |
S1 |
7.018 |
7.018 |
7.229 |
7.191 |
S2 |
6.751 |
6.751 |
7.173 |
|
S3 |
6.139 |
6.406 |
7.117 |
|
S4 |
5.527 |
5.794 |
6.948 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7.700 |
7.104 |
0.596 |
8.4% |
0.225 |
3.2% |
4% |
False |
True |
887 |
10 |
7.708 |
6.969 |
0.739 |
10.4% |
0.249 |
3.5% |
22% |
False |
False |
909 |
20 |
7.708 |
6.825 |
0.883 |
12.4% |
0.212 |
3.0% |
34% |
False |
False |
939 |
40 |
8.598 |
6.825 |
1.773 |
24.9% |
0.210 |
2.9% |
17% |
False |
False |
858 |
60 |
9.240 |
6.825 |
2.415 |
33.9% |
0.211 |
3.0% |
13% |
False |
False |
745 |
80 |
10.025 |
6.825 |
3.200 |
44.9% |
0.221 |
3.1% |
10% |
False |
False |
659 |
100 |
11.981 |
6.825 |
5.156 |
72.3% |
0.221 |
3.1% |
6% |
False |
False |
629 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8.868 |
2.618 |
8.320 |
1.618 |
7.984 |
1.000 |
7.776 |
0.618 |
7.648 |
HIGH |
7.440 |
0.618 |
7.312 |
0.500 |
7.272 |
0.382 |
7.232 |
LOW |
7.104 |
0.618 |
6.896 |
1.000 |
6.768 |
1.618 |
6.560 |
2.618 |
6.224 |
4.250 |
5.676 |
|
|
Fisher Pivots for day following 11-Nov-2008 |
Pivot |
1 day |
3 day |
R1 |
7.272 |
7.387 |
PP |
7.224 |
7.301 |
S1 |
7.177 |
7.215 |
|