NYMEX Natural Gas Future July 2009
Trading Metrics calculated at close of trading on 12-Nov-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Nov-2008 |
12-Nov-2008 |
Change |
Change % |
Previous Week |
Open |
7.440 |
7.100 |
-0.340 |
-4.6% |
7.102 |
High |
7.440 |
7.105 |
-0.335 |
-4.5% |
7.708 |
Low |
7.104 |
6.810 |
-0.294 |
-4.1% |
7.096 |
Close |
7.129 |
6.868 |
-0.261 |
-3.7% |
7.285 |
Range |
0.336 |
0.295 |
-0.041 |
-12.2% |
0.612 |
ATR |
0.264 |
0.268 |
0.004 |
1.5% |
0.000 |
Volume |
875 |
937 |
62 |
7.1% |
4,985 |
|
Daily Pivots for day following 12-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7.813 |
7.635 |
7.030 |
|
R3 |
7.518 |
7.340 |
6.949 |
|
R2 |
7.223 |
7.223 |
6.922 |
|
R1 |
7.045 |
7.045 |
6.895 |
6.987 |
PP |
6.928 |
6.928 |
6.928 |
6.898 |
S1 |
6.750 |
6.750 |
6.841 |
6.692 |
S2 |
6.633 |
6.633 |
6.814 |
|
S3 |
6.338 |
6.455 |
6.787 |
|
S4 |
6.043 |
6.160 |
6.706 |
|
|
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 |
7.670 |
6.810 |
0.860 |
12.5% |
0.252 |
3.7% |
7% |
False |
True |
806 |
10 |
7.708 |
6.810 |
0.898 |
13.1% |
0.258 |
3.8% |
6% |
False |
True |
922 |
20 |
7.708 |
6.810 |
0.898 |
13.1% |
0.220 |
3.2% |
6% |
False |
True |
934 |
40 |
8.598 |
6.810 |
1.788 |
26.0% |
0.210 |
3.1% |
3% |
False |
True |
871 |
60 |
9.240 |
6.810 |
2.430 |
35.4% |
0.213 |
3.1% |
2% |
False |
True |
757 |
80 |
10.025 |
6.810 |
3.215 |
46.8% |
0.222 |
3.2% |
2% |
False |
True |
668 |
100 |
11.981 |
6.810 |
5.171 |
75.3% |
0.222 |
3.2% |
1% |
False |
True |
622 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8.359 |
2.618 |
7.877 |
1.618 |
7.582 |
1.000 |
7.400 |
0.618 |
7.287 |
HIGH |
7.105 |
0.618 |
6.992 |
0.500 |
6.958 |
0.382 |
6.923 |
LOW |
6.810 |
0.618 |
6.628 |
1.000 |
6.515 |
1.618 |
6.333 |
2.618 |
6.038 |
4.250 |
5.556 |
|
|
Fisher Pivots for day following 12-Nov-2008 |
Pivot |
1 day |
3 day |
R1 |
6.958 |
7.240 |
PP |
6.928 |
7.116 |
S1 |
6.898 |
6.992 |
|