NYMEX Natural Gas Future July 2009
Trading Metrics calculated at close of trading on 13-Nov-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Nov-2008 |
13-Nov-2008 |
Change |
Change % |
Previous Week |
Open |
7.100 |
6.784 |
-0.316 |
-4.5% |
7.102 |
High |
7.105 |
6.928 |
-0.177 |
-2.5% |
7.708 |
Low |
6.810 |
6.640 |
-0.170 |
-2.5% |
7.096 |
Close |
6.868 |
6.853 |
-0.015 |
-0.2% |
7.285 |
Range |
0.295 |
0.288 |
-0.007 |
-2.4% |
0.612 |
ATR |
0.268 |
0.270 |
0.001 |
0.5% |
0.000 |
Volume |
937 |
1,064 |
127 |
13.6% |
4,985 |
|
Daily Pivots for day following 13-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7.671 |
7.550 |
7.011 |
|
R3 |
7.383 |
7.262 |
6.932 |
|
R2 |
7.095 |
7.095 |
6.906 |
|
R1 |
6.974 |
6.974 |
6.879 |
7.035 |
PP |
6.807 |
6.807 |
6.807 |
6.837 |
S1 |
6.686 |
6.686 |
6.827 |
6.747 |
S2 |
6.519 |
6.519 |
6.800 |
|
S3 |
6.231 |
6.398 |
6.774 |
|
S4 |
5.943 |
6.110 |
6.695 |
|
|
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 |
6.640 |
1.030 |
15.0% |
0.251 |
3.7% |
21% |
False |
True |
852 |
10 |
7.708 |
6.640 |
1.068 |
15.6% |
0.253 |
3.7% |
20% |
False |
True |
934 |
20 |
7.708 |
6.640 |
1.068 |
15.6% |
0.228 |
3.3% |
20% |
False |
True |
956 |
40 |
8.598 |
6.640 |
1.958 |
28.6% |
0.208 |
3.0% |
11% |
False |
True |
857 |
60 |
9.240 |
6.640 |
2.600 |
37.9% |
0.216 |
3.2% |
8% |
False |
True |
749 |
80 |
9.739 |
6.640 |
3.099 |
45.2% |
0.220 |
3.2% |
7% |
False |
True |
672 |
100 |
11.981 |
6.640 |
5.341 |
77.9% |
0.224 |
3.3% |
4% |
False |
True |
631 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8.152 |
2.618 |
7.682 |
1.618 |
7.394 |
1.000 |
7.216 |
0.618 |
7.106 |
HIGH |
6.928 |
0.618 |
6.818 |
0.500 |
6.784 |
0.382 |
6.750 |
LOW |
6.640 |
0.618 |
6.462 |
1.000 |
6.352 |
1.618 |
6.174 |
2.618 |
5.886 |
4.250 |
5.416 |
|
|
Fisher Pivots for day following 13-Nov-2008 |
Pivot |
1 day |
3 day |
R1 |
6.830 |
7.040 |
PP |
6.807 |
6.978 |
S1 |
6.784 |
6.915 |
|