NYMEX Natural Gas Future July 2009
| Trading Metrics calculated at close of trading on 14-Nov-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Nov-2008 |
14-Nov-2008 |
Change |
Change % |
Previous Week |
| Open |
6.784 |
6.887 |
0.103 |
1.5% |
7.567 |
| High |
6.928 |
6.887 |
-0.041 |
-0.6% |
7.670 |
| Low |
6.640 |
6.650 |
0.010 |
0.2% |
6.640 |
| Close |
6.853 |
6.869 |
0.016 |
0.2% |
6.869 |
| Range |
0.288 |
0.237 |
-0.051 |
-17.7% |
1.030 |
| ATR |
0.270 |
0.267 |
-0.002 |
-0.9% |
0.000 |
| Volume |
1,064 |
1,974 |
910 |
85.5% |
5,161 |
|
| Daily Pivots for day following 14-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7.513 |
7.428 |
6.999 |
|
| R3 |
7.276 |
7.191 |
6.934 |
|
| R2 |
7.039 |
7.039 |
6.912 |
|
| R1 |
6.954 |
6.954 |
6.891 |
6.878 |
| PP |
6.802 |
6.802 |
6.802 |
6.764 |
| S1 |
6.717 |
6.717 |
6.847 |
6.641 |
| S2 |
6.565 |
6.565 |
6.826 |
|
| S3 |
6.328 |
6.480 |
6.804 |
|
| S4 |
6.091 |
6.243 |
6.739 |
|
|
| Weekly Pivots for week ending 14-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10.150 |
9.539 |
7.436 |
|
| R3 |
9.120 |
8.509 |
7.152 |
|
| R2 |
8.090 |
8.090 |
7.058 |
|
| R1 |
7.479 |
7.479 |
6.963 |
7.270 |
| PP |
7.060 |
7.060 |
7.060 |
6.955 |
| S1 |
6.449 |
6.449 |
6.775 |
6.240 |
| S2 |
6.030 |
6.030 |
6.680 |
|
| S3 |
5.000 |
5.419 |
6.586 |
|
| S4 |
3.970 |
4.389 |
6.303 |
|
|
| 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% |
0.281 |
4.1% |
22% |
False |
False |
1,032 |
| 10 |
7.708 |
6.640 |
1.068 |
15.5% |
0.245 |
3.6% |
21% |
False |
False |
1,014 |
| 20 |
7.708 |
6.640 |
1.068 |
15.5% |
0.231 |
3.4% |
21% |
False |
False |
978 |
| 40 |
8.598 |
6.640 |
1.958 |
28.5% |
0.210 |
3.1% |
12% |
False |
False |
894 |
| 60 |
9.240 |
6.640 |
2.600 |
37.9% |
0.217 |
3.2% |
9% |
False |
False |
779 |
| 80 |
9.739 |
6.640 |
3.099 |
45.1% |
0.215 |
3.1% |
7% |
False |
False |
690 |
| 100 |
11.981 |
6.640 |
5.341 |
77.8% |
0.223 |
3.2% |
4% |
False |
False |
636 |
| 120 |
11.981 |
6.640 |
5.341 |
77.8% |
0.202 |
2.9% |
4% |
False |
False |
609 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7.894 |
|
2.618 |
7.507 |
|
1.618 |
7.270 |
|
1.000 |
7.124 |
|
0.618 |
7.033 |
|
HIGH |
6.887 |
|
0.618 |
6.796 |
|
0.500 |
6.769 |
|
0.382 |
6.741 |
|
LOW |
6.650 |
|
0.618 |
6.504 |
|
1.000 |
6.413 |
|
1.618 |
6.267 |
|
2.618 |
6.030 |
|
4.250 |
5.643 |
|
|
| Fisher Pivots for day following 14-Nov-2008 |
| Pivot |
1 day |
3 day |
| R1 |
6.836 |
6.873 |
| PP |
6.802 |
6.871 |
| S1 |
6.769 |
6.870 |
|