NYMEX Natural Gas Future July 2009
| Trading Metrics calculated at close of trading on 17-Nov-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Nov-2008 |
17-Nov-2008 |
Change |
Change % |
Previous Week |
| Open |
6.887 |
6.910 |
0.023 |
0.3% |
7.567 |
| High |
6.887 |
7.020 |
0.133 |
1.9% |
7.670 |
| Low |
6.650 |
6.892 |
0.242 |
3.6% |
6.640 |
| Close |
6.869 |
6.996 |
0.127 |
1.8% |
6.869 |
| Range |
0.237 |
0.128 |
-0.109 |
-46.0% |
1.030 |
| ATR |
0.267 |
0.259 |
-0.008 |
-3.1% |
0.000 |
| Volume |
1,974 |
674 |
-1,300 |
-65.9% |
5,161 |
|
| Daily Pivots for day following 17-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7.353 |
7.303 |
7.066 |
|
| R3 |
7.225 |
7.175 |
7.031 |
|
| R2 |
7.097 |
7.097 |
7.019 |
|
| R1 |
7.047 |
7.047 |
7.008 |
7.072 |
| PP |
6.969 |
6.969 |
6.969 |
6.982 |
| S1 |
6.919 |
6.919 |
6.984 |
6.944 |
| S2 |
6.841 |
6.841 |
6.973 |
|
| S3 |
6.713 |
6.791 |
6.961 |
|
| S4 |
6.585 |
6.663 |
6.926 |
|
|
| 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 |
7.440 |
6.640 |
0.800 |
11.4% |
0.257 |
3.7% |
45% |
False |
False |
1,104 |
| 10 |
7.708 |
6.640 |
1.068 |
15.3% |
0.235 |
3.4% |
33% |
False |
False |
1,009 |
| 20 |
7.708 |
6.640 |
1.068 |
15.3% |
0.224 |
3.2% |
33% |
False |
False |
957 |
| 40 |
8.598 |
6.640 |
1.958 |
28.0% |
0.207 |
3.0% |
18% |
False |
False |
905 |
| 60 |
9.240 |
6.640 |
2.600 |
37.2% |
0.216 |
3.1% |
14% |
False |
False |
786 |
| 80 |
9.739 |
6.640 |
3.099 |
44.3% |
0.212 |
3.0% |
11% |
False |
False |
691 |
| 100 |
11.981 |
6.640 |
5.341 |
76.3% |
0.223 |
3.2% |
7% |
False |
False |
639 |
| 120 |
11.981 |
6.640 |
5.341 |
76.3% |
0.202 |
2.9% |
7% |
False |
False |
605 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7.564 |
|
2.618 |
7.355 |
|
1.618 |
7.227 |
|
1.000 |
7.148 |
|
0.618 |
7.099 |
|
HIGH |
7.020 |
|
0.618 |
6.971 |
|
0.500 |
6.956 |
|
0.382 |
6.941 |
|
LOW |
6.892 |
|
0.618 |
6.813 |
|
1.000 |
6.764 |
|
1.618 |
6.685 |
|
2.618 |
6.557 |
|
4.250 |
6.348 |
|
|
| Fisher Pivots for day following 17-Nov-2008 |
| Pivot |
1 day |
3 day |
| R1 |
6.983 |
6.941 |
| PP |
6.969 |
6.885 |
| S1 |
6.956 |
6.830 |
|