NYMEX Natural Gas Future July 2009
| Trading Metrics calculated at close of trading on 18-Nov-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Nov-2008 |
18-Nov-2008 |
Change |
Change % |
Previous Week |
| Open |
6.910 |
6.996 |
0.086 |
1.2% |
7.567 |
| High |
7.020 |
7.096 |
0.076 |
1.1% |
7.670 |
| Low |
6.892 |
6.901 |
0.009 |
0.1% |
6.640 |
| Close |
6.996 |
6.961 |
-0.035 |
-0.5% |
6.869 |
| Range |
0.128 |
0.195 |
0.067 |
52.3% |
1.030 |
| ATR |
0.259 |
0.255 |
-0.005 |
-1.8% |
0.000 |
| Volume |
674 |
1,094 |
420 |
62.3% |
5,161 |
|
| Daily Pivots for day following 18-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7.571 |
7.461 |
7.068 |
|
| R3 |
7.376 |
7.266 |
7.015 |
|
| R2 |
7.181 |
7.181 |
6.997 |
|
| R1 |
7.071 |
7.071 |
6.979 |
7.029 |
| PP |
6.986 |
6.986 |
6.986 |
6.965 |
| S1 |
6.876 |
6.876 |
6.943 |
6.834 |
| S2 |
6.791 |
6.791 |
6.925 |
|
| S3 |
6.596 |
6.681 |
6.907 |
|
| S4 |
6.401 |
6.486 |
6.854 |
|
|
| 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 |
7.105 |
6.640 |
0.465 |
6.7% |
0.229 |
3.3% |
69% |
False |
False |
1,148 |
| 10 |
7.700 |
6.640 |
1.060 |
15.2% |
0.227 |
3.3% |
30% |
False |
False |
1,018 |
| 20 |
7.708 |
6.640 |
1.068 |
15.3% |
0.223 |
3.2% |
30% |
False |
False |
961 |
| 40 |
8.587 |
6.640 |
1.947 |
28.0% |
0.207 |
3.0% |
16% |
False |
False |
926 |
| 60 |
9.240 |
6.640 |
2.600 |
37.4% |
0.216 |
3.1% |
12% |
False |
False |
795 |
| 80 |
9.739 |
6.640 |
3.099 |
44.5% |
0.213 |
3.1% |
10% |
False |
False |
701 |
| 100 |
11.981 |
6.640 |
5.341 |
76.7% |
0.224 |
3.2% |
6% |
False |
False |
643 |
| 120 |
11.981 |
6.640 |
5.341 |
76.7% |
0.204 |
2.9% |
6% |
False |
False |
614 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7.925 |
|
2.618 |
7.607 |
|
1.618 |
7.412 |
|
1.000 |
7.291 |
|
0.618 |
7.217 |
|
HIGH |
7.096 |
|
0.618 |
7.022 |
|
0.500 |
6.999 |
|
0.382 |
6.975 |
|
LOW |
6.901 |
|
0.618 |
6.780 |
|
1.000 |
6.706 |
|
1.618 |
6.585 |
|
2.618 |
6.390 |
|
4.250 |
6.072 |
|
|
| Fisher Pivots for day following 18-Nov-2008 |
| Pivot |
1 day |
3 day |
| R1 |
6.999 |
6.932 |
| PP |
6.986 |
6.902 |
| S1 |
6.974 |
6.873 |
|