NYMEX Natural Gas Future July 2009
Trading Metrics calculated at close of trading on 19-Nov-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Nov-2008 |
19-Nov-2008 |
Change |
Change % |
Previous Week |
Open |
6.996 |
6.958 |
-0.038 |
-0.5% |
7.567 |
High |
7.096 |
7.121 |
0.025 |
0.4% |
7.670 |
Low |
6.901 |
6.958 |
0.057 |
0.8% |
6.640 |
Close |
6.961 |
7.086 |
0.125 |
1.8% |
6.869 |
Range |
0.195 |
0.163 |
-0.032 |
-16.4% |
1.030 |
ATR |
0.255 |
0.248 |
-0.007 |
-2.6% |
0.000 |
Volume |
1,094 |
1,198 |
104 |
9.5% |
5,161 |
|
Daily Pivots for day following 19-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7.544 |
7.478 |
7.176 |
|
R3 |
7.381 |
7.315 |
7.131 |
|
R2 |
7.218 |
7.218 |
7.116 |
|
R1 |
7.152 |
7.152 |
7.101 |
7.185 |
PP |
7.055 |
7.055 |
7.055 |
7.072 |
S1 |
6.989 |
6.989 |
7.071 |
7.022 |
S2 |
6.892 |
6.892 |
7.056 |
|
S3 |
6.729 |
6.826 |
7.041 |
|
S4 |
6.566 |
6.663 |
6.996 |
|
|
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 |
7.121 |
6.640 |
0.481 |
6.8% |
0.202 |
2.9% |
93% |
True |
False |
1,200 |
10 |
7.670 |
6.640 |
1.030 |
14.5% |
0.227 |
3.2% |
43% |
False |
False |
1,003 |
20 |
7.708 |
6.640 |
1.068 |
15.1% |
0.224 |
3.2% |
42% |
False |
False |
976 |
40 |
8.587 |
6.640 |
1.947 |
27.5% |
0.206 |
2.9% |
23% |
False |
False |
923 |
60 |
9.240 |
6.640 |
2.600 |
36.7% |
0.217 |
3.1% |
17% |
False |
False |
810 |
80 |
9.739 |
6.640 |
3.099 |
43.7% |
0.214 |
3.0% |
14% |
False |
False |
714 |
100 |
11.981 |
6.640 |
5.341 |
75.4% |
0.225 |
3.2% |
8% |
False |
False |
653 |
120 |
11.981 |
6.640 |
5.341 |
75.4% |
0.205 |
2.9% |
8% |
False |
False |
624 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7.814 |
2.618 |
7.548 |
1.618 |
7.385 |
1.000 |
7.284 |
0.618 |
7.222 |
HIGH |
7.121 |
0.618 |
7.059 |
0.500 |
7.040 |
0.382 |
7.020 |
LOW |
6.958 |
0.618 |
6.857 |
1.000 |
6.795 |
1.618 |
6.694 |
2.618 |
6.531 |
4.250 |
6.265 |
|
|
Fisher Pivots for day following 19-Nov-2008 |
Pivot |
1 day |
3 day |
R1 |
7.071 |
7.060 |
PP |
7.055 |
7.033 |
S1 |
7.040 |
7.007 |
|