NYMEX Natural Gas Future July 2009
| Trading Metrics calculated at close of trading on 20-Nov-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Nov-2008 |
20-Nov-2008 |
Change |
Change % |
Previous Week |
| Open |
6.958 |
6.990 |
0.032 |
0.5% |
7.567 |
| High |
7.121 |
6.990 |
-0.131 |
-1.8% |
7.670 |
| Low |
6.958 |
6.691 |
-0.267 |
-3.8% |
6.640 |
| Close |
7.086 |
6.749 |
-0.337 |
-4.8% |
6.869 |
| Range |
0.163 |
0.299 |
0.136 |
83.4% |
1.030 |
| ATR |
0.248 |
0.258 |
0.011 |
4.2% |
0.000 |
| Volume |
1,198 |
1,432 |
234 |
19.5% |
5,161 |
|
| Daily Pivots for day following 20-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7.707 |
7.527 |
6.913 |
|
| R3 |
7.408 |
7.228 |
6.831 |
|
| R2 |
7.109 |
7.109 |
6.804 |
|
| R1 |
6.929 |
6.929 |
6.776 |
6.870 |
| PP |
6.810 |
6.810 |
6.810 |
6.780 |
| S1 |
6.630 |
6.630 |
6.722 |
6.571 |
| S2 |
6.511 |
6.511 |
6.694 |
|
| S3 |
6.212 |
6.331 |
6.667 |
|
| S4 |
5.913 |
6.032 |
6.585 |
|
|
| 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 |
6.650 |
0.471 |
7.0% |
0.204 |
3.0% |
21% |
False |
False |
1,274 |
| 10 |
7.670 |
6.640 |
1.030 |
15.3% |
0.228 |
3.4% |
11% |
False |
False |
1,063 |
| 20 |
7.708 |
6.640 |
1.068 |
15.8% |
0.228 |
3.4% |
10% |
False |
False |
1,035 |
| 40 |
8.407 |
6.640 |
1.767 |
26.2% |
0.206 |
3.1% |
6% |
False |
False |
946 |
| 60 |
9.110 |
6.640 |
2.470 |
36.6% |
0.219 |
3.2% |
4% |
False |
False |
828 |
| 80 |
9.739 |
6.640 |
3.099 |
45.9% |
0.213 |
3.2% |
4% |
False |
False |
729 |
| 100 |
11.959 |
6.640 |
5.319 |
78.8% |
0.226 |
3.3% |
2% |
False |
False |
665 |
| 120 |
11.981 |
6.640 |
5.341 |
79.1% |
0.206 |
3.0% |
2% |
False |
False |
635 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
8.261 |
|
2.618 |
7.773 |
|
1.618 |
7.474 |
|
1.000 |
7.289 |
|
0.618 |
7.175 |
|
HIGH |
6.990 |
|
0.618 |
6.876 |
|
0.500 |
6.841 |
|
0.382 |
6.805 |
|
LOW |
6.691 |
|
0.618 |
6.506 |
|
1.000 |
6.392 |
|
1.618 |
6.207 |
|
2.618 |
5.908 |
|
4.250 |
5.420 |
|
|
| Fisher Pivots for day following 20-Nov-2008 |
| Pivot |
1 day |
3 day |
| R1 |
6.841 |
6.906 |
| PP |
6.810 |
6.854 |
| S1 |
6.780 |
6.801 |
|