NYMEX Natural Gas Future July 2009
| Trading Metrics calculated at close of trading on 21-Nov-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Nov-2008 |
21-Nov-2008 |
Change |
Change % |
Previous Week |
| Open |
6.990 |
6.857 |
-0.133 |
-1.9% |
6.910 |
| High |
6.990 |
6.885 |
-0.105 |
-1.5% |
7.121 |
| Low |
6.691 |
6.721 |
0.030 |
0.4% |
6.691 |
| Close |
6.749 |
6.775 |
0.026 |
0.4% |
6.775 |
| Range |
0.299 |
0.164 |
-0.135 |
-45.2% |
0.430 |
| ATR |
0.258 |
0.252 |
-0.007 |
-2.6% |
0.000 |
| Volume |
1,432 |
1,835 |
403 |
28.1% |
6,233 |
|
| Daily Pivots for day following 21-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7.286 |
7.194 |
6.865 |
|
| R3 |
7.122 |
7.030 |
6.820 |
|
| R2 |
6.958 |
6.958 |
6.805 |
|
| R1 |
6.866 |
6.866 |
6.790 |
6.830 |
| PP |
6.794 |
6.794 |
6.794 |
6.776 |
| S1 |
6.702 |
6.702 |
6.760 |
6.666 |
| S2 |
6.630 |
6.630 |
6.745 |
|
| S3 |
6.466 |
6.538 |
6.730 |
|
| S4 |
6.302 |
6.374 |
6.685 |
|
|
| Weekly Pivots for week ending 21-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8.152 |
7.894 |
7.012 |
|
| R3 |
7.722 |
7.464 |
6.893 |
|
| R2 |
7.292 |
7.292 |
6.854 |
|
| R1 |
7.034 |
7.034 |
6.814 |
6.948 |
| PP |
6.862 |
6.862 |
6.862 |
6.820 |
| S1 |
6.604 |
6.604 |
6.736 |
6.518 |
| S2 |
6.432 |
6.432 |
6.696 |
|
| S3 |
6.002 |
6.174 |
6.657 |
|
| S4 |
5.572 |
5.744 |
6.539 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
7.121 |
6.691 |
0.430 |
6.3% |
0.190 |
2.8% |
20% |
False |
False |
1,246 |
| 10 |
7.670 |
6.640 |
1.030 |
15.2% |
0.236 |
3.5% |
13% |
False |
False |
1,139 |
| 20 |
7.708 |
6.640 |
1.068 |
15.8% |
0.229 |
3.4% |
13% |
False |
False |
1,096 |
| 40 |
8.373 |
6.640 |
1.733 |
25.6% |
0.205 |
3.0% |
8% |
False |
False |
986 |
| 60 |
8.975 |
6.640 |
2.335 |
34.5% |
0.213 |
3.1% |
6% |
False |
False |
849 |
| 80 |
9.739 |
6.640 |
3.099 |
45.7% |
0.214 |
3.2% |
4% |
False |
False |
748 |
| 100 |
11.959 |
6.640 |
5.319 |
78.5% |
0.226 |
3.3% |
3% |
False |
False |
680 |
| 120 |
11.981 |
6.640 |
5.341 |
78.8% |
0.207 |
3.0% |
3% |
False |
False |
643 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7.582 |
|
2.618 |
7.314 |
|
1.618 |
7.150 |
|
1.000 |
7.049 |
|
0.618 |
6.986 |
|
HIGH |
6.885 |
|
0.618 |
6.822 |
|
0.500 |
6.803 |
|
0.382 |
6.784 |
|
LOW |
6.721 |
|
0.618 |
6.620 |
|
1.000 |
6.557 |
|
1.618 |
6.456 |
|
2.618 |
6.292 |
|
4.250 |
6.024 |
|
|
| Fisher Pivots for day following 21-Nov-2008 |
| Pivot |
1 day |
3 day |
| R1 |
6.803 |
6.906 |
| PP |
6.794 |
6.862 |
| S1 |
6.784 |
6.819 |
|