NYMEX Natural Gas Future July 2009
| Trading Metrics calculated at close of trading on 24-Nov-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Nov-2008 |
24-Nov-2008 |
Change |
Change % |
Previous Week |
| Open |
6.857 |
6.915 |
0.058 |
0.8% |
6.910 |
| High |
6.885 |
7.027 |
0.142 |
2.1% |
7.121 |
| Low |
6.721 |
6.850 |
0.129 |
1.9% |
6.691 |
| Close |
6.775 |
7.020 |
0.245 |
3.6% |
6.775 |
| Range |
0.164 |
0.177 |
0.013 |
7.9% |
0.430 |
| ATR |
0.252 |
0.252 |
0.000 |
0.0% |
0.000 |
| Volume |
1,835 |
805 |
-1,030 |
-56.1% |
6,233 |
|
| Daily Pivots for day following 24-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7.497 |
7.435 |
7.117 |
|
| R3 |
7.320 |
7.258 |
7.069 |
|
| R2 |
7.143 |
7.143 |
7.052 |
|
| R1 |
7.081 |
7.081 |
7.036 |
7.112 |
| PP |
6.966 |
6.966 |
6.966 |
6.981 |
| S1 |
6.904 |
6.904 |
7.004 |
6.935 |
| S2 |
6.789 |
6.789 |
6.988 |
|
| S3 |
6.612 |
6.727 |
6.971 |
|
| S4 |
6.435 |
6.550 |
6.923 |
|
|
| 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 |
6.1% |
0.200 |
2.8% |
77% |
False |
False |
1,272 |
| 10 |
7.440 |
6.640 |
0.800 |
11.4% |
0.228 |
3.3% |
48% |
False |
False |
1,188 |
| 20 |
7.708 |
6.640 |
1.068 |
15.2% |
0.231 |
3.3% |
36% |
False |
False |
1,047 |
| 40 |
8.373 |
6.640 |
1.733 |
24.7% |
0.205 |
2.9% |
22% |
False |
False |
993 |
| 60 |
8.626 |
6.640 |
1.986 |
28.3% |
0.212 |
3.0% |
19% |
False |
False |
851 |
| 80 |
9.619 |
6.640 |
2.979 |
42.4% |
0.214 |
3.0% |
13% |
False |
False |
756 |
| 100 |
11.959 |
6.640 |
5.319 |
75.8% |
0.227 |
3.2% |
7% |
False |
False |
686 |
| 120 |
11.981 |
6.640 |
5.341 |
76.1% |
0.208 |
3.0% |
7% |
False |
False |
650 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7.779 |
|
2.618 |
7.490 |
|
1.618 |
7.313 |
|
1.000 |
7.204 |
|
0.618 |
7.136 |
|
HIGH |
7.027 |
|
0.618 |
6.959 |
|
0.500 |
6.939 |
|
0.382 |
6.918 |
|
LOW |
6.850 |
|
0.618 |
6.741 |
|
1.000 |
6.673 |
|
1.618 |
6.564 |
|
2.618 |
6.387 |
|
4.250 |
6.098 |
|
|
| Fisher Pivots for day following 24-Nov-2008 |
| Pivot |
1 day |
3 day |
| R1 |
6.993 |
6.966 |
| PP |
6.966 |
6.913 |
| S1 |
6.939 |
6.859 |
|