NYMEX Natural Gas Future July 2009
| Trading Metrics calculated at close of trading on 26-Nov-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Nov-2008 |
26-Nov-2008 |
Change |
Change % |
Previous Week |
| Open |
6.912 |
6.675 |
-0.237 |
-3.4% |
6.910 |
| High |
6.912 |
7.106 |
0.194 |
2.8% |
7.121 |
| Low |
6.636 |
6.662 |
0.026 |
0.4% |
6.691 |
| Close |
6.680 |
7.051 |
0.371 |
5.6% |
6.775 |
| Range |
0.276 |
0.444 |
0.168 |
60.9% |
0.430 |
| ATR |
0.261 |
0.274 |
0.013 |
5.0% |
0.000 |
| Volume |
1,440 |
1,442 |
2 |
0.1% |
6,233 |
|
| Daily Pivots for day following 26-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8.272 |
8.105 |
7.295 |
|
| R3 |
7.828 |
7.661 |
7.173 |
|
| R2 |
7.384 |
7.384 |
7.132 |
|
| R1 |
7.217 |
7.217 |
7.092 |
7.301 |
| PP |
6.940 |
6.940 |
6.940 |
6.981 |
| S1 |
6.773 |
6.773 |
7.010 |
6.857 |
| S2 |
6.496 |
6.496 |
6.970 |
|
| S3 |
6.052 |
6.329 |
6.929 |
|
| S4 |
5.608 |
5.885 |
6.807 |
|
|
| 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 |
7.106 |
6.636 |
0.470 |
6.7% |
0.272 |
3.9% |
88% |
True |
False |
1,390 |
| 10 |
7.121 |
6.636 |
0.485 |
6.9% |
0.237 |
3.4% |
86% |
False |
False |
1,295 |
| 20 |
7.708 |
6.636 |
1.072 |
15.2% |
0.248 |
3.5% |
39% |
False |
False |
1,109 |
| 40 |
8.300 |
6.636 |
1.664 |
23.6% |
0.213 |
3.0% |
25% |
False |
False |
1,038 |
| 60 |
8.626 |
6.636 |
1.990 |
28.2% |
0.217 |
3.1% |
21% |
False |
False |
883 |
| 80 |
9.390 |
6.636 |
2.754 |
39.1% |
0.215 |
3.0% |
15% |
False |
False |
778 |
| 100 |
11.460 |
6.636 |
4.824 |
68.4% |
0.229 |
3.2% |
9% |
False |
False |
712 |
| 120 |
11.981 |
6.636 |
5.345 |
75.8% |
0.212 |
3.0% |
8% |
False |
False |
671 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
8.993 |
|
2.618 |
8.268 |
|
1.618 |
7.824 |
|
1.000 |
7.550 |
|
0.618 |
7.380 |
|
HIGH |
7.106 |
|
0.618 |
6.936 |
|
0.500 |
6.884 |
|
0.382 |
6.832 |
|
LOW |
6.662 |
|
0.618 |
6.388 |
|
1.000 |
6.218 |
|
1.618 |
5.944 |
|
2.618 |
5.500 |
|
4.250 |
4.775 |
|
|
| Fisher Pivots for day following 26-Nov-2008 |
| Pivot |
1 day |
3 day |
| R1 |
6.995 |
6.991 |
| PP |
6.940 |
6.931 |
| S1 |
6.884 |
6.871 |
|