NYMEX Natural Gas Future July 2009
Trading Metrics calculated at close of trading on 28-Nov-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Nov-2008 |
28-Nov-2008 |
Change |
Change % |
Previous Week |
Open |
6.675 |
6.770 |
0.095 |
1.4% |
6.915 |
High |
7.106 |
6.820 |
-0.286 |
-4.0% |
7.106 |
Low |
6.662 |
6.583 |
-0.079 |
-1.2% |
6.583 |
Close |
7.051 |
6.803 |
-0.248 |
-3.5% |
6.803 |
Range |
0.444 |
0.237 |
-0.207 |
-46.6% |
0.523 |
ATR |
0.274 |
0.288 |
0.014 |
5.0% |
0.000 |
Volume |
1,442 |
1,021 |
-421 |
-29.2% |
4,708 |
|
Daily Pivots for day following 28-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7.446 |
7.362 |
6.933 |
|
R3 |
7.209 |
7.125 |
6.868 |
|
R2 |
6.972 |
6.972 |
6.846 |
|
R1 |
6.888 |
6.888 |
6.825 |
6.930 |
PP |
6.735 |
6.735 |
6.735 |
6.757 |
S1 |
6.651 |
6.651 |
6.781 |
6.693 |
S2 |
6.498 |
6.498 |
6.760 |
|
S3 |
6.261 |
6.414 |
6.738 |
|
S4 |
6.024 |
6.177 |
6.673 |
|
|
Weekly Pivots for week ending 28-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8.400 |
8.124 |
7.091 |
|
R3 |
7.877 |
7.601 |
6.947 |
|
R2 |
7.354 |
7.354 |
6.899 |
|
R1 |
7.078 |
7.078 |
6.851 |
6.955 |
PP |
6.831 |
6.831 |
6.831 |
6.769 |
S1 |
6.555 |
6.555 |
6.755 |
6.432 |
S2 |
6.308 |
6.308 |
6.707 |
|
S3 |
5.785 |
6.032 |
6.659 |
|
S4 |
5.262 |
5.509 |
6.515 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7.106 |
6.583 |
0.523 |
7.7% |
0.260 |
3.8% |
42% |
False |
True |
1,308 |
10 |
7.121 |
6.583 |
0.538 |
7.9% |
0.232 |
3.4% |
41% |
False |
True |
1,291 |
20 |
7.708 |
6.583 |
1.125 |
16.5% |
0.243 |
3.6% |
20% |
False |
True |
1,113 |
40 |
8.072 |
6.583 |
1.489 |
21.9% |
0.213 |
3.1% |
15% |
False |
True |
1,039 |
60 |
8.626 |
6.583 |
2.043 |
30.0% |
0.217 |
3.2% |
11% |
False |
True |
887 |
80 |
9.390 |
6.583 |
2.807 |
41.3% |
0.216 |
3.2% |
8% |
False |
True |
788 |
100 |
11.460 |
6.583 |
4.877 |
71.7% |
0.229 |
3.4% |
5% |
False |
True |
714 |
120 |
11.981 |
6.583 |
5.398 |
79.3% |
0.214 |
3.1% |
4% |
False |
True |
675 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7.827 |
2.618 |
7.440 |
1.618 |
7.203 |
1.000 |
7.057 |
0.618 |
6.966 |
HIGH |
6.820 |
0.618 |
6.729 |
0.500 |
6.702 |
0.382 |
6.674 |
LOW |
6.583 |
0.618 |
6.437 |
1.000 |
6.346 |
1.618 |
6.200 |
2.618 |
5.963 |
4.250 |
5.576 |
|
|
Fisher Pivots for day following 28-Nov-2008 |
Pivot |
1 day |
3 day |
R1 |
6.769 |
6.845 |
PP |
6.735 |
6.831 |
S1 |
6.702 |
6.817 |
|