NYMEX Natural Gas Future July 2009
Trading Metrics calculated at close of trading on 10-Nov-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Nov-2008 |
10-Nov-2008 |
Change |
Change % |
Previous Week |
Open |
7.295 |
7.567 |
0.272 |
3.7% |
7.102 |
High |
7.353 |
7.670 |
0.317 |
4.3% |
7.708 |
Low |
7.265 |
7.420 |
0.155 |
2.1% |
7.096 |
Close |
7.285 |
7.570 |
0.285 |
3.9% |
7.285 |
Range |
0.088 |
0.250 |
0.162 |
184.1% |
0.612 |
ATR |
0.239 |
0.249 |
0.010 |
4.4% |
0.000 |
Volume |
1,073 |
311 |
-762 |
-71.0% |
4,985 |
|
Daily Pivots for day following 10-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8.303 |
8.187 |
7.708 |
|
R3 |
8.053 |
7.937 |
7.639 |
|
R2 |
7.803 |
7.803 |
7.616 |
|
R1 |
7.687 |
7.687 |
7.593 |
7.745 |
PP |
7.553 |
7.553 |
7.553 |
7.583 |
S1 |
7.437 |
7.437 |
7.547 |
7.495 |
S2 |
7.303 |
7.303 |
7.524 |
|
S3 |
7.053 |
7.187 |
7.501 |
|
S4 |
6.803 |
6.937 |
7.433 |
|
|
Weekly Pivots for week ending 07-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9.199 |
8.854 |
7.622 |
|
R3 |
8.587 |
8.242 |
7.453 |
|
R2 |
7.975 |
7.975 |
7.397 |
|
R1 |
7.630 |
7.630 |
7.341 |
7.803 |
PP |
7.363 |
7.363 |
7.363 |
7.449 |
S1 |
7.018 |
7.018 |
7.229 |
7.191 |
S2 |
6.751 |
6.751 |
7.173 |
|
S3 |
6.139 |
6.406 |
7.117 |
|
S4 |
5.527 |
5.794 |
6.948 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7.708 |
7.265 |
0.443 |
5.9% |
0.213 |
2.8% |
69% |
False |
False |
915 |
10 |
7.708 |
6.884 |
0.824 |
10.9% |
0.233 |
3.1% |
83% |
False |
False |
907 |
20 |
7.708 |
6.825 |
0.883 |
11.7% |
0.203 |
2.7% |
84% |
False |
False |
924 |
40 |
8.598 |
6.825 |
1.773 |
23.4% |
0.205 |
2.7% |
42% |
False |
False |
848 |
60 |
9.240 |
6.825 |
2.415 |
31.9% |
0.208 |
2.7% |
31% |
False |
False |
733 |
80 |
10.195 |
6.825 |
3.370 |
44.5% |
0.218 |
2.9% |
22% |
False |
False |
653 |
100 |
11.981 |
6.825 |
5.156 |
68.1% |
0.218 |
2.9% |
14% |
False |
False |
626 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8.733 |
2.618 |
8.325 |
1.618 |
8.075 |
1.000 |
7.920 |
0.618 |
7.825 |
HIGH |
7.670 |
0.618 |
7.575 |
0.500 |
7.545 |
0.382 |
7.516 |
LOW |
7.420 |
0.618 |
7.266 |
1.000 |
7.170 |
1.618 |
7.016 |
2.618 |
6.766 |
4.250 |
6.358 |
|
|
Fisher Pivots for day following 10-Nov-2008 |
Pivot |
1 day |
3 day |
R1 |
7.562 |
7.536 |
PP |
7.553 |
7.502 |
S1 |
7.545 |
7.468 |
|