NYMEX Natural Gas Future June 2009
| Trading Metrics calculated at close of trading on 14-Nov-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Nov-2008 |
14-Nov-2008 |
Change |
Change % |
Previous Week |
| Open |
6.675 |
6.753 |
0.078 |
1.2% |
7.495 |
| High |
6.816 |
6.759 |
-0.057 |
-0.8% |
7.532 |
| Low |
6.500 |
6.537 |
0.037 |
0.6% |
6.500 |
| Close |
6.720 |
6.734 |
0.014 |
0.2% |
6.734 |
| Range |
0.316 |
0.222 |
-0.094 |
-29.7% |
1.032 |
| ATR |
0.280 |
0.276 |
-0.004 |
-1.5% |
0.000 |
| Volume |
1,171 |
1,604 |
433 |
37.0% |
5,103 |
|
| Daily Pivots for day following 14-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7.343 |
7.260 |
6.856 |
|
| R3 |
7.121 |
7.038 |
6.795 |
|
| R2 |
6.899 |
6.899 |
6.775 |
|
| R1 |
6.816 |
6.816 |
6.754 |
6.747 |
| PP |
6.677 |
6.677 |
6.677 |
6.642 |
| S1 |
6.594 |
6.594 |
6.714 |
6.525 |
| S2 |
6.455 |
6.455 |
6.693 |
|
| S3 |
6.233 |
6.372 |
6.673 |
|
| S4 |
6.011 |
6.150 |
6.612 |
|
|
| Weekly Pivots for week ending 14-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10.018 |
9.408 |
7.302 |
|
| R3 |
8.986 |
8.376 |
7.018 |
|
| R2 |
7.954 |
7.954 |
6.923 |
|
| R1 |
7.344 |
7.344 |
6.829 |
7.133 |
| PP |
6.922 |
6.922 |
6.922 |
6.817 |
| S1 |
6.312 |
6.312 |
6.639 |
6.101 |
| S2 |
5.890 |
5.890 |
6.545 |
|
| S3 |
4.858 |
5.280 |
6.450 |
|
| S4 |
3.826 |
4.248 |
6.166 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
7.532 |
6.500 |
1.032 |
15.3% |
0.297 |
4.4% |
23% |
False |
False |
1,020 |
| 10 |
7.599 |
6.500 |
1.099 |
16.3% |
0.265 |
3.9% |
21% |
False |
False |
1,121 |
| 20 |
7.599 |
6.500 |
1.099 |
16.3% |
0.248 |
3.7% |
21% |
False |
False |
1,135 |
| 40 |
8.510 |
6.500 |
2.010 |
29.8% |
0.222 |
3.3% |
12% |
False |
False |
1,088 |
| 60 |
9.114 |
6.500 |
2.614 |
38.8% |
0.229 |
3.4% |
9% |
False |
False |
915 |
| 80 |
9.637 |
6.500 |
3.137 |
46.6% |
0.224 |
3.3% |
7% |
False |
False |
849 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7.703 |
|
2.618 |
7.340 |
|
1.618 |
7.118 |
|
1.000 |
6.981 |
|
0.618 |
6.896 |
|
HIGH |
6.759 |
|
0.618 |
6.674 |
|
0.500 |
6.648 |
|
0.382 |
6.622 |
|
LOW |
6.537 |
|
0.618 |
6.400 |
|
1.000 |
6.315 |
|
1.618 |
6.178 |
|
2.618 |
5.956 |
|
4.250 |
5.594 |
|
|
| Fisher Pivots for day following 14-Nov-2008 |
| Pivot |
1 day |
3 day |
| R1 |
6.705 |
6.764 |
| PP |
6.677 |
6.754 |
| S1 |
6.648 |
6.744 |
|