NYMEX Natural Gas Future June 2009
| Trading Metrics calculated at close of trading on 17-Nov-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Nov-2008 |
17-Nov-2008 |
Change |
Change % |
Previous Week |
| Open |
6.753 |
6.710 |
-0.043 |
-0.6% |
7.495 |
| High |
6.759 |
6.902 |
0.143 |
2.1% |
7.532 |
| Low |
6.537 |
6.710 |
0.173 |
2.6% |
6.500 |
| Close |
6.734 |
6.866 |
0.132 |
2.0% |
6.734 |
| Range |
0.222 |
0.192 |
-0.030 |
-13.5% |
1.032 |
| ATR |
0.276 |
0.270 |
-0.006 |
-2.2% |
0.000 |
| Volume |
1,604 |
773 |
-831 |
-51.8% |
5,103 |
|
| Daily Pivots for day following 17-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7.402 |
7.326 |
6.972 |
|
| R3 |
7.210 |
7.134 |
6.919 |
|
| R2 |
7.018 |
7.018 |
6.901 |
|
| R1 |
6.942 |
6.942 |
6.884 |
6.980 |
| PP |
6.826 |
6.826 |
6.826 |
6.845 |
| S1 |
6.750 |
6.750 |
6.848 |
6.788 |
| S2 |
6.634 |
6.634 |
6.831 |
|
| S3 |
6.442 |
6.558 |
6.813 |
|
| S4 |
6.250 |
6.366 |
6.760 |
|
|
| 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 |
7.346 |
6.500 |
0.846 |
12.3% |
0.288 |
4.2% |
43% |
False |
False |
1,092 |
| 10 |
7.599 |
6.500 |
1.099 |
16.0% |
0.256 |
3.7% |
33% |
False |
False |
1,050 |
| 20 |
7.599 |
6.500 |
1.099 |
16.0% |
0.244 |
3.6% |
33% |
False |
False |
1,134 |
| 40 |
8.510 |
6.500 |
2.010 |
29.3% |
0.222 |
3.2% |
18% |
False |
False |
1,100 |
| 60 |
9.114 |
6.500 |
2.614 |
38.1% |
0.229 |
3.3% |
14% |
False |
False |
927 |
| 80 |
9.637 |
6.500 |
3.137 |
45.7% |
0.222 |
3.2% |
12% |
False |
False |
849 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7.718 |
|
2.618 |
7.405 |
|
1.618 |
7.213 |
|
1.000 |
7.094 |
|
0.618 |
7.021 |
|
HIGH |
6.902 |
|
0.618 |
6.829 |
|
0.500 |
6.806 |
|
0.382 |
6.783 |
|
LOW |
6.710 |
|
0.618 |
6.591 |
|
1.000 |
6.518 |
|
1.618 |
6.399 |
|
2.618 |
6.207 |
|
4.250 |
5.894 |
|
|
| Fisher Pivots for day following 17-Nov-2008 |
| Pivot |
1 day |
3 day |
| R1 |
6.846 |
6.811 |
| PP |
6.826 |
6.756 |
| S1 |
6.806 |
6.701 |
|