NYMEX Natural Gas Future June 2009
| Trading Metrics calculated at close of trading on 18-Nov-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Nov-2008 |
18-Nov-2008 |
Change |
Change % |
Previous Week |
| Open |
6.710 |
6.907 |
0.197 |
2.9% |
7.495 |
| High |
6.902 |
6.980 |
0.078 |
1.1% |
7.532 |
| Low |
6.710 |
6.767 |
0.057 |
0.8% |
6.500 |
| Close |
6.866 |
6.829 |
-0.037 |
-0.5% |
6.734 |
| Range |
0.192 |
0.213 |
0.021 |
10.9% |
1.032 |
| ATR |
0.270 |
0.266 |
-0.004 |
-1.5% |
0.000 |
| Volume |
773 |
2,185 |
1,412 |
182.7% |
5,103 |
|
| Daily Pivots for day following 18-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7.498 |
7.376 |
6.946 |
|
| R3 |
7.285 |
7.163 |
6.888 |
|
| R2 |
7.072 |
7.072 |
6.868 |
|
| R1 |
6.950 |
6.950 |
6.849 |
6.905 |
| PP |
6.859 |
6.859 |
6.859 |
6.836 |
| S1 |
6.737 |
6.737 |
6.809 |
6.692 |
| S2 |
6.646 |
6.646 |
6.790 |
|
| S3 |
6.433 |
6.524 |
6.770 |
|
| S4 |
6.220 |
6.311 |
6.712 |
|
|
| 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 |
7.028 |
6.500 |
0.528 |
7.7% |
0.259 |
3.8% |
62% |
False |
False |
1,326 |
| 10 |
7.573 |
6.500 |
1.073 |
15.7% |
0.243 |
3.6% |
31% |
False |
False |
1,164 |
| 20 |
7.599 |
6.500 |
1.099 |
16.1% |
0.246 |
3.6% |
30% |
False |
False |
1,201 |
| 40 |
8.476 |
6.500 |
1.976 |
28.9% |
0.222 |
3.3% |
17% |
False |
False |
1,150 |
| 60 |
9.114 |
6.500 |
2.614 |
38.3% |
0.230 |
3.4% |
13% |
False |
False |
960 |
| 80 |
9.637 |
6.500 |
3.137 |
45.9% |
0.223 |
3.3% |
10% |
False |
False |
868 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7.885 |
|
2.618 |
7.538 |
|
1.618 |
7.325 |
|
1.000 |
7.193 |
|
0.618 |
7.112 |
|
HIGH |
6.980 |
|
0.618 |
6.899 |
|
0.500 |
6.874 |
|
0.382 |
6.848 |
|
LOW |
6.767 |
|
0.618 |
6.635 |
|
1.000 |
6.554 |
|
1.618 |
6.422 |
|
2.618 |
6.209 |
|
4.250 |
5.862 |
|
|
| Fisher Pivots for day following 18-Nov-2008 |
| Pivot |
1 day |
3 day |
| R1 |
6.874 |
6.806 |
| PP |
6.859 |
6.782 |
| S1 |
6.844 |
6.759 |
|