NYMEX Natural Gas Future June 2009
| Trading Metrics calculated at close of trading on 19-Nov-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Nov-2008 |
19-Nov-2008 |
Change |
Change % |
Previous Week |
| Open |
6.907 |
6.830 |
-0.077 |
-1.1% |
7.495 |
| High |
6.980 |
6.994 |
0.014 |
0.2% |
7.532 |
| Low |
6.767 |
6.829 |
0.062 |
0.9% |
6.500 |
| Close |
6.829 |
6.961 |
0.132 |
1.9% |
6.734 |
| Range |
0.213 |
0.165 |
-0.048 |
-22.5% |
1.032 |
| ATR |
0.266 |
0.259 |
-0.007 |
-2.7% |
0.000 |
| Volume |
2,185 |
3,059 |
874 |
40.0% |
5,103 |
|
| Daily Pivots for day following 19-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7.423 |
7.357 |
7.052 |
|
| R3 |
7.258 |
7.192 |
7.006 |
|
| R2 |
7.093 |
7.093 |
6.991 |
|
| R1 |
7.027 |
7.027 |
6.976 |
7.060 |
| PP |
6.928 |
6.928 |
6.928 |
6.945 |
| S1 |
6.862 |
6.862 |
6.946 |
6.895 |
| S2 |
6.763 |
6.763 |
6.931 |
|
| S3 |
6.598 |
6.697 |
6.916 |
|
| S4 |
6.433 |
6.532 |
6.870 |
|
|
| 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 |
6.994 |
6.500 |
0.494 |
7.1% |
0.222 |
3.2% |
93% |
True |
False |
1,758 |
| 10 |
7.550 |
6.500 |
1.050 |
15.1% |
0.245 |
3.5% |
44% |
False |
False |
1,311 |
| 20 |
7.599 |
6.500 |
1.099 |
15.8% |
0.246 |
3.5% |
42% |
False |
False |
1,331 |
| 40 |
8.476 |
6.500 |
1.976 |
28.4% |
0.223 |
3.2% |
23% |
False |
False |
1,201 |
| 60 |
9.114 |
6.500 |
2.614 |
37.6% |
0.231 |
3.3% |
18% |
False |
False |
1,007 |
| 80 |
9.637 |
6.500 |
3.137 |
45.1% |
0.224 |
3.2% |
15% |
False |
False |
902 |
| 100 |
11.817 |
6.500 |
5.317 |
76.4% |
0.231 |
3.3% |
9% |
False |
False |
822 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7.695 |
|
2.618 |
7.426 |
|
1.618 |
7.261 |
|
1.000 |
7.159 |
|
0.618 |
7.096 |
|
HIGH |
6.994 |
|
0.618 |
6.931 |
|
0.500 |
6.912 |
|
0.382 |
6.892 |
|
LOW |
6.829 |
|
0.618 |
6.727 |
|
1.000 |
6.664 |
|
1.618 |
6.562 |
|
2.618 |
6.397 |
|
4.250 |
6.128 |
|
|
| Fisher Pivots for day following 19-Nov-2008 |
| Pivot |
1 day |
3 day |
| R1 |
6.945 |
6.925 |
| PP |
6.928 |
6.888 |
| S1 |
6.912 |
6.852 |
|