NYMEX Natural Gas Future June 2009
| Trading Metrics calculated at close of trading on 20-Nov-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Nov-2008 |
20-Nov-2008 |
Change |
Change % |
Previous Week |
| Open |
6.830 |
6.802 |
-0.028 |
-0.4% |
7.495 |
| High |
6.994 |
6.803 |
-0.191 |
-2.7% |
7.532 |
| Low |
6.829 |
6.565 |
-0.264 |
-3.9% |
6.500 |
| Close |
6.961 |
6.614 |
-0.347 |
-5.0% |
6.734 |
| Range |
0.165 |
0.238 |
0.073 |
44.2% |
1.032 |
| ATR |
0.259 |
0.269 |
0.010 |
3.8% |
0.000 |
| Volume |
3,059 |
1,373 |
-1,686 |
-55.1% |
5,103 |
|
| Daily Pivots for day following 20-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7.375 |
7.232 |
6.745 |
|
| R3 |
7.137 |
6.994 |
6.679 |
|
| R2 |
6.899 |
6.899 |
6.658 |
|
| R1 |
6.756 |
6.756 |
6.636 |
6.709 |
| PP |
6.661 |
6.661 |
6.661 |
6.637 |
| S1 |
6.518 |
6.518 |
6.592 |
6.471 |
| S2 |
6.423 |
6.423 |
6.570 |
|
| S3 |
6.185 |
6.280 |
6.549 |
|
| S4 |
5.947 |
6.042 |
6.483 |
|
|
| 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 |
6.537 |
0.457 |
6.9% |
0.206 |
3.1% |
17% |
False |
False |
1,798 |
| 10 |
7.532 |
6.500 |
1.032 |
15.6% |
0.239 |
3.6% |
11% |
False |
False |
1,365 |
| 20 |
7.599 |
6.500 |
1.099 |
16.6% |
0.247 |
3.7% |
10% |
False |
False |
1,375 |
| 40 |
8.300 |
6.500 |
1.800 |
27.2% |
0.221 |
3.3% |
6% |
False |
False |
1,225 |
| 60 |
9.114 |
6.500 |
2.614 |
39.5% |
0.232 |
3.5% |
4% |
False |
False |
1,026 |
| 80 |
9.637 |
6.500 |
3.137 |
47.4% |
0.224 |
3.4% |
4% |
False |
False |
915 |
| 100 |
11.774 |
6.500 |
5.274 |
79.7% |
0.232 |
3.5% |
2% |
False |
False |
834 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7.815 |
|
2.618 |
7.426 |
|
1.618 |
7.188 |
|
1.000 |
7.041 |
|
0.618 |
6.950 |
|
HIGH |
6.803 |
|
0.618 |
6.712 |
|
0.500 |
6.684 |
|
0.382 |
6.656 |
|
LOW |
6.565 |
|
0.618 |
6.418 |
|
1.000 |
6.327 |
|
1.618 |
6.180 |
|
2.618 |
5.942 |
|
4.250 |
5.554 |
|
|
| Fisher Pivots for day following 20-Nov-2008 |
| Pivot |
1 day |
3 day |
| R1 |
6.684 |
6.780 |
| PP |
6.661 |
6.724 |
| S1 |
6.637 |
6.669 |
|