NYMEX Natural Gas Future June 2009
| Trading Metrics calculated at close of trading on 21-Nov-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Nov-2008 |
21-Nov-2008 |
Change |
Change % |
Previous Week |
| Open |
6.802 |
6.700 |
-0.102 |
-1.5% |
6.710 |
| High |
6.803 |
6.747 |
-0.056 |
-0.8% |
6.994 |
| Low |
6.565 |
6.591 |
0.026 |
0.4% |
6.565 |
| Close |
6.614 |
6.645 |
0.031 |
0.5% |
6.645 |
| Range |
0.238 |
0.156 |
-0.082 |
-34.5% |
0.429 |
| ATR |
0.269 |
0.261 |
-0.008 |
-3.0% |
0.000 |
| Volume |
1,373 |
1,168 |
-205 |
-14.9% |
8,558 |
|
| Daily Pivots for day following 21-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7.129 |
7.043 |
6.731 |
|
| R3 |
6.973 |
6.887 |
6.688 |
|
| R2 |
6.817 |
6.817 |
6.674 |
|
| R1 |
6.731 |
6.731 |
6.659 |
6.696 |
| PP |
6.661 |
6.661 |
6.661 |
6.644 |
| S1 |
6.575 |
6.575 |
6.631 |
6.540 |
| S2 |
6.505 |
6.505 |
6.616 |
|
| S3 |
6.349 |
6.419 |
6.602 |
|
| S4 |
6.193 |
6.263 |
6.559 |
|
|
| Weekly Pivots for week ending 21-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8.022 |
7.762 |
6.881 |
|
| R3 |
7.593 |
7.333 |
6.763 |
|
| R2 |
7.164 |
7.164 |
6.724 |
|
| R1 |
6.904 |
6.904 |
6.684 |
6.820 |
| PP |
6.735 |
6.735 |
6.735 |
6.692 |
| S1 |
6.475 |
6.475 |
6.606 |
6.391 |
| S2 |
6.306 |
6.306 |
6.566 |
|
| S3 |
5.877 |
6.046 |
6.527 |
|
| S4 |
5.448 |
5.617 |
6.409 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6.994 |
6.565 |
0.429 |
6.5% |
0.193 |
2.9% |
19% |
False |
False |
1,711 |
| 10 |
7.532 |
6.500 |
1.032 |
15.5% |
0.245 |
3.7% |
14% |
False |
False |
1,366 |
| 20 |
7.599 |
6.500 |
1.099 |
16.5% |
0.246 |
3.7% |
13% |
False |
False |
1,394 |
| 40 |
8.249 |
6.500 |
1.749 |
26.3% |
0.219 |
3.3% |
8% |
False |
False |
1,244 |
| 60 |
8.846 |
6.500 |
2.346 |
35.3% |
0.224 |
3.4% |
6% |
False |
False |
1,040 |
| 80 |
9.637 |
6.500 |
3.137 |
47.2% |
0.224 |
3.4% |
5% |
False |
False |
926 |
| 100 |
11.774 |
6.500 |
5.274 |
79.4% |
0.232 |
3.5% |
3% |
False |
False |
842 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7.410 |
|
2.618 |
7.155 |
|
1.618 |
6.999 |
|
1.000 |
6.903 |
|
0.618 |
6.843 |
|
HIGH |
6.747 |
|
0.618 |
6.687 |
|
0.500 |
6.669 |
|
0.382 |
6.651 |
|
LOW |
6.591 |
|
0.618 |
6.495 |
|
1.000 |
6.435 |
|
1.618 |
6.339 |
|
2.618 |
6.183 |
|
4.250 |
5.928 |
|
|
| Fisher Pivots for day following 21-Nov-2008 |
| Pivot |
1 day |
3 day |
| R1 |
6.669 |
6.780 |
| PP |
6.661 |
6.735 |
| S1 |
6.653 |
6.690 |
|