NYMEX Natural Gas Future June 2009
| Trading Metrics calculated at close of trading on 24-Nov-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Nov-2008 |
24-Nov-2008 |
Change |
Change % |
Previous Week |
| Open |
6.700 |
6.807 |
0.107 |
1.6% |
6.710 |
| High |
6.747 |
6.909 |
0.162 |
2.4% |
6.994 |
| Low |
6.591 |
6.750 |
0.159 |
2.4% |
6.565 |
| Close |
6.645 |
6.905 |
0.260 |
3.9% |
6.645 |
| Range |
0.156 |
0.159 |
0.003 |
1.9% |
0.429 |
| ATR |
0.261 |
0.261 |
0.000 |
0.1% |
0.000 |
| Volume |
1,168 |
737 |
-431 |
-36.9% |
8,558 |
|
| Daily Pivots for day following 24-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7.332 |
7.277 |
6.992 |
|
| R3 |
7.173 |
7.118 |
6.949 |
|
| R2 |
7.014 |
7.014 |
6.934 |
|
| R1 |
6.959 |
6.959 |
6.920 |
6.987 |
| PP |
6.855 |
6.855 |
6.855 |
6.868 |
| S1 |
6.800 |
6.800 |
6.890 |
6.828 |
| S2 |
6.696 |
6.696 |
6.876 |
|
| S3 |
6.537 |
6.641 |
6.861 |
|
| S4 |
6.378 |
6.482 |
6.818 |
|
|
| 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 |
6.2% |
0.186 |
2.7% |
79% |
False |
False |
1,704 |
| 10 |
7.346 |
6.500 |
0.846 |
12.3% |
0.237 |
3.4% |
48% |
False |
False |
1,398 |
| 20 |
7.599 |
6.500 |
1.099 |
15.9% |
0.247 |
3.6% |
37% |
False |
False |
1,355 |
| 40 |
8.249 |
6.500 |
1.749 |
25.3% |
0.216 |
3.1% |
23% |
False |
False |
1,249 |
| 60 |
8.545 |
6.500 |
2.045 |
29.6% |
0.223 |
3.2% |
20% |
False |
False |
1,037 |
| 80 |
9.524 |
6.500 |
3.024 |
43.8% |
0.225 |
3.3% |
13% |
False |
False |
930 |
| 100 |
11.770 |
6.500 |
5.270 |
76.3% |
0.232 |
3.4% |
8% |
False |
False |
846 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7.585 |
|
2.618 |
7.325 |
|
1.618 |
7.166 |
|
1.000 |
7.068 |
|
0.618 |
7.007 |
|
HIGH |
6.909 |
|
0.618 |
6.848 |
|
0.500 |
6.830 |
|
0.382 |
6.811 |
|
LOW |
6.750 |
|
0.618 |
6.652 |
|
1.000 |
6.591 |
|
1.618 |
6.493 |
|
2.618 |
6.334 |
|
4.250 |
6.074 |
|
|
| Fisher Pivots for day following 24-Nov-2008 |
| Pivot |
1 day |
3 day |
| R1 |
6.880 |
6.849 |
| PP |
6.855 |
6.793 |
| S1 |
6.830 |
6.737 |
|