NYMEX Natural Gas Future June 2009
| Trading Metrics calculated at close of trading on 25-Nov-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Nov-2008 |
25-Nov-2008 |
Change |
Change % |
Previous Week |
| Open |
6.807 |
6.796 |
-0.011 |
-0.2% |
6.710 |
| High |
6.909 |
6.796 |
-0.113 |
-1.6% |
6.994 |
| Low |
6.750 |
6.525 |
-0.225 |
-3.3% |
6.565 |
| Close |
6.905 |
6.562 |
-0.343 |
-5.0% |
6.645 |
| Range |
0.159 |
0.271 |
0.112 |
70.4% |
0.429 |
| ATR |
0.261 |
0.269 |
0.009 |
3.3% |
0.000 |
| Volume |
737 |
1,556 |
819 |
111.1% |
8,558 |
|
| Daily Pivots for day following 25-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7.441 |
7.272 |
6.711 |
|
| R3 |
7.170 |
7.001 |
6.637 |
|
| R2 |
6.899 |
6.899 |
6.612 |
|
| R1 |
6.730 |
6.730 |
6.587 |
6.679 |
| PP |
6.628 |
6.628 |
6.628 |
6.602 |
| S1 |
6.459 |
6.459 |
6.537 |
6.408 |
| S2 |
6.357 |
6.357 |
6.512 |
|
| S3 |
6.086 |
6.188 |
6.487 |
|
| S4 |
5.815 |
5.917 |
6.413 |
|
|
| 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 |
6.525 |
0.469 |
7.1% |
0.198 |
3.0% |
8% |
False |
True |
1,578 |
| 10 |
7.028 |
6.500 |
0.528 |
8.0% |
0.229 |
3.5% |
12% |
False |
False |
1,452 |
| 20 |
7.599 |
6.500 |
1.099 |
16.7% |
0.251 |
3.8% |
6% |
False |
False |
1,336 |
| 40 |
8.249 |
6.500 |
1.749 |
26.7% |
0.218 |
3.3% |
4% |
False |
False |
1,261 |
| 60 |
8.545 |
6.500 |
2.045 |
31.2% |
0.224 |
3.4% |
3% |
False |
False |
1,051 |
| 80 |
9.387 |
6.500 |
2.887 |
44.0% |
0.225 |
3.4% |
2% |
False |
False |
947 |
| 100 |
11.335 |
6.500 |
4.835 |
73.7% |
0.232 |
3.5% |
1% |
False |
False |
860 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7.948 |
|
2.618 |
7.505 |
|
1.618 |
7.234 |
|
1.000 |
7.067 |
|
0.618 |
6.963 |
|
HIGH |
6.796 |
|
0.618 |
6.692 |
|
0.500 |
6.661 |
|
0.382 |
6.629 |
|
LOW |
6.525 |
|
0.618 |
6.358 |
|
1.000 |
6.254 |
|
1.618 |
6.087 |
|
2.618 |
5.816 |
|
4.250 |
5.373 |
|
|
| Fisher Pivots for day following 25-Nov-2008 |
| Pivot |
1 day |
3 day |
| R1 |
6.661 |
6.717 |
| PP |
6.628 |
6.665 |
| S1 |
6.595 |
6.614 |
|