NYMEX Natural Gas Future July 2009
Trading Metrics calculated at close of trading on 04-Nov-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Nov-2008 |
04-Nov-2008 |
Change |
Change % |
Previous Week |
Open |
7.102 |
7.445 |
0.343 |
4.8% |
6.904 |
High |
7.330 |
7.708 |
0.378 |
5.2% |
7.340 |
Low |
7.096 |
7.432 |
0.336 |
4.7% |
6.825 |
Close |
7.328 |
7.632 |
0.304 |
4.1% |
7.281 |
Range |
0.234 |
0.276 |
0.042 |
17.9% |
0.515 |
ATR |
0.234 |
0.244 |
0.010 |
4.5% |
0.000 |
Volume |
721 |
1,012 |
291 |
40.4% |
5,552 |
|
Daily Pivots for day following 04-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8.419 |
8.301 |
7.784 |
|
R3 |
8.143 |
8.025 |
7.708 |
|
R2 |
7.867 |
7.867 |
7.683 |
|
R1 |
7.749 |
7.749 |
7.657 |
7.808 |
PP |
7.591 |
7.591 |
7.591 |
7.620 |
S1 |
7.473 |
7.473 |
7.607 |
7.532 |
S2 |
7.315 |
7.315 |
7.581 |
|
S3 |
7.039 |
7.197 |
7.556 |
|
S4 |
6.763 |
6.921 |
7.480 |
|
|
Weekly Pivots for week ending 31-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8.694 |
8.502 |
7.564 |
|
R3 |
8.179 |
7.987 |
7.423 |
|
R2 |
7.664 |
7.664 |
7.375 |
|
R1 |
7.472 |
7.472 |
7.328 |
7.568 |
PP |
7.149 |
7.149 |
7.149 |
7.197 |
S1 |
6.957 |
6.957 |
7.234 |
7.053 |
S2 |
6.634 |
6.634 |
7.187 |
|
S3 |
6.119 |
6.442 |
7.139 |
|
S4 |
5.604 |
5.927 |
6.998 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7.708 |
6.969 |
0.739 |
9.7% |
0.273 |
3.6% |
90% |
True |
False |
931 |
10 |
7.708 |
6.825 |
0.883 |
11.6% |
0.220 |
2.9% |
91% |
True |
False |
904 |
20 |
7.708 |
6.825 |
0.883 |
11.6% |
0.194 |
2.5% |
91% |
True |
False |
971 |
40 |
8.598 |
6.825 |
1.773 |
23.2% |
0.207 |
2.7% |
46% |
False |
False |
807 |
60 |
9.250 |
6.825 |
2.425 |
31.8% |
0.211 |
2.8% |
33% |
False |
False |
715 |
80 |
11.280 |
6.825 |
4.455 |
58.4% |
0.227 |
3.0% |
18% |
False |
False |
639 |
100 |
11.981 |
6.825 |
5.156 |
67.6% |
0.215 |
2.8% |
16% |
False |
False |
612 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8.881 |
2.618 |
8.431 |
1.618 |
8.155 |
1.000 |
7.984 |
0.618 |
7.879 |
HIGH |
7.708 |
0.618 |
7.603 |
0.500 |
7.570 |
0.382 |
7.537 |
LOW |
7.432 |
0.618 |
7.261 |
1.000 |
7.156 |
1.618 |
6.985 |
2.618 |
6.709 |
4.250 |
6.259 |
|
|
Fisher Pivots for day following 04-Nov-2008 |
Pivot |
1 day |
3 day |
R1 |
7.611 |
7.534 |
PP |
7.591 |
7.436 |
S1 |
7.570 |
7.339 |
|