NYMEX Natural Gas Future July 2009
| Trading Metrics calculated at close of trading on 07-Nov-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Nov-2008 |
07-Nov-2008 |
Change |
Change % |
Previous Week |
| Open |
7.670 |
7.295 |
-0.375 |
-4.9% |
7.102 |
| High |
7.670 |
7.353 |
-0.317 |
-4.1% |
7.708 |
| Low |
7.379 |
7.265 |
-0.114 |
-1.5% |
7.096 |
| Close |
7.459 |
7.285 |
-0.174 |
-2.3% |
7.285 |
| Range |
0.291 |
0.088 |
-0.203 |
-69.8% |
0.612 |
| ATR |
0.242 |
0.239 |
-0.003 |
-1.4% |
0.000 |
| Volume |
834 |
1,073 |
239 |
28.7% |
4,985 |
|
| Daily Pivots for day following 07-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7.565 |
7.513 |
7.333 |
|
| R3 |
7.477 |
7.425 |
7.309 |
|
| R2 |
7.389 |
7.389 |
7.301 |
|
| R1 |
7.337 |
7.337 |
7.293 |
7.319 |
| PP |
7.301 |
7.301 |
7.301 |
7.292 |
| S1 |
7.249 |
7.249 |
7.277 |
7.231 |
| S2 |
7.213 |
7.213 |
7.269 |
|
| S3 |
7.125 |
7.161 |
7.261 |
|
| S4 |
7.037 |
7.073 |
7.237 |
|
|
| Weekly Pivots for week ending 07-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9.199 |
8.854 |
7.622 |
|
| R3 |
8.587 |
8.242 |
7.453 |
|
| R2 |
7.975 |
7.975 |
7.397 |
|
| R1 |
7.630 |
7.630 |
7.341 |
7.803 |
| PP |
7.363 |
7.363 |
7.363 |
7.449 |
| S1 |
7.018 |
7.018 |
7.229 |
7.191 |
| S2 |
6.751 |
6.751 |
7.173 |
|
| S3 |
6.139 |
6.406 |
7.117 |
|
| S4 |
5.527 |
5.794 |
6.948 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
7.708 |
7.096 |
0.612 |
8.4% |
0.210 |
2.9% |
31% |
False |
False |
997 |
| 10 |
7.708 |
6.825 |
0.883 |
12.1% |
0.222 |
3.1% |
52% |
False |
False |
1,053 |
| 20 |
7.708 |
6.825 |
0.883 |
12.1% |
0.195 |
2.7% |
52% |
False |
False |
954 |
| 40 |
8.598 |
6.825 |
1.773 |
24.3% |
0.207 |
2.8% |
26% |
False |
False |
849 |
| 60 |
9.240 |
6.825 |
2.415 |
33.2% |
0.206 |
2.8% |
19% |
False |
False |
741 |
| 80 |
10.380 |
6.825 |
3.555 |
48.8% |
0.218 |
3.0% |
13% |
False |
False |
658 |
| 100 |
11.981 |
6.825 |
5.156 |
70.8% |
0.216 |
3.0% |
9% |
False |
False |
640 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7.727 |
|
2.618 |
7.583 |
|
1.618 |
7.495 |
|
1.000 |
7.441 |
|
0.618 |
7.407 |
|
HIGH |
7.353 |
|
0.618 |
7.319 |
|
0.500 |
7.309 |
|
0.382 |
7.299 |
|
LOW |
7.265 |
|
0.618 |
7.211 |
|
1.000 |
7.177 |
|
1.618 |
7.123 |
|
2.618 |
7.035 |
|
4.250 |
6.891 |
|
|
| Fisher Pivots for day following 07-Nov-2008 |
| Pivot |
1 day |
3 day |
| R1 |
7.309 |
7.483 |
| PP |
7.301 |
7.417 |
| S1 |
7.293 |
7.351 |
|