NYMEX Natural Gas Future July 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 |
6.915 |
6.912 |
-0.003 |
0.0% |
6.910 |
| High |
7.027 |
6.912 |
-0.115 |
-1.6% |
7.121 |
| Low |
6.850 |
6.636 |
-0.214 |
-3.1% |
6.691 |
| Close |
7.020 |
6.680 |
-0.340 |
-4.8% |
6.775 |
| Range |
0.177 |
0.276 |
0.099 |
55.9% |
0.430 |
| ATR |
0.252 |
0.261 |
0.009 |
3.8% |
0.000 |
| Volume |
805 |
1,440 |
635 |
78.9% |
6,233 |
|
| Daily Pivots for day following 25-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7.571 |
7.401 |
6.832 |
|
| R3 |
7.295 |
7.125 |
6.756 |
|
| R2 |
7.019 |
7.019 |
6.731 |
|
| R1 |
6.849 |
6.849 |
6.705 |
6.796 |
| PP |
6.743 |
6.743 |
6.743 |
6.716 |
| S1 |
6.573 |
6.573 |
6.655 |
6.520 |
| S2 |
6.467 |
6.467 |
6.629 |
|
| S3 |
6.191 |
6.297 |
6.604 |
|
| S4 |
5.915 |
6.021 |
6.528 |
|
|
| Weekly Pivots for week ending 21-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8.152 |
7.894 |
7.012 |
|
| R3 |
7.722 |
7.464 |
6.893 |
|
| R2 |
7.292 |
7.292 |
6.854 |
|
| R1 |
7.034 |
7.034 |
6.814 |
6.948 |
| PP |
6.862 |
6.862 |
6.862 |
6.820 |
| S1 |
6.604 |
6.604 |
6.736 |
6.518 |
| S2 |
6.432 |
6.432 |
6.696 |
|
| S3 |
6.002 |
6.174 |
6.657 |
|
| S4 |
5.572 |
5.744 |
6.539 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
7.121 |
6.636 |
0.485 |
7.3% |
0.216 |
3.2% |
9% |
False |
True |
1,342 |
| 10 |
7.121 |
6.636 |
0.485 |
7.3% |
0.222 |
3.3% |
9% |
False |
True |
1,245 |
| 20 |
7.708 |
6.636 |
1.072 |
16.0% |
0.236 |
3.5% |
4% |
False |
True |
1,077 |
| 40 |
8.373 |
6.636 |
1.737 |
26.0% |
0.208 |
3.1% |
3% |
False |
True |
1,015 |
| 60 |
8.626 |
6.636 |
1.990 |
29.8% |
0.213 |
3.2% |
2% |
False |
True |
870 |
| 80 |
9.470 |
6.636 |
2.834 |
42.4% |
0.213 |
3.2% |
2% |
False |
True |
771 |
| 100 |
11.460 |
6.636 |
4.824 |
72.2% |
0.226 |
3.4% |
1% |
False |
True |
700 |
| 120 |
11.981 |
6.636 |
5.345 |
80.0% |
0.209 |
3.1% |
1% |
False |
True |
661 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
8.085 |
|
2.618 |
7.635 |
|
1.618 |
7.359 |
|
1.000 |
7.188 |
|
0.618 |
7.083 |
|
HIGH |
6.912 |
|
0.618 |
6.807 |
|
0.500 |
6.774 |
|
0.382 |
6.741 |
|
LOW |
6.636 |
|
0.618 |
6.465 |
|
1.000 |
6.360 |
|
1.618 |
6.189 |
|
2.618 |
5.913 |
|
4.250 |
5.463 |
|
|
| Fisher Pivots for day following 25-Nov-2008 |
| Pivot |
1 day |
3 day |
| R1 |
6.774 |
6.832 |
| PP |
6.743 |
6.781 |
| S1 |
6.711 |
6.731 |
|