NYMEX Natural Gas Future June 2009
| Trading Metrics calculated at close of trading on 03-Dec-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Dec-2008 |
03-Dec-2008 |
Change |
Change % |
Previous Week |
| Open |
6.750 |
6.526 |
-0.224 |
-3.3% |
6.807 |
| High |
6.760 |
6.627 |
-0.133 |
-2.0% |
6.995 |
| Low |
6.535 |
6.498 |
-0.037 |
-0.6% |
6.460 |
| Close |
6.600 |
6.535 |
-0.065 |
-1.0% |
6.685 |
| Range |
0.225 |
0.129 |
-0.096 |
-42.7% |
0.535 |
| ATR |
0.284 |
0.273 |
-0.011 |
-3.9% |
0.000 |
| Volume |
611 |
2,168 |
1,557 |
254.8% |
5,333 |
|
| Daily Pivots for day following 03-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6.940 |
6.867 |
6.606 |
|
| R3 |
6.811 |
6.738 |
6.570 |
|
| R2 |
6.682 |
6.682 |
6.559 |
|
| R1 |
6.609 |
6.609 |
6.547 |
6.646 |
| PP |
6.553 |
6.553 |
6.553 |
6.572 |
| S1 |
6.480 |
6.480 |
6.523 |
6.517 |
| S2 |
6.424 |
6.424 |
6.511 |
|
| S3 |
6.295 |
6.351 |
6.500 |
|
| S4 |
6.166 |
6.222 |
6.464 |
|
|
| Weekly Pivots for week ending 28-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8.318 |
8.037 |
6.979 |
|
| R3 |
7.783 |
7.502 |
6.832 |
|
| R2 |
7.248 |
7.248 |
6.783 |
|
| R1 |
6.967 |
6.967 |
6.734 |
6.840 |
| PP |
6.713 |
6.713 |
6.713 |
6.650 |
| S1 |
6.432 |
6.432 |
6.636 |
6.305 |
| S2 |
6.178 |
6.178 |
6.587 |
|
| S3 |
5.643 |
5.897 |
6.538 |
|
| S4 |
5.108 |
5.362 |
6.391 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6.995 |
6.460 |
0.535 |
8.2% |
0.257 |
3.9% |
14% |
False |
False |
1,246 |
| 10 |
6.995 |
6.460 |
0.535 |
8.2% |
0.227 |
3.5% |
14% |
False |
False |
1,412 |
| 20 |
7.573 |
6.460 |
1.113 |
17.0% |
0.235 |
3.6% |
7% |
False |
False |
1,288 |
| 40 |
7.599 |
6.460 |
1.139 |
17.4% |
0.223 |
3.4% |
7% |
False |
False |
1,259 |
| 60 |
8.545 |
6.460 |
2.085 |
31.9% |
0.225 |
3.4% |
4% |
False |
False |
1,113 |
| 80 |
9.170 |
6.460 |
2.710 |
41.5% |
0.227 |
3.5% |
3% |
False |
False |
984 |
| 100 |
11.195 |
6.460 |
4.735 |
72.5% |
0.234 |
3.6% |
2% |
False |
False |
895 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7.175 |
|
2.618 |
6.965 |
|
1.618 |
6.836 |
|
1.000 |
6.756 |
|
0.618 |
6.707 |
|
HIGH |
6.627 |
|
0.618 |
6.578 |
|
0.500 |
6.563 |
|
0.382 |
6.547 |
|
LOW |
6.498 |
|
0.618 |
6.418 |
|
1.000 |
6.369 |
|
1.618 |
6.289 |
|
2.618 |
6.160 |
|
4.250 |
5.950 |
|
|
| Fisher Pivots for day following 03-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
6.563 |
6.629 |
| PP |
6.553 |
6.598 |
| S1 |
6.544 |
6.566 |
|