NYMEX Natural Gas Future June 2009
| Trading Metrics calculated at close of trading on 05-Dec-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Dec-2008 |
05-Dec-2008 |
Change |
Change % |
Previous Week |
| Open |
6.518 |
6.068 |
-0.450 |
-6.9% |
6.595 |
| High |
6.544 |
6.140 |
-0.404 |
-6.2% |
6.760 |
| Low |
6.220 |
5.980 |
-0.240 |
-3.9% |
5.980 |
| Close |
6.284 |
5.995 |
-0.289 |
-4.6% |
5.995 |
| Range |
0.324 |
0.160 |
-0.164 |
-50.6% |
0.780 |
| ATR |
0.277 |
0.278 |
0.002 |
0.7% |
0.000 |
| Volume |
1,687 |
1,759 |
72 |
4.3% |
6,637 |
|
| Daily Pivots for day following 05-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6.518 |
6.417 |
6.083 |
|
| R3 |
6.358 |
6.257 |
6.039 |
|
| R2 |
6.198 |
6.198 |
6.024 |
|
| R1 |
6.097 |
6.097 |
6.010 |
6.068 |
| PP |
6.038 |
6.038 |
6.038 |
6.024 |
| S1 |
5.937 |
5.937 |
5.980 |
5.908 |
| S2 |
5.878 |
5.878 |
5.966 |
|
| S3 |
5.718 |
5.777 |
5.951 |
|
| S4 |
5.558 |
5.617 |
5.907 |
|
|
| Weekly Pivots for week ending 05-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8.585 |
8.070 |
6.424 |
|
| R3 |
7.805 |
7.290 |
6.210 |
|
| R2 |
7.025 |
7.025 |
6.138 |
|
| R1 |
6.510 |
6.510 |
6.067 |
6.378 |
| PP |
6.245 |
6.245 |
6.245 |
6.179 |
| S1 |
5.730 |
5.730 |
5.924 |
5.598 |
| S2 |
5.465 |
5.465 |
5.852 |
|
| S3 |
4.685 |
4.950 |
5.781 |
|
| S4 |
3.905 |
4.170 |
5.566 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6.760 |
5.980 |
0.780 |
13.0% |
0.205 |
3.4% |
2% |
False |
True |
1,327 |
| 10 |
6.995 |
5.980 |
1.015 |
16.9% |
0.236 |
3.9% |
1% |
False |
True |
1,313 |
| 20 |
7.532 |
5.980 |
1.552 |
25.9% |
0.237 |
4.0% |
1% |
False |
True |
1,339 |
| 40 |
7.599 |
5.980 |
1.619 |
27.0% |
0.227 |
3.8% |
1% |
False |
True |
1,274 |
| 60 |
8.545 |
5.980 |
2.565 |
42.8% |
0.226 |
3.8% |
1% |
False |
True |
1,147 |
| 80 |
9.114 |
5.980 |
3.134 |
52.3% |
0.225 |
3.8% |
0% |
False |
True |
1,014 |
| 100 |
10.600 |
5.980 |
4.620 |
77.1% |
0.231 |
3.9% |
0% |
False |
True |
918 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6.820 |
|
2.618 |
6.559 |
|
1.618 |
6.399 |
|
1.000 |
6.300 |
|
0.618 |
6.239 |
|
HIGH |
6.140 |
|
0.618 |
6.079 |
|
0.500 |
6.060 |
|
0.382 |
6.041 |
|
LOW |
5.980 |
|
0.618 |
5.881 |
|
1.000 |
5.820 |
|
1.618 |
5.721 |
|
2.618 |
5.561 |
|
4.250 |
5.300 |
|
|
| Fisher Pivots for day following 05-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
6.060 |
6.304 |
| PP |
6.038 |
6.201 |
| S1 |
6.017 |
6.098 |
|