NYMEX Natural Gas Future June 2009
| Trading Metrics calculated at close of trading on 29-Dec-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Dec-2008 |
29-Dec-2008 |
Change |
Change % |
Previous Week |
| Open |
6.030 |
6.138 |
0.108 |
1.8% |
5.650 |
| High |
6.030 |
6.269 |
0.239 |
4.0% |
6.103 |
| Low |
6.030 |
6.138 |
0.108 |
1.8% |
5.571 |
| Close |
6.031 |
6.254 |
0.223 |
3.7% |
6.031 |
| Range |
0.000 |
0.131 |
0.131 |
|
0.532 |
| ATR |
0.235 |
0.235 |
0.000 |
0.1% |
0.000 |
| Volume |
1,943 |
352 |
-1,591 |
-81.9% |
6,080 |
|
| Daily Pivots for day following 29-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6.613 |
6.565 |
6.326 |
|
| R3 |
6.482 |
6.434 |
6.290 |
|
| R2 |
6.351 |
6.351 |
6.278 |
|
| R1 |
6.303 |
6.303 |
6.266 |
6.327 |
| PP |
6.220 |
6.220 |
6.220 |
6.233 |
| S1 |
6.172 |
6.172 |
6.242 |
6.196 |
| S2 |
6.089 |
6.089 |
6.230 |
|
| S3 |
5.958 |
6.041 |
6.218 |
|
| S4 |
5.827 |
5.910 |
6.182 |
|
|
| Weekly Pivots for week ending 26-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7.498 |
7.296 |
6.324 |
|
| R3 |
6.966 |
6.764 |
6.177 |
|
| R2 |
6.434 |
6.434 |
6.129 |
|
| R1 |
6.232 |
6.232 |
6.080 |
6.333 |
| PP |
5.902 |
5.902 |
5.902 |
5.952 |
| S1 |
5.700 |
5.700 |
5.982 |
5.801 |
| S2 |
5.370 |
5.370 |
5.933 |
|
| S3 |
4.838 |
5.168 |
5.885 |
|
| S4 |
4.306 |
4.636 |
5.738 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6.269 |
5.571 |
0.698 |
11.2% |
0.177 |
2.8% |
98% |
True |
False |
1,286 |
| 10 |
6.269 |
5.571 |
0.698 |
11.2% |
0.187 |
3.0% |
98% |
True |
False |
1,361 |
| 20 |
6.760 |
5.571 |
1.189 |
19.0% |
0.189 |
3.0% |
57% |
False |
False |
1,452 |
| 40 |
7.599 |
5.571 |
2.028 |
32.4% |
0.222 |
3.6% |
34% |
False |
False |
1,395 |
| 60 |
7.940 |
5.571 |
2.369 |
37.9% |
0.212 |
3.4% |
29% |
False |
False |
1,342 |
| 80 |
8.545 |
5.571 |
2.974 |
47.6% |
0.219 |
3.5% |
23% |
False |
False |
1,170 |
| 100 |
9.285 |
5.571 |
3.714 |
59.4% |
0.220 |
3.5% |
18% |
False |
False |
1,067 |
| 120 |
11.335 |
5.571 |
5.764 |
92.2% |
0.227 |
3.6% |
12% |
False |
False |
972 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6.826 |
|
2.618 |
6.612 |
|
1.618 |
6.481 |
|
1.000 |
6.400 |
|
0.618 |
6.350 |
|
HIGH |
6.269 |
|
0.618 |
6.219 |
|
0.500 |
6.204 |
|
0.382 |
6.188 |
|
LOW |
6.138 |
|
0.618 |
6.057 |
|
1.000 |
6.007 |
|
1.618 |
5.926 |
|
2.618 |
5.795 |
|
4.250 |
5.581 |
|
|
| Fisher Pivots for day following 29-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
6.237 |
6.181 |
| PP |
6.220 |
6.108 |
| S1 |
6.204 |
6.035 |
|