NYMEX Natural Gas Future July 2009
| Trading Metrics calculated at close of trading on 01-Dec-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Nov-2008 |
01-Dec-2008 |
Change |
Change % |
Previous Week |
| Open |
6.770 |
6.750 |
-0.020 |
-0.3% |
6.915 |
| High |
6.820 |
6.892 |
0.072 |
1.1% |
7.106 |
| Low |
6.583 |
6.685 |
0.102 |
1.5% |
6.583 |
| Close |
6.803 |
6.867 |
0.064 |
0.9% |
6.803 |
| Range |
0.237 |
0.207 |
-0.030 |
-12.7% |
0.523 |
| ATR |
0.288 |
0.282 |
-0.006 |
-2.0% |
0.000 |
| Volume |
1,021 |
1,057 |
36 |
3.5% |
4,708 |
|
| Daily Pivots for day following 01-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7.436 |
7.358 |
6.981 |
|
| R3 |
7.229 |
7.151 |
6.924 |
|
| R2 |
7.022 |
7.022 |
6.905 |
|
| R1 |
6.944 |
6.944 |
6.886 |
6.983 |
| PP |
6.815 |
6.815 |
6.815 |
6.834 |
| S1 |
6.737 |
6.737 |
6.848 |
6.776 |
| S2 |
6.608 |
6.608 |
6.829 |
|
| S3 |
6.401 |
6.530 |
6.810 |
|
| S4 |
6.194 |
6.323 |
6.753 |
|
|
| Weekly Pivots for week ending 28-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8.400 |
8.124 |
7.091 |
|
| R3 |
7.877 |
7.601 |
6.947 |
|
| R2 |
7.354 |
7.354 |
6.899 |
|
| R1 |
7.078 |
7.078 |
6.851 |
6.955 |
| PP |
6.831 |
6.831 |
6.831 |
6.769 |
| S1 |
6.555 |
6.555 |
6.755 |
6.432 |
| S2 |
6.308 |
6.308 |
6.707 |
|
| S3 |
5.785 |
6.032 |
6.659 |
|
| S4 |
5.262 |
5.509 |
6.515 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
7.106 |
6.583 |
0.523 |
7.6% |
0.268 |
3.9% |
54% |
False |
False |
1,153 |
| 10 |
7.121 |
6.583 |
0.538 |
7.8% |
0.229 |
3.3% |
53% |
False |
False |
1,199 |
| 20 |
7.708 |
6.583 |
1.125 |
16.4% |
0.237 |
3.5% |
25% |
False |
False |
1,107 |
| 40 |
7.940 |
6.583 |
1.357 |
19.8% |
0.215 |
3.1% |
21% |
False |
False |
1,051 |
| 60 |
8.626 |
6.583 |
2.043 |
29.8% |
0.217 |
3.2% |
14% |
False |
False |
897 |
| 80 |
9.250 |
6.583 |
2.667 |
38.8% |
0.216 |
3.1% |
11% |
False |
False |
801 |
| 100 |
11.460 |
6.583 |
4.877 |
71.0% |
0.228 |
3.3% |
6% |
False |
False |
721 |
| 120 |
11.981 |
6.583 |
5.398 |
78.6% |
0.215 |
3.1% |
5% |
False |
False |
683 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7.772 |
|
2.618 |
7.434 |
|
1.618 |
7.227 |
|
1.000 |
7.099 |
|
0.618 |
7.020 |
|
HIGH |
6.892 |
|
0.618 |
6.813 |
|
0.500 |
6.789 |
|
0.382 |
6.764 |
|
LOW |
6.685 |
|
0.618 |
6.557 |
|
1.000 |
6.478 |
|
1.618 |
6.350 |
|
2.618 |
6.143 |
|
4.250 |
5.805 |
|
|
| Fisher Pivots for day following 01-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
6.841 |
6.860 |
| PP |
6.815 |
6.852 |
| S1 |
6.789 |
6.845 |
|