NYMEX Natural Gas Future July 2009
| Trading Metrics calculated at close of trading on 04-Dec-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Dec-2008 |
04-Dec-2008 |
Change |
Change % |
Previous Week |
| Open |
6.670 |
6.635 |
-0.035 |
-0.5% |
6.915 |
| High |
6.750 |
6.640 |
-0.110 |
-1.6% |
7.106 |
| Low |
6.632 |
6.340 |
-0.292 |
-4.4% |
6.583 |
| Close |
6.657 |
6.409 |
-0.248 |
-3.7% |
6.803 |
| Range |
0.118 |
0.300 |
0.182 |
154.2% |
0.523 |
| ATR |
0.267 |
0.270 |
0.004 |
1.3% |
0.000 |
| Volume |
760 |
2,139 |
1,379 |
181.4% |
4,708 |
|
| Daily Pivots for day following 04-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7.363 |
7.186 |
6.574 |
|
| R3 |
7.063 |
6.886 |
6.492 |
|
| R2 |
6.763 |
6.763 |
6.464 |
|
| R1 |
6.586 |
6.586 |
6.437 |
6.525 |
| PP |
6.463 |
6.463 |
6.463 |
6.432 |
| S1 |
6.286 |
6.286 |
6.382 |
6.225 |
| S2 |
6.163 |
6.163 |
6.354 |
|
| S3 |
5.863 |
5.986 |
6.327 |
|
| S4 |
5.563 |
5.686 |
6.244 |
|
|
| 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 |
6.892 |
6.340 |
0.552 |
8.6% |
0.217 |
3.4% |
13% |
False |
True |
1,083 |
| 10 |
7.106 |
6.340 |
0.766 |
12.0% |
0.245 |
3.8% |
9% |
False |
True |
1,237 |
| 20 |
7.670 |
6.340 |
1.330 |
20.8% |
0.236 |
3.7% |
5% |
False |
True |
1,120 |
| 40 |
7.708 |
6.340 |
1.368 |
21.3% |
0.214 |
3.3% |
5% |
False |
True |
1,036 |
| 60 |
8.598 |
6.340 |
2.258 |
35.2% |
0.216 |
3.4% |
3% |
False |
True |
916 |
| 80 |
9.250 |
6.340 |
2.910 |
45.4% |
0.218 |
3.4% |
2% |
False |
True |
831 |
| 100 |
10.800 |
6.340 |
4.460 |
69.6% |
0.225 |
3.5% |
2% |
False |
True |
747 |
| 120 |
11.981 |
6.340 |
5.641 |
88.0% |
0.219 |
3.4% |
1% |
False |
True |
707 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7.915 |
|
2.618 |
7.425 |
|
1.618 |
7.125 |
|
1.000 |
6.940 |
|
0.618 |
6.825 |
|
HIGH |
6.640 |
|
0.618 |
6.525 |
|
0.500 |
6.490 |
|
0.382 |
6.455 |
|
LOW |
6.340 |
|
0.618 |
6.155 |
|
1.000 |
6.040 |
|
1.618 |
5.855 |
|
2.618 |
5.555 |
|
4.250 |
5.065 |
|
|
| Fisher Pivots for day following 04-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
6.490 |
6.610 |
| PP |
6.463 |
6.543 |
| S1 |
6.436 |
6.476 |
|