NYMEX Natural Gas Future July 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 |
6.635 |
6.195 |
-0.440 |
-6.6% |
6.750 |
| High |
6.640 |
6.267 |
-0.373 |
-5.6% |
6.892 |
| Low |
6.340 |
6.102 |
-0.238 |
-3.8% |
6.102 |
| Close |
6.409 |
6.120 |
-0.289 |
-4.5% |
6.120 |
| Range |
0.300 |
0.165 |
-0.135 |
-45.0% |
0.790 |
| ATR |
0.270 |
0.273 |
0.003 |
1.0% |
0.000 |
| Volume |
2,139 |
1,767 |
-372 |
-17.4% |
6,165 |
|
| Daily Pivots for day following 05-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6.658 |
6.554 |
6.211 |
|
| R3 |
6.493 |
6.389 |
6.165 |
|
| R2 |
6.328 |
6.328 |
6.150 |
|
| R1 |
6.224 |
6.224 |
6.135 |
6.194 |
| PP |
6.163 |
6.163 |
6.163 |
6.148 |
| S1 |
6.059 |
6.059 |
6.105 |
6.029 |
| S2 |
5.998 |
5.998 |
6.090 |
|
| S3 |
5.833 |
5.894 |
6.075 |
|
| S4 |
5.668 |
5.729 |
6.029 |
|
|
| Weekly Pivots for week ending 05-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8.741 |
8.221 |
6.555 |
|
| R3 |
7.951 |
7.431 |
6.337 |
|
| R2 |
7.161 |
7.161 |
6.265 |
|
| R1 |
6.641 |
6.641 |
6.192 |
6.506 |
| PP |
6.371 |
6.371 |
6.371 |
6.304 |
| S1 |
5.851 |
5.851 |
6.048 |
5.716 |
| S2 |
5.581 |
5.581 |
5.975 |
|
| S3 |
4.791 |
5.061 |
5.903 |
|
| S4 |
4.001 |
4.271 |
5.686 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6.892 |
6.102 |
0.790 |
12.9% |
0.203 |
3.3% |
2% |
False |
True |
1,233 |
| 10 |
7.106 |
6.102 |
1.004 |
16.4% |
0.231 |
3.8% |
2% |
False |
True |
1,270 |
| 20 |
7.670 |
6.102 |
1.568 |
25.6% |
0.230 |
3.8% |
1% |
False |
True |
1,167 |
| 40 |
7.708 |
6.102 |
1.606 |
26.2% |
0.214 |
3.5% |
1% |
False |
True |
1,053 |
| 60 |
8.598 |
6.102 |
2.496 |
40.8% |
0.216 |
3.5% |
1% |
False |
True |
941 |
| 80 |
9.240 |
6.102 |
3.138 |
51.3% |
0.215 |
3.5% |
1% |
False |
True |
843 |
| 100 |
10.744 |
6.102 |
4.642 |
75.8% |
0.225 |
3.7% |
0% |
False |
True |
757 |
| 120 |
11.981 |
6.102 |
5.879 |
96.1% |
0.220 |
3.6% |
0% |
False |
True |
721 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6.968 |
|
2.618 |
6.699 |
|
1.618 |
6.534 |
|
1.000 |
6.432 |
|
0.618 |
6.369 |
|
HIGH |
6.267 |
|
0.618 |
6.204 |
|
0.500 |
6.185 |
|
0.382 |
6.165 |
|
LOW |
6.102 |
|
0.618 |
6.000 |
|
1.000 |
5.937 |
|
1.618 |
5.835 |
|
2.618 |
5.670 |
|
4.250 |
5.401 |
|
|
| Fisher Pivots for day following 05-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
6.185 |
6.426 |
| PP |
6.163 |
6.324 |
| S1 |
6.142 |
6.222 |
|