NYMEX Natural Gas Future July 2009
| Trading Metrics calculated at close of trading on 09-Dec-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Dec-2008 |
09-Dec-2008 |
Change |
Change % |
Previous Week |
| Open |
6.000 |
5.990 |
-0.010 |
-0.2% |
6.750 |
| High |
6.110 |
6.104 |
-0.006 |
-0.1% |
6.892 |
| Low |
5.950 |
5.944 |
-0.006 |
-0.1% |
6.102 |
| Close |
6.015 |
6.051 |
0.036 |
0.6% |
6.120 |
| Range |
0.160 |
0.160 |
0.000 |
0.0% |
0.790 |
| ATR |
0.266 |
0.258 |
-0.008 |
-2.8% |
0.000 |
| Volume |
1,120 |
750 |
-370 |
-33.0% |
6,165 |
|
| Daily Pivots for day following 09-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6.513 |
6.442 |
6.139 |
|
| R3 |
6.353 |
6.282 |
6.095 |
|
| R2 |
6.193 |
6.193 |
6.080 |
|
| R1 |
6.122 |
6.122 |
6.066 |
6.158 |
| PP |
6.033 |
6.033 |
6.033 |
6.051 |
| S1 |
5.962 |
5.962 |
6.036 |
5.998 |
| S2 |
5.873 |
5.873 |
6.022 |
|
| S3 |
5.713 |
5.802 |
6.007 |
|
| S4 |
5.553 |
5.642 |
5.963 |
|
|
| 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 |
6.750 |
5.944 |
0.806 |
13.3% |
0.181 |
3.0% |
13% |
False |
True |
1,307 |
| 10 |
7.106 |
5.944 |
1.162 |
19.2% |
0.229 |
3.8% |
9% |
False |
True |
1,193 |
| 20 |
7.440 |
5.944 |
1.496 |
24.7% |
0.229 |
3.8% |
7% |
False |
True |
1,191 |
| 40 |
7.708 |
5.944 |
1.764 |
29.2% |
0.216 |
3.6% |
6% |
False |
True |
1,057 |
| 60 |
8.598 |
5.944 |
2.654 |
43.9% |
0.213 |
3.5% |
4% |
False |
True |
962 |
| 80 |
9.240 |
5.944 |
3.296 |
54.5% |
0.213 |
3.5% |
3% |
False |
True |
848 |
| 100 |
10.195 |
5.944 |
4.251 |
70.3% |
0.220 |
3.6% |
3% |
False |
True |
761 |
| 120 |
11.981 |
5.944 |
6.037 |
99.8% |
0.220 |
3.6% |
2% |
False |
True |
720 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6.784 |
|
2.618 |
6.523 |
|
1.618 |
6.363 |
|
1.000 |
6.264 |
|
0.618 |
6.203 |
|
HIGH |
6.104 |
|
0.618 |
6.043 |
|
0.500 |
6.024 |
|
0.382 |
6.005 |
|
LOW |
5.944 |
|
0.618 |
5.845 |
|
1.000 |
5.784 |
|
1.618 |
5.685 |
|
2.618 |
5.525 |
|
4.250 |
5.264 |
|
|
| Fisher Pivots for day following 09-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
6.042 |
6.106 |
| PP |
6.033 |
6.087 |
| S1 |
6.024 |
6.069 |
|