NYMEX Natural Gas Future July 2009
| Trading Metrics calculated at close of trading on 16-Dec-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Dec-2008 |
16-Dec-2008 |
Change |
Change % |
Previous Week |
| Open |
6.086 |
6.033 |
-0.053 |
-0.9% |
6.000 |
| High |
6.127 |
6.141 |
0.014 |
0.2% |
6.215 |
| Low |
5.986 |
6.033 |
0.047 |
0.8% |
5.931 |
| Close |
6.025 |
6.121 |
0.096 |
1.6% |
5.935 |
| Range |
0.141 |
0.108 |
-0.033 |
-23.4% |
0.284 |
| ATR |
0.238 |
0.229 |
-0.009 |
-3.7% |
0.000 |
| Volume |
564 |
1,063 |
499 |
88.5% |
8,632 |
|
| Daily Pivots for day following 16-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6.422 |
6.380 |
6.180 |
|
| R3 |
6.314 |
6.272 |
6.151 |
|
| R2 |
6.206 |
6.206 |
6.141 |
|
| R1 |
6.164 |
6.164 |
6.131 |
6.185 |
| PP |
6.098 |
6.098 |
6.098 |
6.109 |
| S1 |
6.056 |
6.056 |
6.111 |
6.077 |
| S2 |
5.990 |
5.990 |
6.101 |
|
| S3 |
5.882 |
5.948 |
6.091 |
|
| S4 |
5.774 |
5.840 |
6.062 |
|
|
| Weekly Pivots for week ending 12-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6.879 |
6.691 |
6.091 |
|
| R3 |
6.595 |
6.407 |
6.013 |
|
| R2 |
6.311 |
6.311 |
5.987 |
|
| R1 |
6.123 |
6.123 |
5.961 |
6.075 |
| PP |
6.027 |
6.027 |
6.027 |
6.003 |
| S1 |
5.839 |
5.839 |
5.909 |
5.791 |
| S2 |
5.743 |
5.743 |
5.883 |
|
| S3 |
5.459 |
5.555 |
5.857 |
|
| S4 |
5.175 |
5.271 |
5.779 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6.215 |
5.931 |
0.284 |
4.6% |
0.148 |
2.4% |
67% |
False |
False |
1,677 |
| 10 |
6.750 |
5.931 |
0.819 |
13.4% |
0.164 |
2.7% |
23% |
False |
False |
1,492 |
| 20 |
7.121 |
5.931 |
1.190 |
19.4% |
0.201 |
3.3% |
16% |
False |
False |
1,334 |
| 40 |
7.708 |
5.931 |
1.777 |
29.0% |
0.213 |
3.5% |
11% |
False |
False |
1,146 |
| 60 |
8.598 |
5.931 |
2.667 |
43.6% |
0.205 |
3.4% |
7% |
False |
False |
1,048 |
| 80 |
9.240 |
5.931 |
3.309 |
54.1% |
0.212 |
3.5% |
6% |
False |
False |
923 |
| 100 |
9.739 |
5.931 |
3.808 |
62.2% |
0.210 |
3.4% |
5% |
False |
False |
820 |
| 120 |
11.981 |
5.931 |
6.050 |
98.8% |
0.220 |
3.6% |
3% |
False |
False |
755 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6.600 |
|
2.618 |
6.424 |
|
1.618 |
6.316 |
|
1.000 |
6.249 |
|
0.618 |
6.208 |
|
HIGH |
6.141 |
|
0.618 |
6.100 |
|
0.500 |
6.087 |
|
0.382 |
6.074 |
|
LOW |
6.033 |
|
0.618 |
5.966 |
|
1.000 |
5.925 |
|
1.618 |
5.858 |
|
2.618 |
5.750 |
|
4.250 |
5.574 |
|
|
| Fisher Pivots for day following 16-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
6.110 |
6.093 |
| PP |
6.098 |
6.064 |
| S1 |
6.087 |
6.036 |
|