NYMEX Natural Gas Future July 2009
| Trading Metrics calculated at close of trading on 29-Dec-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Dec-2008 |
29-Dec-2008 |
Change |
Change % |
Previous Week |
| Open |
6.178 |
6.250 |
0.072 |
1.2% |
5.813 |
| High |
6.188 |
6.371 |
0.183 |
3.0% |
6.241 |
| Low |
6.175 |
6.250 |
0.075 |
1.2% |
5.692 |
| Close |
6.150 |
6.362 |
0.212 |
3.4% |
6.150 |
| Range |
0.013 |
0.121 |
0.108 |
830.8% |
0.549 |
| ATR |
0.227 |
0.227 |
0.000 |
-0.2% |
0.000 |
| Volume |
989 |
541 |
-448 |
-45.3% |
5,543 |
|
| Daily Pivots for day following 29-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6.691 |
6.647 |
6.429 |
|
| R3 |
6.570 |
6.526 |
6.395 |
|
| R2 |
6.449 |
6.449 |
6.384 |
|
| R1 |
6.405 |
6.405 |
6.373 |
6.427 |
| PP |
6.328 |
6.328 |
6.328 |
6.339 |
| S1 |
6.284 |
6.284 |
6.351 |
6.306 |
| S2 |
6.207 |
6.207 |
6.340 |
|
| S3 |
6.086 |
6.163 |
6.329 |
|
| S4 |
5.965 |
6.042 |
6.295 |
|
|
| Weekly Pivots for week ending 26-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7.675 |
7.461 |
6.452 |
|
| R3 |
7.126 |
6.912 |
6.301 |
|
| R2 |
6.577 |
6.577 |
6.251 |
|
| R1 |
6.363 |
6.363 |
6.200 |
6.470 |
| PP |
6.028 |
6.028 |
6.028 |
6.081 |
| S1 |
5.814 |
5.814 |
6.100 |
5.921 |
| S2 |
5.479 |
5.479 |
6.049 |
|
| S3 |
4.930 |
5.265 |
5.999 |
|
| S4 |
4.381 |
4.716 |
5.848 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6.371 |
5.692 |
0.679 |
10.7% |
0.194 |
3.0% |
99% |
True |
False |
1,216 |
| 10 |
6.371 |
5.692 |
0.679 |
10.7% |
0.183 |
2.9% |
99% |
True |
False |
1,203 |
| 20 |
6.892 |
5.692 |
1.200 |
18.9% |
0.183 |
2.9% |
56% |
False |
False |
1,341 |
| 40 |
7.708 |
5.692 |
2.016 |
31.7% |
0.213 |
3.3% |
33% |
False |
False |
1,227 |
| 60 |
8.072 |
5.692 |
2.380 |
37.4% |
0.203 |
3.2% |
28% |
False |
False |
1,139 |
| 80 |
8.626 |
5.692 |
2.934 |
46.1% |
0.209 |
3.3% |
23% |
False |
False |
1,001 |
| 100 |
9.390 |
5.692 |
3.698 |
58.1% |
0.209 |
3.3% |
18% |
False |
False |
899 |
| 120 |
11.460 |
5.692 |
5.768 |
90.7% |
0.221 |
3.5% |
12% |
False |
False |
818 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6.885 |
|
2.618 |
6.688 |
|
1.618 |
6.567 |
|
1.000 |
6.492 |
|
0.618 |
6.446 |
|
HIGH |
6.371 |
|
0.618 |
6.325 |
|
0.500 |
6.311 |
|
0.382 |
6.296 |
|
LOW |
6.250 |
|
0.618 |
6.175 |
|
1.000 |
6.129 |
|
1.618 |
6.054 |
|
2.618 |
5.933 |
|
4.250 |
5.736 |
|
|
| Fisher Pivots for day following 29-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
6.345 |
6.291 |
| PP |
6.328 |
6.219 |
| S1 |
6.311 |
6.148 |
|