NYMEX Natural Gas Future July 2009
| Trading Metrics calculated at close of trading on 30-Dec-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Dec-2008 |
30-Dec-2008 |
Change |
Change % |
Previous Week |
| Open |
6.250 |
6.282 |
0.032 |
0.5% |
5.813 |
| High |
6.371 |
6.290 |
-0.081 |
-1.3% |
6.241 |
| Low |
6.250 |
6.156 |
-0.094 |
-1.5% |
5.692 |
| Close |
6.362 |
6.211 |
-0.151 |
-2.4% |
6.150 |
| Range |
0.121 |
0.134 |
0.013 |
10.7% |
0.549 |
| ATR |
0.227 |
0.225 |
-0.001 |
-0.7% |
0.000 |
| Volume |
541 |
1,797 |
1,256 |
232.2% |
5,543 |
|
| Daily Pivots for day following 30-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6.621 |
6.550 |
6.285 |
|
| R3 |
6.487 |
6.416 |
6.248 |
|
| R2 |
6.353 |
6.353 |
6.236 |
|
| R1 |
6.282 |
6.282 |
6.223 |
6.251 |
| PP |
6.219 |
6.219 |
6.219 |
6.203 |
| S1 |
6.148 |
6.148 |
6.199 |
6.117 |
| S2 |
6.085 |
6.085 |
6.186 |
|
| S3 |
5.951 |
6.014 |
6.174 |
|
| S4 |
5.817 |
5.880 |
6.137 |
|
|
| 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 |
5.800 |
0.571 |
9.2% |
0.195 |
3.1% |
72% |
False |
False |
1,198 |
| 10 |
6.371 |
5.692 |
0.679 |
10.9% |
0.182 |
2.9% |
76% |
False |
False |
1,326 |
| 20 |
6.880 |
5.692 |
1.188 |
19.1% |
0.179 |
2.9% |
44% |
False |
False |
1,378 |
| 40 |
7.708 |
5.692 |
2.016 |
32.5% |
0.208 |
3.3% |
26% |
False |
False |
1,242 |
| 60 |
7.940 |
5.692 |
2.248 |
36.2% |
0.203 |
3.3% |
23% |
False |
False |
1,160 |
| 80 |
8.626 |
5.692 |
2.934 |
47.2% |
0.207 |
3.3% |
18% |
False |
False |
1,017 |
| 100 |
9.250 |
5.692 |
3.558 |
57.3% |
0.208 |
3.4% |
15% |
False |
False |
916 |
| 120 |
11.460 |
5.692 |
5.768 |
92.9% |
0.220 |
3.5% |
9% |
False |
False |
831 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6.860 |
|
2.618 |
6.641 |
|
1.618 |
6.507 |
|
1.000 |
6.424 |
|
0.618 |
6.373 |
|
HIGH |
6.290 |
|
0.618 |
6.239 |
|
0.500 |
6.223 |
|
0.382 |
6.207 |
|
LOW |
6.156 |
|
0.618 |
6.073 |
|
1.000 |
6.022 |
|
1.618 |
5.939 |
|
2.618 |
5.805 |
|
4.250 |
5.587 |
|
|
| Fisher Pivots for day following 30-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
6.223 |
6.264 |
| PP |
6.219 |
6.246 |
| S1 |
6.215 |
6.229 |
|