NYMEX Natural Gas Future August 2009
| Trading Metrics calculated at close of trading on 22-Dec-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Dec-2008 |
22-Dec-2008 |
Change |
Change % |
Previous Week |
| Open |
6.106 |
5.924 |
-0.182 |
-3.0% |
6.190 |
| High |
6.166 |
5.925 |
-0.241 |
-3.9% |
6.277 |
| Low |
5.910 |
5.800 |
-0.110 |
-1.9% |
5.910 |
| Close |
5.940 |
5.863 |
-0.077 |
-1.3% |
5.940 |
| Range |
0.256 |
0.125 |
-0.131 |
-51.2% |
0.367 |
| ATR |
0.215 |
0.209 |
-0.005 |
-2.5% |
0.000 |
| Volume |
1,122 |
749 |
-373 |
-33.2% |
3,376 |
|
| Daily Pivots for day following 22-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6.238 |
6.175 |
5.932 |
|
| R3 |
6.113 |
6.050 |
5.897 |
|
| R2 |
5.988 |
5.988 |
5.886 |
|
| R1 |
5.925 |
5.925 |
5.874 |
5.894 |
| PP |
5.863 |
5.863 |
5.863 |
5.847 |
| S1 |
5.800 |
5.800 |
5.852 |
5.769 |
| S2 |
5.738 |
5.738 |
5.840 |
|
| S3 |
5.613 |
5.675 |
5.829 |
|
| S4 |
5.488 |
5.550 |
5.794 |
|
|
| Weekly Pivots for week ending 19-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7.143 |
6.909 |
6.142 |
|
| R3 |
6.776 |
6.542 |
6.041 |
|
| R2 |
6.409 |
6.409 |
6.007 |
|
| R1 |
6.175 |
6.175 |
5.974 |
6.109 |
| PP |
6.042 |
6.042 |
6.042 |
6.009 |
| S1 |
5.808 |
5.808 |
5.906 |
5.742 |
| S2 |
5.675 |
5.675 |
5.873 |
|
| S3 |
5.308 |
5.441 |
5.839 |
|
| S4 |
4.941 |
5.074 |
5.738 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6.456 |
|
2.618 |
6.252 |
|
1.618 |
6.127 |
|
1.000 |
6.050 |
|
0.618 |
6.002 |
|
HIGH |
5.925 |
|
0.618 |
5.877 |
|
0.500 |
5.863 |
|
0.382 |
5.848 |
|
LOW |
5.800 |
|
0.618 |
5.723 |
|
1.000 |
5.675 |
|
1.618 |
5.598 |
|
2.618 |
5.473 |
|
4.250 |
5.269 |
|
|
| Fisher Pivots for day following 22-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
5.863 |
6.006 |
| PP |
5.863 |
5.958 |
| S1 |
5.863 |
5.911 |
|