NYMEX Natural Gas Future August 2009
| Trading Metrics calculated at close of trading on 23-Dec-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Dec-2008 |
23-Dec-2008 |
Change |
Change % |
Previous Week |
| Open |
5.924 |
5.915 |
-0.009 |
-0.2% |
6.190 |
| High |
5.925 |
6.260 |
0.335 |
5.7% |
6.277 |
| Low |
5.800 |
5.900 |
0.100 |
1.7% |
5.910 |
| Close |
5.863 |
6.203 |
0.340 |
5.8% |
5.940 |
| Range |
0.125 |
0.360 |
0.235 |
188.0% |
0.367 |
| ATR |
0.209 |
0.223 |
0.013 |
6.4% |
0.000 |
| Volume |
749 |
829 |
80 |
10.7% |
3,376 |
|
| Daily Pivots for day following 23-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7.201 |
7.062 |
6.401 |
|
| R3 |
6.841 |
6.702 |
6.302 |
|
| R2 |
6.481 |
6.481 |
6.269 |
|
| R1 |
6.342 |
6.342 |
6.236 |
6.412 |
| PP |
6.121 |
6.121 |
6.121 |
6.156 |
| S1 |
5.982 |
5.982 |
6.170 |
6.052 |
| S2 |
5.761 |
5.761 |
6.137 |
|
| S3 |
5.401 |
5.622 |
6.104 |
|
| S4 |
5.041 |
5.262 |
6.005 |
|
|
| 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 |
7.790 |
|
2.618 |
7.202 |
|
1.618 |
6.842 |
|
1.000 |
6.620 |
|
0.618 |
6.482 |
|
HIGH |
6.260 |
|
0.618 |
6.122 |
|
0.500 |
6.080 |
|
0.382 |
6.038 |
|
LOW |
5.900 |
|
0.618 |
5.678 |
|
1.000 |
5.540 |
|
1.618 |
5.318 |
|
2.618 |
4.958 |
|
4.250 |
4.370 |
|
|
| Fisher Pivots for day following 23-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
6.162 |
6.145 |
| PP |
6.121 |
6.088 |
| S1 |
6.080 |
6.030 |
|