NYMEX Natural Gas Future August 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 |
6.399 |
6.305 |
-0.094 |
-1.5% |
5.924 |
| High |
6.451 |
6.370 |
-0.081 |
-1.3% |
6.326 |
| Low |
6.358 |
6.266 |
-0.092 |
-1.4% |
5.800 |
| Close |
6.442 |
6.300 |
-0.142 |
-2.2% |
6.237 |
| Range |
0.093 |
0.104 |
0.011 |
11.8% |
0.526 |
| ATR |
0.218 |
0.215 |
-0.003 |
-1.4% |
0.000 |
| Volume |
60 |
2,895 |
2,835 |
4,725.0% |
2,528 |
|
| Daily Pivots for day following 30-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6.624 |
6.566 |
6.357 |
|
| R3 |
6.520 |
6.462 |
6.329 |
|
| R2 |
6.416 |
6.416 |
6.319 |
|
| R1 |
6.358 |
6.358 |
6.310 |
6.335 |
| PP |
6.312 |
6.312 |
6.312 |
6.301 |
| S1 |
6.254 |
6.254 |
6.290 |
6.231 |
| S2 |
6.208 |
6.208 |
6.281 |
|
| S3 |
6.104 |
6.150 |
6.271 |
|
| S4 |
6.000 |
6.046 |
6.243 |
|
|
| Weekly Pivots for week ending 26-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7.699 |
7.494 |
6.526 |
|
| R3 |
7.173 |
6.968 |
6.382 |
|
| R2 |
6.647 |
6.647 |
6.333 |
|
| R1 |
6.442 |
6.442 |
6.285 |
6.545 |
| PP |
6.121 |
6.121 |
6.121 |
6.172 |
| S1 |
5.916 |
5.916 |
6.189 |
6.019 |
| S2 |
5.595 |
5.595 |
6.141 |
|
| S3 |
5.069 |
5.390 |
6.092 |
|
| S4 |
4.543 |
4.864 |
5.948 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6.812 |
|
2.618 |
6.642 |
|
1.618 |
6.538 |
|
1.000 |
6.474 |
|
0.618 |
6.434 |
|
HIGH |
6.370 |
|
0.618 |
6.330 |
|
0.500 |
6.318 |
|
0.382 |
6.306 |
|
LOW |
6.266 |
|
0.618 |
6.202 |
|
1.000 |
6.162 |
|
1.618 |
6.098 |
|
2.618 |
5.994 |
|
4.250 |
5.824 |
|
|
| Fisher Pivots for day following 30-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
6.318 |
6.346 |
| PP |
6.312 |
6.330 |
| S1 |
6.306 |
6.315 |
|