NYMEX Natural Gas Future June 2009
| Trading Metrics calculated at close of trading on 01-Dec-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Nov-2008 |
01-Dec-2008 |
Change |
Change % |
Previous Week |
| Open |
6.758 |
6.595 |
-0.163 |
-2.4% |
6.807 |
| High |
6.758 |
6.758 |
0.000 |
0.0% |
6.995 |
| Low |
6.460 |
6.570 |
0.110 |
1.7% |
6.460 |
| Close |
6.685 |
6.747 |
0.062 |
0.9% |
6.685 |
| Range |
0.298 |
0.188 |
-0.110 |
-36.9% |
0.535 |
| ATR |
0.296 |
0.288 |
-0.008 |
-2.6% |
0.000 |
| Volume |
1,224 |
412 |
-812 |
-66.3% |
5,333 |
|
| Daily Pivots for day following 01-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7.256 |
7.189 |
6.850 |
|
| R3 |
7.068 |
7.001 |
6.799 |
|
| R2 |
6.880 |
6.880 |
6.781 |
|
| R1 |
6.813 |
6.813 |
6.764 |
6.847 |
| PP |
6.692 |
6.692 |
6.692 |
6.708 |
| S1 |
6.625 |
6.625 |
6.730 |
6.659 |
| S2 |
6.504 |
6.504 |
6.713 |
|
| S3 |
6.316 |
6.437 |
6.695 |
|
| S4 |
6.128 |
6.249 |
6.644 |
|
|
| Weekly Pivots for week ending 28-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8.318 |
8.037 |
6.979 |
|
| R3 |
7.783 |
7.502 |
6.832 |
|
| R2 |
7.248 |
7.248 |
6.783 |
|
| R1 |
6.967 |
6.967 |
6.734 |
6.840 |
| PP |
6.713 |
6.713 |
6.713 |
6.650 |
| S1 |
6.432 |
6.432 |
6.636 |
6.305 |
| S2 |
6.178 |
6.178 |
6.587 |
|
| S3 |
5.643 |
5.897 |
6.538 |
|
| S4 |
5.108 |
5.362 |
6.391 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6.995 |
6.460 |
0.535 |
7.9% |
0.272 |
4.0% |
54% |
False |
False |
1,149 |
| 10 |
6.995 |
6.460 |
0.535 |
7.9% |
0.233 |
3.4% |
54% |
False |
False |
1,430 |
| 20 |
7.599 |
6.460 |
1.139 |
16.9% |
0.249 |
3.7% |
25% |
False |
False |
1,275 |
| 40 |
7.800 |
6.460 |
1.340 |
19.9% |
0.226 |
3.3% |
21% |
False |
False |
1,257 |
| 60 |
8.545 |
6.460 |
2.085 |
30.9% |
0.229 |
3.4% |
14% |
False |
False |
1,076 |
| 80 |
9.170 |
6.460 |
2.710 |
40.2% |
0.227 |
3.4% |
11% |
False |
False |
960 |
| 100 |
11.335 |
6.460 |
4.875 |
72.3% |
0.235 |
3.5% |
6% |
False |
False |
877 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7.557 |
|
2.618 |
7.250 |
|
1.618 |
7.062 |
|
1.000 |
6.946 |
|
0.618 |
6.874 |
|
HIGH |
6.758 |
|
0.618 |
6.686 |
|
0.500 |
6.664 |
|
0.382 |
6.642 |
|
LOW |
6.570 |
|
0.618 |
6.454 |
|
1.000 |
6.382 |
|
1.618 |
6.266 |
|
2.618 |
6.078 |
|
4.250 |
5.771 |
|
|
| Fisher Pivots for day following 01-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
6.719 |
6.741 |
| PP |
6.692 |
6.734 |
| S1 |
6.664 |
6.728 |
|