NYMEX Natural Gas Future June 2009
| Trading Metrics calculated at close of trading on 02-Dec-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Dec-2008 |
02-Dec-2008 |
Change |
Change % |
Previous Week |
| Open |
6.595 |
6.750 |
0.155 |
2.4% |
6.807 |
| High |
6.758 |
6.760 |
0.002 |
0.0% |
6.995 |
| Low |
6.570 |
6.535 |
-0.035 |
-0.5% |
6.460 |
| Close |
6.747 |
6.600 |
-0.147 |
-2.2% |
6.685 |
| Range |
0.188 |
0.225 |
0.037 |
19.7% |
0.535 |
| ATR |
0.288 |
0.284 |
-0.005 |
-1.6% |
0.000 |
| Volume |
412 |
611 |
199 |
48.3% |
5,333 |
|
| Daily Pivots for day following 02-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7.307 |
7.178 |
6.724 |
|
| R3 |
7.082 |
6.953 |
6.662 |
|
| R2 |
6.857 |
6.857 |
6.641 |
|
| R1 |
6.728 |
6.728 |
6.621 |
6.680 |
| PP |
6.632 |
6.632 |
6.632 |
6.608 |
| S1 |
6.503 |
6.503 |
6.579 |
6.455 |
| S2 |
6.407 |
6.407 |
6.559 |
|
| S3 |
6.182 |
6.278 |
6.538 |
|
| S4 |
5.957 |
6.053 |
6.476 |
|
|
| 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 |
8.1% |
0.285 |
4.3% |
26% |
False |
False |
1,123 |
| 10 |
6.995 |
6.460 |
0.535 |
8.1% |
0.236 |
3.6% |
26% |
False |
False |
1,414 |
| 20 |
7.599 |
6.460 |
1.139 |
17.3% |
0.246 |
3.7% |
12% |
False |
False |
1,232 |
| 40 |
7.599 |
6.460 |
1.139 |
17.3% |
0.224 |
3.4% |
12% |
False |
False |
1,254 |
| 60 |
8.545 |
6.460 |
2.085 |
31.6% |
0.228 |
3.5% |
7% |
False |
False |
1,081 |
| 80 |
9.170 |
6.460 |
2.710 |
41.1% |
0.227 |
3.4% |
5% |
False |
False |
962 |
| 100 |
11.225 |
6.460 |
4.765 |
72.2% |
0.234 |
3.5% |
3% |
False |
False |
878 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7.716 |
|
2.618 |
7.349 |
|
1.618 |
7.124 |
|
1.000 |
6.985 |
|
0.618 |
6.899 |
|
HIGH |
6.760 |
|
0.618 |
6.674 |
|
0.500 |
6.648 |
|
0.382 |
6.621 |
|
LOW |
6.535 |
|
0.618 |
6.396 |
|
1.000 |
6.310 |
|
1.618 |
6.171 |
|
2.618 |
5.946 |
|
4.250 |
5.579 |
|
|
| Fisher Pivots for day following 02-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
6.648 |
6.610 |
| PP |
6.632 |
6.607 |
| S1 |
6.616 |
6.603 |
|