NYMEX Natural Gas Future June 2009
| Trading Metrics calculated at close of trading on 04-Dec-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Dec-2008 |
04-Dec-2008 |
Change |
Change % |
Previous Week |
| Open |
6.526 |
6.518 |
-0.008 |
-0.1% |
6.807 |
| High |
6.627 |
6.544 |
-0.083 |
-1.3% |
6.995 |
| Low |
6.498 |
6.220 |
-0.278 |
-4.3% |
6.460 |
| Close |
6.535 |
6.284 |
-0.251 |
-3.8% |
6.685 |
| Range |
0.129 |
0.324 |
0.195 |
151.2% |
0.535 |
| ATR |
0.273 |
0.277 |
0.004 |
1.3% |
0.000 |
| Volume |
2,168 |
1,687 |
-481 |
-22.2% |
5,333 |
|
| Daily Pivots for day following 04-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7.321 |
7.127 |
6.462 |
|
| R3 |
6.997 |
6.803 |
6.373 |
|
| R2 |
6.673 |
6.673 |
6.343 |
|
| R1 |
6.479 |
6.479 |
6.314 |
6.414 |
| PP |
6.349 |
6.349 |
6.349 |
6.317 |
| S1 |
6.155 |
6.155 |
6.254 |
6.090 |
| S2 |
6.025 |
6.025 |
6.225 |
|
| S3 |
5.701 |
5.831 |
6.195 |
|
| S4 |
5.377 |
5.507 |
6.106 |
|
|
| 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 |
6.760 |
6.220 |
0.540 |
8.6% |
0.233 |
3.7% |
12% |
False |
True |
1,220 |
| 10 |
6.995 |
6.220 |
0.775 |
12.3% |
0.243 |
3.9% |
8% |
False |
True |
1,275 |
| 20 |
7.550 |
6.220 |
1.330 |
21.2% |
0.244 |
3.9% |
5% |
False |
True |
1,293 |
| 40 |
7.599 |
6.220 |
1.379 |
21.9% |
0.227 |
3.6% |
5% |
False |
True |
1,255 |
| 60 |
8.545 |
6.220 |
2.325 |
37.0% |
0.227 |
3.6% |
3% |
False |
True |
1,133 |
| 80 |
9.170 |
6.220 |
2.950 |
46.9% |
0.229 |
3.6% |
2% |
False |
True |
1,002 |
| 100 |
10.675 |
6.220 |
4.455 |
70.9% |
0.232 |
3.7% |
1% |
False |
True |
909 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7.921 |
|
2.618 |
7.392 |
|
1.618 |
7.068 |
|
1.000 |
6.868 |
|
0.618 |
6.744 |
|
HIGH |
6.544 |
|
0.618 |
6.420 |
|
0.500 |
6.382 |
|
0.382 |
6.344 |
|
LOW |
6.220 |
|
0.618 |
6.020 |
|
1.000 |
5.896 |
|
1.618 |
5.696 |
|
2.618 |
5.372 |
|
4.250 |
4.843 |
|
|
| Fisher Pivots for day following 04-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
6.382 |
6.490 |
| PP |
6.349 |
6.421 |
| S1 |
6.317 |
6.353 |
|