NYMEX Natural Gas Future June 2009
Trading Metrics calculated at close of trading on 08-Dec-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Dec-2008 |
08-Dec-2008 |
Change |
Change % |
Previous Week |
Open |
6.068 |
5.910 |
-0.158 |
-2.6% |
6.595 |
High |
6.140 |
6.001 |
-0.139 |
-2.3% |
6.760 |
Low |
5.980 |
5.811 |
-0.169 |
-2.8% |
5.980 |
Close |
5.995 |
5.890 |
-0.105 |
-1.8% |
5.995 |
Range |
0.160 |
0.190 |
0.030 |
18.8% |
0.780 |
ATR |
0.278 |
0.272 |
-0.006 |
-2.3% |
0.000 |
Volume |
1,759 |
1,498 |
-261 |
-14.8% |
6,637 |
|
Daily Pivots for day following 08-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6.471 |
6.370 |
5.995 |
|
R3 |
6.281 |
6.180 |
5.942 |
|
R2 |
6.091 |
6.091 |
5.925 |
|
R1 |
5.990 |
5.990 |
5.907 |
5.946 |
PP |
5.901 |
5.901 |
5.901 |
5.878 |
S1 |
5.800 |
5.800 |
5.873 |
5.756 |
S2 |
5.711 |
5.711 |
5.855 |
|
S3 |
5.521 |
5.610 |
5.838 |
|
S4 |
5.331 |
5.420 |
5.786 |
|
|
Weekly Pivots for week ending 05-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8.585 |
8.070 |
6.424 |
|
R3 |
7.805 |
7.290 |
6.210 |
|
R2 |
7.025 |
7.025 |
6.138 |
|
R1 |
6.510 |
6.510 |
6.067 |
6.378 |
PP |
6.245 |
6.245 |
6.245 |
6.179 |
S1 |
5.730 |
5.730 |
5.924 |
5.598 |
S2 |
5.465 |
5.465 |
5.852 |
|
S3 |
4.685 |
4.950 |
5.781 |
|
S4 |
3.905 |
4.170 |
5.566 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6.760 |
5.811 |
0.949 |
16.1% |
0.206 |
3.5% |
8% |
False |
True |
1,544 |
10 |
6.995 |
5.811 |
1.184 |
20.1% |
0.239 |
4.1% |
7% |
False |
True |
1,346 |
20 |
7.532 |
5.811 |
1.721 |
29.2% |
0.242 |
4.1% |
5% |
False |
True |
1,356 |
40 |
7.599 |
5.811 |
1.788 |
30.4% |
0.228 |
3.9% |
4% |
False |
True |
1,296 |
60 |
8.545 |
5.811 |
2.734 |
46.4% |
0.226 |
3.8% |
3% |
False |
True |
1,165 |
80 |
9.114 |
5.811 |
3.303 |
56.1% |
0.223 |
3.8% |
2% |
False |
True |
1,024 |
100 |
10.270 |
5.811 |
4.459 |
75.7% |
0.228 |
3.9% |
2% |
False |
True |
929 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6.809 |
2.618 |
6.498 |
1.618 |
6.308 |
1.000 |
6.191 |
0.618 |
6.118 |
HIGH |
6.001 |
0.618 |
5.928 |
0.500 |
5.906 |
0.382 |
5.884 |
LOW |
5.811 |
0.618 |
5.694 |
1.000 |
5.621 |
1.618 |
5.504 |
2.618 |
5.314 |
4.250 |
5.004 |
|
|
Fisher Pivots for day following 08-Dec-2008 |
Pivot |
1 day |
3 day |
R1 |
5.906 |
6.178 |
PP |
5.901 |
6.082 |
S1 |
5.895 |
5.986 |
|