NYMEX Natural Gas Future June 2009
Trading Metrics calculated at close of trading on 09-Dec-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Dec-2008 |
09-Dec-2008 |
Change |
Change % |
Previous Week |
Open |
5.910 |
5.910 |
0.000 |
0.0% |
6.595 |
High |
6.001 |
5.982 |
-0.019 |
-0.3% |
6.760 |
Low |
5.811 |
5.810 |
-0.001 |
0.0% |
5.980 |
Close |
5.890 |
5.926 |
0.036 |
0.6% |
5.995 |
Range |
0.190 |
0.172 |
-0.018 |
-9.5% |
0.780 |
ATR |
0.272 |
0.265 |
-0.007 |
-2.6% |
0.000 |
Volume |
1,498 |
1,778 |
280 |
18.7% |
6,637 |
|
Daily Pivots for day following 09-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6.422 |
6.346 |
6.021 |
|
R3 |
6.250 |
6.174 |
5.973 |
|
R2 |
6.078 |
6.078 |
5.958 |
|
R1 |
6.002 |
6.002 |
5.942 |
6.040 |
PP |
5.906 |
5.906 |
5.906 |
5.925 |
S1 |
5.830 |
5.830 |
5.910 |
5.868 |
S2 |
5.734 |
5.734 |
5.894 |
|
S3 |
5.562 |
5.658 |
5.879 |
|
S4 |
5.390 |
5.486 |
5.831 |
|
|
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 |
6.627 |
5.810 |
0.817 |
13.8% |
0.195 |
3.3% |
14% |
False |
True |
1,778 |
10 |
6.995 |
5.810 |
1.185 |
20.0% |
0.240 |
4.1% |
10% |
False |
True |
1,450 |
20 |
7.346 |
5.810 |
1.536 |
25.9% |
0.239 |
4.0% |
8% |
False |
True |
1,424 |
40 |
7.599 |
5.810 |
1.789 |
30.2% |
0.229 |
3.9% |
6% |
False |
True |
1,281 |
60 |
8.545 |
5.810 |
2.735 |
46.2% |
0.224 |
3.8% |
4% |
False |
True |
1,187 |
80 |
9.114 |
5.810 |
3.304 |
55.8% |
0.224 |
3.8% |
4% |
False |
True |
1,014 |
100 |
10.090 |
5.810 |
4.280 |
72.2% |
0.228 |
3.8% |
3% |
False |
True |
940 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6.713 |
2.618 |
6.432 |
1.618 |
6.260 |
1.000 |
6.154 |
0.618 |
6.088 |
HIGH |
5.982 |
0.618 |
5.916 |
0.500 |
5.896 |
0.382 |
5.876 |
LOW |
5.810 |
0.618 |
5.704 |
1.000 |
5.638 |
1.618 |
5.532 |
2.618 |
5.360 |
4.250 |
5.079 |
|
|
Fisher Pivots for day following 09-Dec-2008 |
Pivot |
1 day |
3 day |
R1 |
5.916 |
5.975 |
PP |
5.906 |
5.959 |
S1 |
5.896 |
5.942 |
|