NYMEX Natural Gas Future June 2009
| Trading Metrics calculated at close of trading on 10-Dec-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Dec-2008 |
10-Dec-2008 |
Change |
Change % |
Previous Week |
| Open |
5.910 |
6.053 |
0.143 |
2.4% |
6.595 |
| High |
5.982 |
6.091 |
0.109 |
1.8% |
6.760 |
| Low |
5.810 |
5.911 |
0.101 |
1.7% |
5.980 |
| Close |
5.926 |
6.041 |
0.115 |
1.9% |
5.995 |
| Range |
0.172 |
0.180 |
0.008 |
4.7% |
0.780 |
| ATR |
0.265 |
0.259 |
-0.006 |
-2.3% |
0.000 |
| Volume |
1,778 |
2,052 |
274 |
15.4% |
6,637 |
|
| Daily Pivots for day following 10-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6.554 |
6.478 |
6.140 |
|
| R3 |
6.374 |
6.298 |
6.091 |
|
| R2 |
6.194 |
6.194 |
6.074 |
|
| R1 |
6.118 |
6.118 |
6.058 |
6.066 |
| PP |
6.014 |
6.014 |
6.014 |
5.989 |
| S1 |
5.938 |
5.938 |
6.025 |
5.886 |
| S2 |
5.834 |
5.834 |
6.008 |
|
| S3 |
5.654 |
5.758 |
5.992 |
|
| S4 |
5.474 |
5.578 |
5.942 |
|
|
| 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 |
6.544 |
5.810 |
0.734 |
12.2% |
0.205 |
3.4% |
31% |
False |
False |
1,754 |
| 10 |
6.995 |
5.810 |
1.185 |
19.6% |
0.231 |
3.8% |
19% |
False |
False |
1,500 |
| 20 |
7.028 |
5.810 |
1.218 |
20.2% |
0.230 |
3.8% |
19% |
False |
False |
1,476 |
| 40 |
7.599 |
5.810 |
1.789 |
29.6% |
0.230 |
3.8% |
13% |
False |
False |
1,316 |
| 60 |
8.545 |
5.810 |
2.735 |
45.3% |
0.224 |
3.7% |
8% |
False |
False |
1,210 |
| 80 |
9.114 |
5.810 |
3.304 |
54.7% |
0.224 |
3.7% |
7% |
False |
False |
1,031 |
| 100 |
10.000 |
5.810 |
4.190 |
69.4% |
0.229 |
3.8% |
6% |
False |
False |
957 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6.856 |
|
2.618 |
6.562 |
|
1.618 |
6.382 |
|
1.000 |
6.271 |
|
0.618 |
6.202 |
|
HIGH |
6.091 |
|
0.618 |
6.022 |
|
0.500 |
6.001 |
|
0.382 |
5.980 |
|
LOW |
5.911 |
|
0.618 |
5.800 |
|
1.000 |
5.731 |
|
1.618 |
5.620 |
|
2.618 |
5.440 |
|
4.250 |
5.146 |
|
|
| Fisher Pivots for day following 10-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
6.028 |
6.011 |
| PP |
6.014 |
5.981 |
| S1 |
6.001 |
5.951 |
|