NYMEX Natural Gas Future June 2009
Trading Metrics calculated at close of trading on 11-Dec-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Dec-2008 |
11-Dec-2008 |
Change |
Change % |
Previous Week |
Open |
6.053 |
6.070 |
0.017 |
0.3% |
6.595 |
High |
6.091 |
6.095 |
0.004 |
0.1% |
6.760 |
Low |
5.911 |
5.890 |
-0.021 |
-0.4% |
5.980 |
Close |
6.041 |
5.966 |
-0.075 |
-1.2% |
5.995 |
Range |
0.180 |
0.205 |
0.025 |
13.9% |
0.780 |
ATR |
0.259 |
0.255 |
-0.004 |
-1.5% |
0.000 |
Volume |
2,052 |
1,766 |
-286 |
-13.9% |
6,637 |
|
Daily Pivots for day following 11-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6.599 |
6.487 |
6.079 |
|
R3 |
6.394 |
6.282 |
6.022 |
|
R2 |
6.189 |
6.189 |
6.004 |
|
R1 |
6.077 |
6.077 |
5.985 |
6.031 |
PP |
5.984 |
5.984 |
5.984 |
5.960 |
S1 |
5.872 |
5.872 |
5.947 |
5.826 |
S2 |
5.779 |
5.779 |
5.928 |
|
S3 |
5.574 |
5.667 |
5.910 |
|
S4 |
5.369 |
5.462 |
5.853 |
|
|
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 |
6.140 |
5.810 |
0.330 |
5.5% |
0.181 |
3.0% |
47% |
False |
False |
1,770 |
10 |
6.760 |
5.810 |
0.950 |
15.9% |
0.207 |
3.5% |
16% |
False |
False |
1,495 |
20 |
6.995 |
5.810 |
1.185 |
19.9% |
0.222 |
3.7% |
13% |
False |
False |
1,519 |
40 |
7.599 |
5.810 |
1.789 |
30.0% |
0.230 |
3.9% |
9% |
False |
False |
1,342 |
60 |
8.545 |
5.810 |
2.735 |
45.8% |
0.224 |
3.7% |
6% |
False |
False |
1,232 |
80 |
9.114 |
5.810 |
3.304 |
55.4% |
0.225 |
3.8% |
5% |
False |
False |
1,046 |
100 |
9.924 |
5.810 |
4.114 |
69.0% |
0.228 |
3.8% |
4% |
False |
False |
971 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6.966 |
2.618 |
6.632 |
1.618 |
6.427 |
1.000 |
6.300 |
0.618 |
6.222 |
HIGH |
6.095 |
0.618 |
6.017 |
0.500 |
5.993 |
0.382 |
5.968 |
LOW |
5.890 |
0.618 |
5.763 |
1.000 |
5.685 |
1.618 |
5.558 |
2.618 |
5.353 |
4.250 |
5.019 |
|
|
Fisher Pivots for day following 11-Dec-2008 |
Pivot |
1 day |
3 day |
R1 |
5.993 |
5.962 |
PP |
5.984 |
5.957 |
S1 |
5.975 |
5.953 |
|