NYMEX Natural Gas Future June 2009
Trading Metrics calculated at close of trading on 12-Dec-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Dec-2008 |
12-Dec-2008 |
Change |
Change % |
Previous Week |
Open |
6.070 |
5.935 |
-0.135 |
-2.2% |
5.910 |
High |
6.095 |
5.935 |
-0.160 |
-2.6% |
6.095 |
Low |
5.890 |
5.807 |
-0.083 |
-1.4% |
5.807 |
Close |
5.966 |
5.810 |
-0.156 |
-2.6% |
5.810 |
Range |
0.205 |
0.128 |
-0.077 |
-37.6% |
0.288 |
ATR |
0.255 |
0.248 |
-0.007 |
-2.7% |
0.000 |
Volume |
1,766 |
1,690 |
-76 |
-4.3% |
8,784 |
|
Daily Pivots for day following 12-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6.235 |
6.150 |
5.880 |
|
R3 |
6.107 |
6.022 |
5.845 |
|
R2 |
5.979 |
5.979 |
5.833 |
|
R1 |
5.894 |
5.894 |
5.822 |
5.873 |
PP |
5.851 |
5.851 |
5.851 |
5.840 |
S1 |
5.766 |
5.766 |
5.798 |
5.745 |
S2 |
5.723 |
5.723 |
5.787 |
|
S3 |
5.595 |
5.638 |
5.775 |
|
S4 |
5.467 |
5.510 |
5.740 |
|
|
Weekly Pivots for week ending 12-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6.768 |
6.577 |
5.968 |
|
R3 |
6.480 |
6.289 |
5.889 |
|
R2 |
6.192 |
6.192 |
5.863 |
|
R1 |
6.001 |
6.001 |
5.836 |
5.953 |
PP |
5.904 |
5.904 |
5.904 |
5.880 |
S1 |
5.713 |
5.713 |
5.784 |
5.665 |
S2 |
5.616 |
5.616 |
5.757 |
|
S3 |
5.328 |
5.425 |
5.731 |
|
S4 |
5.040 |
5.137 |
5.652 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6.095 |
5.807 |
0.288 |
5.0% |
0.175 |
3.0% |
1% |
False |
True |
1,756 |
10 |
6.760 |
5.807 |
0.953 |
16.4% |
0.190 |
3.3% |
0% |
False |
True |
1,542 |
20 |
6.995 |
5.807 |
1.188 |
20.4% |
0.213 |
3.7% |
0% |
False |
True |
1,545 |
40 |
7.599 |
5.807 |
1.792 |
30.8% |
0.230 |
4.0% |
0% |
False |
True |
1,360 |
60 |
8.510 |
5.807 |
2.703 |
46.5% |
0.219 |
3.8% |
0% |
False |
True |
1,223 |
80 |
9.114 |
5.807 |
3.307 |
56.9% |
0.224 |
3.9% |
0% |
False |
True |
1,054 |
100 |
9.637 |
5.807 |
3.830 |
65.9% |
0.224 |
3.9% |
0% |
False |
True |
980 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6.479 |
2.618 |
6.270 |
1.618 |
6.142 |
1.000 |
6.063 |
0.618 |
6.014 |
HIGH |
5.935 |
0.618 |
5.886 |
0.500 |
5.871 |
0.382 |
5.856 |
LOW |
5.807 |
0.618 |
5.728 |
1.000 |
5.679 |
1.618 |
5.600 |
2.618 |
5.472 |
4.250 |
5.263 |
|
|
Fisher Pivots for day following 12-Dec-2008 |
Pivot |
1 day |
3 day |
R1 |
5.871 |
5.951 |
PP |
5.851 |
5.904 |
S1 |
5.830 |
5.857 |
|