NYMEX Natural Gas Future June 2009
Trading Metrics calculated at close of trading on 17-Dec-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Dec-2008 |
17-Dec-2008 |
Change |
Change % |
Previous Week |
Open |
5.934 |
6.035 |
0.101 |
1.7% |
5.910 |
High |
6.032 |
6.075 |
0.043 |
0.7% |
6.095 |
Low |
5.910 |
5.853 |
-0.057 |
-1.0% |
5.807 |
Close |
6.003 |
5.971 |
-0.032 |
-0.5% |
5.810 |
Range |
0.122 |
0.222 |
0.100 |
82.0% |
0.288 |
ATR |
0.239 |
0.238 |
-0.001 |
-0.5% |
0.000 |
Volume |
2,054 |
871 |
-1,183 |
-57.6% |
8,784 |
|
Daily Pivots for day following 17-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6.632 |
6.524 |
6.093 |
|
R3 |
6.410 |
6.302 |
6.032 |
|
R2 |
6.188 |
6.188 |
6.012 |
|
R1 |
6.080 |
6.080 |
5.991 |
6.023 |
PP |
5.966 |
5.966 |
5.966 |
5.938 |
S1 |
5.858 |
5.858 |
5.951 |
5.801 |
S2 |
5.744 |
5.744 |
5.930 |
|
S3 |
5.522 |
5.636 |
5.910 |
|
S4 |
5.300 |
5.414 |
5.849 |
|
|
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 |
4.8% |
0.172 |
2.9% |
57% |
False |
False |
1,348 |
10 |
6.544 |
5.807 |
0.737 |
12.3% |
0.189 |
3.2% |
22% |
False |
False |
1,551 |
20 |
6.995 |
5.807 |
1.188 |
19.9% |
0.208 |
3.5% |
14% |
False |
False |
1,482 |
40 |
7.599 |
5.807 |
1.792 |
30.0% |
0.227 |
3.8% |
9% |
False |
False |
1,341 |
60 |
8.476 |
5.807 |
2.669 |
44.7% |
0.217 |
3.6% |
6% |
False |
False |
1,261 |
80 |
9.114 |
5.807 |
3.307 |
55.4% |
0.224 |
3.8% |
5% |
False |
False |
1,090 |
100 |
9.637 |
5.807 |
3.830 |
64.1% |
0.220 |
3.7% |
4% |
False |
False |
991 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7.019 |
2.618 |
6.656 |
1.618 |
6.434 |
1.000 |
6.297 |
0.618 |
6.212 |
HIGH |
6.075 |
0.618 |
5.990 |
0.500 |
5.964 |
0.382 |
5.938 |
LOW |
5.853 |
0.618 |
5.716 |
1.000 |
5.631 |
1.618 |
5.494 |
2.618 |
5.272 |
4.250 |
4.910 |
|
|
Fisher Pivots for day following 17-Dec-2008 |
Pivot |
1 day |
3 day |
R1 |
5.969 |
5.969 |
PP |
5.966 |
5.966 |
S1 |
5.964 |
5.964 |
|