NYMEX Natural Gas Future June 2009
Trading Metrics calculated at close of trading on 18-Dec-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Dec-2008 |
18-Dec-2008 |
Change |
Change % |
Previous Week |
Open |
6.035 |
5.950 |
-0.085 |
-1.4% |
5.910 |
High |
6.075 |
6.000 |
-0.075 |
-1.2% |
6.095 |
Low |
5.853 |
5.818 |
-0.035 |
-0.6% |
5.807 |
Close |
5.971 |
5.874 |
-0.097 |
-1.6% |
5.810 |
Range |
0.222 |
0.182 |
-0.040 |
-18.0% |
0.288 |
ATR |
0.238 |
0.234 |
-0.004 |
-1.7% |
0.000 |
Volume |
871 |
1,080 |
209 |
24.0% |
8,784 |
|
Daily Pivots for day following 18-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6.443 |
6.341 |
5.974 |
|
R3 |
6.261 |
6.159 |
5.924 |
|
R2 |
6.079 |
6.079 |
5.907 |
|
R1 |
5.977 |
5.977 |
5.891 |
5.937 |
PP |
5.897 |
5.897 |
5.897 |
5.878 |
S1 |
5.795 |
5.795 |
5.857 |
5.755 |
S2 |
5.715 |
5.715 |
5.841 |
|
S3 |
5.533 |
5.613 |
5.824 |
|
S4 |
5.351 |
5.431 |
5.774 |
|
|
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 |
6.075 |
5.807 |
0.268 |
4.6% |
0.168 |
2.9% |
25% |
False |
False |
1,211 |
10 |
6.140 |
5.807 |
0.333 |
5.7% |
0.175 |
3.0% |
20% |
False |
False |
1,491 |
20 |
6.995 |
5.807 |
1.188 |
20.2% |
0.209 |
3.6% |
6% |
False |
False |
1,383 |
40 |
7.599 |
5.807 |
1.792 |
30.5% |
0.227 |
3.9% |
4% |
False |
False |
1,357 |
60 |
8.476 |
5.807 |
2.669 |
45.4% |
0.218 |
3.7% |
3% |
False |
False |
1,262 |
80 |
9.114 |
5.807 |
3.307 |
56.3% |
0.226 |
3.8% |
2% |
False |
False |
1,101 |
100 |
9.637 |
5.807 |
3.830 |
65.2% |
0.221 |
3.8% |
2% |
False |
False |
998 |
120 |
11.817 |
5.807 |
6.010 |
102.3% |
0.228 |
3.9% |
1% |
False |
False |
916 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6.774 |
2.618 |
6.476 |
1.618 |
6.294 |
1.000 |
6.182 |
0.618 |
6.112 |
HIGH |
6.000 |
0.618 |
5.930 |
0.500 |
5.909 |
0.382 |
5.888 |
LOW |
5.818 |
0.618 |
5.706 |
1.000 |
5.636 |
1.618 |
5.524 |
2.618 |
5.342 |
4.250 |
5.045 |
|
|
Fisher Pivots for day following 18-Dec-2008 |
Pivot |
1 day |
3 day |
R1 |
5.909 |
5.947 |
PP |
5.897 |
5.922 |
S1 |
5.886 |
5.898 |
|