NYMEX Natural Gas Future June 2009
Trading Metrics calculated at close of trading on 22-Dec-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Dec-2008 |
22-Dec-2008 |
Change |
Change % |
Previous Week |
Open |
5.868 |
5.650 |
-0.218 |
-3.7% |
5.941 |
High |
5.971 |
5.697 |
-0.274 |
-4.6% |
6.075 |
Low |
5.695 |
5.571 |
-0.124 |
-2.2% |
5.695 |
Close |
5.717 |
5.638 |
-0.079 |
-1.4% |
5.717 |
Range |
0.276 |
0.126 |
-0.150 |
-54.3% |
0.380 |
ATR |
0.237 |
0.231 |
-0.007 |
-2.7% |
0.000 |
Volume |
2,820 |
1,481 |
-1,339 |
-47.5% |
7,187 |
|
Daily Pivots for day following 22-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6.013 |
5.952 |
5.707 |
|
R3 |
5.887 |
5.826 |
5.673 |
|
R2 |
5.761 |
5.761 |
5.661 |
|
R1 |
5.700 |
5.700 |
5.650 |
5.668 |
PP |
5.635 |
5.635 |
5.635 |
5.619 |
S1 |
5.574 |
5.574 |
5.626 |
5.542 |
S2 |
5.509 |
5.509 |
5.615 |
|
S3 |
5.383 |
5.448 |
5.603 |
|
S4 |
5.257 |
5.322 |
5.569 |
|
|
Weekly Pivots for week ending 19-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6.969 |
6.723 |
5.926 |
|
R3 |
6.589 |
6.343 |
5.822 |
|
R2 |
6.209 |
6.209 |
5.787 |
|
R1 |
5.963 |
5.963 |
5.752 |
5.896 |
PP |
5.829 |
5.829 |
5.829 |
5.796 |
S1 |
5.583 |
5.583 |
5.682 |
5.516 |
S2 |
5.449 |
5.449 |
5.647 |
|
S3 |
5.069 |
5.203 |
5.613 |
|
S4 |
4.689 |
4.823 |
5.508 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6.075 |
5.571 |
0.504 |
8.9% |
0.186 |
3.3% |
13% |
False |
True |
1,661 |
10 |
6.095 |
5.571 |
0.524 |
9.3% |
0.180 |
3.2% |
13% |
False |
True |
1,595 |
20 |
6.995 |
5.571 |
1.424 |
25.3% |
0.209 |
3.7% |
5% |
False |
True |
1,471 |
40 |
7.599 |
5.571 |
2.028 |
36.0% |
0.228 |
4.0% |
3% |
False |
True |
1,432 |
60 |
8.249 |
5.571 |
2.678 |
47.5% |
0.215 |
3.8% |
3% |
False |
True |
1,320 |
80 |
8.846 |
5.571 |
3.275 |
58.1% |
0.221 |
3.9% |
2% |
False |
True |
1,148 |
100 |
9.637 |
5.571 |
4.066 |
72.1% |
0.221 |
3.9% |
2% |
False |
True |
1,035 |
120 |
11.774 |
5.571 |
6.203 |
110.0% |
0.228 |
4.0% |
1% |
False |
True |
947 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6.233 |
2.618 |
6.027 |
1.618 |
5.901 |
1.000 |
5.823 |
0.618 |
5.775 |
HIGH |
5.697 |
0.618 |
5.649 |
0.500 |
5.634 |
0.382 |
5.619 |
LOW |
5.571 |
0.618 |
5.493 |
1.000 |
5.445 |
1.618 |
5.367 |
2.618 |
5.241 |
4.250 |
5.036 |
|
|
Fisher Pivots for day following 22-Dec-2008 |
Pivot |
1 day |
3 day |
R1 |
5.637 |
5.786 |
PP |
5.635 |
5.736 |
S1 |
5.634 |
5.687 |
|