NYMEX Natural Gas Future June 2009
Trading Metrics calculated at close of trading on 23-Dec-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Dec-2008 |
23-Dec-2008 |
Change |
Change % |
Previous Week |
Open |
5.650 |
5.717 |
0.067 |
1.2% |
5.941 |
High |
5.697 |
6.026 |
0.329 |
5.8% |
6.075 |
Low |
5.571 |
5.700 |
0.129 |
2.3% |
5.695 |
Close |
5.638 |
5.995 |
0.357 |
6.3% |
5.717 |
Range |
0.126 |
0.326 |
0.200 |
158.7% |
0.380 |
ATR |
0.231 |
0.242 |
0.011 |
4.9% |
0.000 |
Volume |
1,481 |
1,645 |
164 |
11.1% |
7,187 |
|
Daily Pivots for day following 23-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6.885 |
6.766 |
6.174 |
|
R3 |
6.559 |
6.440 |
6.085 |
|
R2 |
6.233 |
6.233 |
6.055 |
|
R1 |
6.114 |
6.114 |
6.025 |
6.174 |
PP |
5.907 |
5.907 |
5.907 |
5.937 |
S1 |
5.788 |
5.788 |
5.965 |
5.848 |
S2 |
5.581 |
5.581 |
5.935 |
|
S3 |
5.255 |
5.462 |
5.905 |
|
S4 |
4.929 |
5.136 |
5.816 |
|
|
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 |
8.4% |
0.226 |
3.8% |
84% |
False |
False |
1,579 |
10 |
6.095 |
5.571 |
0.524 |
8.7% |
0.195 |
3.3% |
81% |
False |
False |
1,582 |
20 |
6.995 |
5.571 |
1.424 |
23.8% |
0.218 |
3.6% |
30% |
False |
False |
1,516 |
40 |
7.599 |
5.571 |
2.028 |
33.8% |
0.232 |
3.9% |
21% |
False |
False |
1,435 |
60 |
8.249 |
5.571 |
2.678 |
44.7% |
0.216 |
3.6% |
16% |
False |
False |
1,338 |
80 |
8.545 |
5.571 |
2.974 |
49.6% |
0.222 |
3.7% |
14% |
False |
False |
1,157 |
100 |
9.524 |
5.571 |
3.953 |
65.9% |
0.224 |
3.7% |
11% |
False |
False |
1,048 |
120 |
11.770 |
5.571 |
6.199 |
103.4% |
0.230 |
3.8% |
7% |
False |
False |
957 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7.412 |
2.618 |
6.879 |
1.618 |
6.553 |
1.000 |
6.352 |
0.618 |
6.227 |
HIGH |
6.026 |
0.618 |
5.901 |
0.500 |
5.863 |
0.382 |
5.825 |
LOW |
5.700 |
0.618 |
5.499 |
1.000 |
5.374 |
1.618 |
5.173 |
2.618 |
4.847 |
4.250 |
4.315 |
|
|
Fisher Pivots for day following 23-Dec-2008 |
Pivot |
1 day |
3 day |
R1 |
5.951 |
5.930 |
PP |
5.907 |
5.864 |
S1 |
5.863 |
5.799 |
|