NYMEX Natural Gas Future June 2009
Trading Metrics calculated at close of trading on 26-Dec-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Dec-2008 |
26-Dec-2008 |
Change |
Change % |
Previous Week |
Open |
5.920 |
6.030 |
0.110 |
1.9% |
5.650 |
High |
6.103 |
6.030 |
-0.073 |
-1.2% |
6.103 |
Low |
5.800 |
6.030 |
0.230 |
4.0% |
5.571 |
Close |
6.121 |
6.031 |
-0.090 |
-1.5% |
6.031 |
Range |
0.303 |
0.000 |
-0.303 |
-100.0% |
0.532 |
ATR |
0.246 |
0.235 |
-0.011 |
-4.5% |
0.000 |
Volume |
1,011 |
1,943 |
932 |
92.2% |
6,080 |
|
Daily Pivots for day following 26-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6.030 |
6.031 |
6.031 |
|
R3 |
6.030 |
6.031 |
6.031 |
|
R2 |
6.030 |
6.030 |
6.031 |
|
R1 |
6.031 |
6.031 |
6.031 |
6.031 |
PP |
6.030 |
6.030 |
6.030 |
6.030 |
S1 |
6.031 |
6.031 |
6.031 |
6.031 |
S2 |
6.030 |
6.030 |
6.031 |
|
S3 |
6.030 |
6.031 |
6.031 |
|
S4 |
6.030 |
6.031 |
6.031 |
|
|
Weekly Pivots for week ending 26-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7.498 |
7.296 |
6.324 |
|
R3 |
6.966 |
6.764 |
6.177 |
|
R2 |
6.434 |
6.434 |
6.129 |
|
R1 |
6.232 |
6.232 |
6.080 |
6.333 |
PP |
5.902 |
5.902 |
5.902 |
5.952 |
S1 |
5.700 |
5.700 |
5.982 |
5.801 |
S2 |
5.370 |
5.370 |
5.933 |
|
S3 |
4.838 |
5.168 |
5.885 |
|
S4 |
4.306 |
4.636 |
5.738 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6.103 |
5.571 |
0.532 |
8.8% |
0.206 |
3.4% |
86% |
False |
False |
1,780 |
10 |
6.103 |
5.571 |
0.532 |
8.8% |
0.187 |
3.1% |
86% |
False |
False |
1,495 |
20 |
6.760 |
5.571 |
1.189 |
19.7% |
0.197 |
3.3% |
39% |
False |
False |
1,495 |
40 |
7.599 |
5.571 |
2.028 |
33.6% |
0.229 |
3.8% |
23% |
False |
False |
1,432 |
60 |
8.140 |
5.571 |
2.569 |
42.6% |
0.214 |
3.5% |
18% |
False |
False |
1,355 |
80 |
8.545 |
5.571 |
2.974 |
49.3% |
0.221 |
3.7% |
15% |
False |
False |
1,174 |
100 |
9.304 |
5.571 |
3.733 |
61.9% |
0.220 |
3.7% |
12% |
False |
False |
1,066 |
120 |
11.335 |
5.571 |
5.764 |
95.6% |
0.229 |
3.8% |
8% |
False |
False |
978 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6.030 |
2.618 |
6.030 |
1.618 |
6.030 |
1.000 |
6.030 |
0.618 |
6.030 |
HIGH |
6.030 |
0.618 |
6.030 |
0.500 |
6.030 |
0.382 |
6.030 |
LOW |
6.030 |
0.618 |
6.030 |
1.000 |
6.030 |
1.618 |
6.030 |
2.618 |
6.030 |
4.250 |
6.030 |
|
|
Fisher Pivots for day following 26-Dec-2008 |
Pivot |
1 day |
3 day |
R1 |
6.031 |
5.988 |
PP |
6.030 |
5.945 |
S1 |
6.030 |
5.902 |
|