NYMEX Natural Gas Future June 2009
| Trading Metrics calculated at close of trading on 30-Dec-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Dec-2008 |
30-Dec-2008 |
Change |
Change % |
Previous Week |
| Open |
6.138 |
6.220 |
0.082 |
1.3% |
5.650 |
| High |
6.269 |
6.220 |
-0.049 |
-0.8% |
6.103 |
| Low |
6.138 |
6.051 |
-0.087 |
-1.4% |
5.571 |
| Close |
6.254 |
6.093 |
-0.161 |
-2.6% |
6.031 |
| Range |
0.131 |
0.169 |
0.038 |
29.0% |
0.532 |
| ATR |
0.235 |
0.233 |
-0.002 |
-1.0% |
0.000 |
| Volume |
352 |
1,180 |
828 |
235.2% |
6,080 |
|
| Daily Pivots for day following 30-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6.628 |
6.530 |
6.186 |
|
| R3 |
6.459 |
6.361 |
6.139 |
|
| R2 |
6.290 |
6.290 |
6.124 |
|
| R1 |
6.192 |
6.192 |
6.108 |
6.157 |
| PP |
6.121 |
6.121 |
6.121 |
6.104 |
| S1 |
6.023 |
6.023 |
6.078 |
5.988 |
| S2 |
5.952 |
5.952 |
6.062 |
|
| S3 |
5.783 |
5.854 |
6.047 |
|
| S4 |
5.614 |
5.685 |
6.000 |
|
|
| 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 |
6.269 |
5.700 |
0.569 |
9.3% |
0.186 |
3.0% |
69% |
False |
False |
1,226 |
| 10 |
6.269 |
5.571 |
0.698 |
11.5% |
0.186 |
3.0% |
75% |
False |
False |
1,443 |
| 20 |
6.760 |
5.571 |
1.189 |
19.5% |
0.188 |
3.1% |
44% |
False |
False |
1,490 |
| 40 |
7.599 |
5.571 |
2.028 |
33.3% |
0.218 |
3.6% |
26% |
False |
False |
1,383 |
| 60 |
7.800 |
5.571 |
2.229 |
36.6% |
0.213 |
3.5% |
23% |
False |
False |
1,335 |
| 80 |
8.545 |
5.571 |
2.974 |
48.8% |
0.218 |
3.6% |
18% |
False |
False |
1,179 |
| 100 |
9.170 |
5.571 |
3.599 |
59.1% |
0.219 |
3.6% |
15% |
False |
False |
1,066 |
| 120 |
11.335 |
5.571 |
5.764 |
94.6% |
0.227 |
3.7% |
9% |
False |
False |
979 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6.938 |
|
2.618 |
6.662 |
|
1.618 |
6.493 |
|
1.000 |
6.389 |
|
0.618 |
6.324 |
|
HIGH |
6.220 |
|
0.618 |
6.155 |
|
0.500 |
6.136 |
|
0.382 |
6.116 |
|
LOW |
6.051 |
|
0.618 |
5.947 |
|
1.000 |
5.882 |
|
1.618 |
5.778 |
|
2.618 |
5.609 |
|
4.250 |
5.333 |
|
|
| Fisher Pivots for day following 30-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
6.136 |
6.150 |
| PP |
6.121 |
6.131 |
| S1 |
6.107 |
6.112 |
|