NYMEX Natural Gas Future July 2009
| Trading Metrics calculated at close of trading on 02-Dec-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Dec-2008 |
02-Dec-2008 |
Change |
Change % |
Previous Week |
| Open |
6.750 |
6.828 |
0.078 |
1.2% |
6.915 |
| High |
6.892 |
6.880 |
-0.012 |
-0.2% |
7.106 |
| Low |
6.685 |
6.655 |
-0.030 |
-0.4% |
6.583 |
| Close |
6.867 |
6.721 |
-0.146 |
-2.1% |
6.803 |
| Range |
0.207 |
0.225 |
0.018 |
8.7% |
0.523 |
| ATR |
0.282 |
0.278 |
-0.004 |
-1.5% |
0.000 |
| Volume |
1,057 |
442 |
-615 |
-58.2% |
4,708 |
|
| Daily Pivots for day following 02-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7.427 |
7.299 |
6.845 |
|
| R3 |
7.202 |
7.074 |
6.783 |
|
| R2 |
6.977 |
6.977 |
6.762 |
|
| R1 |
6.849 |
6.849 |
6.742 |
6.801 |
| PP |
6.752 |
6.752 |
6.752 |
6.728 |
| S1 |
6.624 |
6.624 |
6.700 |
6.576 |
| S2 |
6.527 |
6.527 |
6.680 |
|
| S3 |
6.302 |
6.399 |
6.659 |
|
| S4 |
6.077 |
6.174 |
6.597 |
|
|
| Weekly Pivots for week ending 28-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8.400 |
8.124 |
7.091 |
|
| R3 |
7.877 |
7.601 |
6.947 |
|
| R2 |
7.354 |
7.354 |
6.899 |
|
| R1 |
7.078 |
7.078 |
6.851 |
6.955 |
| PP |
6.831 |
6.831 |
6.831 |
6.769 |
| S1 |
6.555 |
6.555 |
6.755 |
6.432 |
| S2 |
6.308 |
6.308 |
6.707 |
|
| S3 |
5.785 |
6.032 |
6.659 |
|
| S4 |
5.262 |
5.509 |
6.515 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
7.106 |
6.583 |
0.523 |
7.8% |
0.278 |
4.1% |
26% |
False |
False |
1,080 |
| 10 |
7.121 |
6.583 |
0.538 |
8.0% |
0.239 |
3.6% |
26% |
False |
False |
1,176 |
| 20 |
7.708 |
6.583 |
1.125 |
16.7% |
0.237 |
3.5% |
12% |
False |
False |
1,093 |
| 40 |
7.722 |
6.583 |
1.139 |
16.9% |
0.212 |
3.2% |
12% |
False |
False |
1,042 |
| 60 |
8.598 |
6.583 |
2.015 |
30.0% |
0.216 |
3.2% |
7% |
False |
False |
895 |
| 80 |
9.250 |
6.583 |
2.667 |
39.7% |
0.216 |
3.2% |
5% |
False |
False |
802 |
| 100 |
11.293 |
6.583 |
4.710 |
70.1% |
0.227 |
3.4% |
3% |
False |
False |
724 |
| 120 |
11.981 |
6.583 |
5.398 |
80.3% |
0.216 |
3.2% |
3% |
False |
False |
685 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7.836 |
|
2.618 |
7.469 |
|
1.618 |
7.244 |
|
1.000 |
7.105 |
|
0.618 |
7.019 |
|
HIGH |
6.880 |
|
0.618 |
6.794 |
|
0.500 |
6.768 |
|
0.382 |
6.741 |
|
LOW |
6.655 |
|
0.618 |
6.516 |
|
1.000 |
6.430 |
|
1.618 |
6.291 |
|
2.618 |
6.066 |
|
4.250 |
5.699 |
|
|
| Fisher Pivots for day following 02-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
6.768 |
6.738 |
| PP |
6.752 |
6.732 |
| S1 |
6.737 |
6.727 |
|