NYMEX Natural Gas Future July 2009
| Trading Metrics calculated at close of trading on 03-Dec-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Dec-2008 |
03-Dec-2008 |
Change |
Change % |
Previous Week |
| Open |
6.828 |
6.670 |
-0.158 |
-2.3% |
6.915 |
| High |
6.880 |
6.750 |
-0.130 |
-1.9% |
7.106 |
| Low |
6.655 |
6.632 |
-0.023 |
-0.3% |
6.583 |
| Close |
6.721 |
6.657 |
-0.064 |
-1.0% |
6.803 |
| Range |
0.225 |
0.118 |
-0.107 |
-47.6% |
0.523 |
| ATR |
0.278 |
0.267 |
-0.011 |
-4.1% |
0.000 |
| Volume |
442 |
760 |
318 |
71.9% |
4,708 |
|
| Daily Pivots for day following 03-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7.034 |
6.963 |
6.722 |
|
| R3 |
6.916 |
6.845 |
6.689 |
|
| R2 |
6.798 |
6.798 |
6.679 |
|
| R1 |
6.727 |
6.727 |
6.668 |
6.704 |
| PP |
6.680 |
6.680 |
6.680 |
6.668 |
| S1 |
6.609 |
6.609 |
6.646 |
6.586 |
| S2 |
6.562 |
6.562 |
6.635 |
|
| S3 |
6.444 |
6.491 |
6.625 |
|
| S4 |
6.326 |
6.373 |
6.592 |
|
|
| 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 |
7.9% |
0.246 |
3.7% |
14% |
False |
False |
944 |
| 10 |
7.121 |
6.583 |
0.538 |
8.1% |
0.231 |
3.5% |
14% |
False |
False |
1,143 |
| 20 |
7.700 |
6.583 |
1.117 |
16.8% |
0.229 |
3.4% |
7% |
False |
False |
1,080 |
| 40 |
7.708 |
6.583 |
1.125 |
16.9% |
0.211 |
3.2% |
7% |
False |
False |
1,026 |
| 60 |
8.598 |
6.583 |
2.015 |
30.3% |
0.214 |
3.2% |
4% |
False |
False |
898 |
| 80 |
9.250 |
6.583 |
2.667 |
40.1% |
0.216 |
3.2% |
3% |
False |
False |
806 |
| 100 |
11.280 |
6.583 |
4.697 |
70.6% |
0.227 |
3.4% |
2% |
False |
False |
727 |
| 120 |
11.981 |
6.583 |
5.398 |
81.1% |
0.217 |
3.3% |
1% |
False |
False |
690 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7.252 |
|
2.618 |
7.059 |
|
1.618 |
6.941 |
|
1.000 |
6.868 |
|
0.618 |
6.823 |
|
HIGH |
6.750 |
|
0.618 |
6.705 |
|
0.500 |
6.691 |
|
0.382 |
6.677 |
|
LOW |
6.632 |
|
0.618 |
6.559 |
|
1.000 |
6.514 |
|
1.618 |
6.441 |
|
2.618 |
6.323 |
|
4.250 |
6.131 |
|
|
| Fisher Pivots for day following 03-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
6.691 |
6.762 |
| PP |
6.680 |
6.727 |
| S1 |
6.668 |
6.692 |
|