NYMEX Natural Gas Future July 2009
| Trading Metrics calculated at close of trading on 08-Dec-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Dec-2008 |
08-Dec-2008 |
Change |
Change % |
Previous Week |
| Open |
6.195 |
6.000 |
-0.195 |
-3.1% |
6.750 |
| High |
6.267 |
6.110 |
-0.157 |
-2.5% |
6.892 |
| Low |
6.102 |
5.950 |
-0.152 |
-2.5% |
6.102 |
| Close |
6.120 |
6.015 |
-0.105 |
-1.7% |
6.120 |
| Range |
0.165 |
0.160 |
-0.005 |
-3.0% |
0.790 |
| ATR |
0.273 |
0.266 |
-0.007 |
-2.7% |
0.000 |
| Volume |
1,767 |
1,120 |
-647 |
-36.6% |
6,165 |
|
| Daily Pivots for day following 08-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6.505 |
6.420 |
6.103 |
|
| R3 |
6.345 |
6.260 |
6.059 |
|
| R2 |
6.185 |
6.185 |
6.044 |
|
| R1 |
6.100 |
6.100 |
6.030 |
6.143 |
| PP |
6.025 |
6.025 |
6.025 |
6.046 |
| S1 |
5.940 |
5.940 |
6.000 |
5.983 |
| S2 |
5.865 |
5.865 |
5.986 |
|
| S3 |
5.705 |
5.780 |
5.971 |
|
| S4 |
5.545 |
5.620 |
5.927 |
|
|
| Weekly Pivots for week ending 05-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8.741 |
8.221 |
6.555 |
|
| R3 |
7.951 |
7.431 |
6.337 |
|
| R2 |
7.161 |
7.161 |
6.265 |
|
| R1 |
6.641 |
6.641 |
6.192 |
6.506 |
| PP |
6.371 |
6.371 |
6.371 |
6.304 |
| S1 |
5.851 |
5.851 |
6.048 |
5.716 |
| S2 |
5.581 |
5.581 |
5.975 |
|
| S3 |
4.791 |
5.061 |
5.903 |
|
| S4 |
4.001 |
4.271 |
5.686 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6.880 |
5.950 |
0.930 |
15.5% |
0.194 |
3.2% |
7% |
False |
True |
1,245 |
| 10 |
7.106 |
5.950 |
1.156 |
19.2% |
0.231 |
3.8% |
6% |
False |
True |
1,199 |
| 20 |
7.670 |
5.950 |
1.720 |
28.6% |
0.233 |
3.9% |
4% |
False |
True |
1,169 |
| 40 |
7.708 |
5.950 |
1.758 |
29.2% |
0.214 |
3.6% |
4% |
False |
True |
1,062 |
| 60 |
8.598 |
5.950 |
2.648 |
44.0% |
0.215 |
3.6% |
2% |
False |
True |
956 |
| 80 |
9.240 |
5.950 |
3.290 |
54.7% |
0.213 |
3.5% |
2% |
False |
True |
848 |
| 100 |
10.380 |
5.950 |
4.430 |
73.6% |
0.221 |
3.7% |
1% |
False |
True |
760 |
| 120 |
11.981 |
5.950 |
6.031 |
100.3% |
0.219 |
3.6% |
1% |
False |
True |
728 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6.790 |
|
2.618 |
6.529 |
|
1.618 |
6.369 |
|
1.000 |
6.270 |
|
0.618 |
6.209 |
|
HIGH |
6.110 |
|
0.618 |
6.049 |
|
0.500 |
6.030 |
|
0.382 |
6.011 |
|
LOW |
5.950 |
|
0.618 |
5.851 |
|
1.000 |
5.790 |
|
1.618 |
5.691 |
|
2.618 |
5.531 |
|
4.250 |
5.270 |
|
|
| Fisher Pivots for day following 08-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
6.030 |
6.295 |
| PP |
6.025 |
6.202 |
| S1 |
6.020 |
6.108 |
|