NYMEX Natural Gas Future July 2009
| Trading Metrics calculated at close of trading on 10-Dec-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Dec-2008 |
10-Dec-2008 |
Change |
Change % |
Previous Week |
| Open |
5.990 |
6.060 |
0.070 |
1.2% |
6.750 |
| High |
6.104 |
6.215 |
0.111 |
1.8% |
6.892 |
| Low |
5.944 |
6.030 |
0.086 |
1.4% |
6.102 |
| Close |
6.051 |
6.168 |
0.117 |
1.9% |
6.120 |
| Range |
0.160 |
0.185 |
0.025 |
15.6% |
0.790 |
| ATR |
0.258 |
0.253 |
-0.005 |
-2.0% |
0.000 |
| Volume |
750 |
3,268 |
2,518 |
335.7% |
6,165 |
|
| Daily Pivots for day following 10-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6.693 |
6.615 |
6.270 |
|
| R3 |
6.508 |
6.430 |
6.219 |
|
| R2 |
6.323 |
6.323 |
6.202 |
|
| R1 |
6.245 |
6.245 |
6.185 |
6.284 |
| PP |
6.138 |
6.138 |
6.138 |
6.157 |
| S1 |
6.060 |
6.060 |
6.151 |
6.099 |
| S2 |
5.953 |
5.953 |
6.134 |
|
| S3 |
5.768 |
5.875 |
6.117 |
|
| S4 |
5.583 |
5.690 |
6.066 |
|
|
| 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 |
6.640 |
5.944 |
0.696 |
11.3% |
0.194 |
3.1% |
32% |
False |
False |
1,808 |
| 10 |
7.106 |
5.944 |
1.162 |
18.8% |
0.220 |
3.6% |
19% |
False |
False |
1,376 |
| 20 |
7.121 |
5.944 |
1.177 |
19.1% |
0.221 |
3.6% |
19% |
False |
False |
1,310 |
| 40 |
7.708 |
5.944 |
1.764 |
28.6% |
0.216 |
3.5% |
13% |
False |
False |
1,125 |
| 60 |
8.598 |
5.944 |
2.654 |
43.0% |
0.213 |
3.5% |
8% |
False |
False |
1,009 |
| 80 |
9.240 |
5.944 |
3.296 |
53.4% |
0.214 |
3.5% |
7% |
False |
False |
886 |
| 100 |
10.025 |
5.944 |
4.081 |
66.2% |
0.221 |
3.6% |
5% |
False |
False |
789 |
| 120 |
11.981 |
5.944 |
6.037 |
97.9% |
0.221 |
3.6% |
4% |
False |
False |
743 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7.001 |
|
2.618 |
6.699 |
|
1.618 |
6.514 |
|
1.000 |
6.400 |
|
0.618 |
6.329 |
|
HIGH |
6.215 |
|
0.618 |
6.144 |
|
0.500 |
6.123 |
|
0.382 |
6.101 |
|
LOW |
6.030 |
|
0.618 |
5.916 |
|
1.000 |
5.845 |
|
1.618 |
5.731 |
|
2.618 |
5.546 |
|
4.250 |
5.244 |
|
|
| Fisher Pivots for day following 10-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
6.153 |
6.139 |
| PP |
6.138 |
6.109 |
| S1 |
6.123 |
6.080 |
|