NYMEX Natural Gas Future July 2009
Trading Metrics calculated at close of trading on 11-Dec-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Dec-2008 |
11-Dec-2008 |
Change |
Change % |
Previous Week |
Open |
6.060 |
6.187 |
0.127 |
2.1% |
6.750 |
High |
6.215 |
6.200 |
-0.015 |
-0.2% |
6.892 |
Low |
6.030 |
6.025 |
-0.005 |
-0.1% |
6.102 |
Close |
6.168 |
6.091 |
-0.077 |
-1.2% |
6.120 |
Range |
0.185 |
0.175 |
-0.010 |
-5.4% |
0.790 |
ATR |
0.253 |
0.247 |
-0.006 |
-2.2% |
0.000 |
Volume |
3,268 |
2,332 |
-936 |
-28.6% |
6,165 |
|
Daily Pivots for day following 11-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6.630 |
6.536 |
6.187 |
|
R3 |
6.455 |
6.361 |
6.139 |
|
R2 |
6.280 |
6.280 |
6.123 |
|
R1 |
6.186 |
6.186 |
6.107 |
6.146 |
PP |
6.105 |
6.105 |
6.105 |
6.085 |
S1 |
6.011 |
6.011 |
6.075 |
5.971 |
S2 |
5.930 |
5.930 |
6.059 |
|
S3 |
5.755 |
5.836 |
6.043 |
|
S4 |
5.580 |
5.661 |
5.995 |
|
|
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 |
6.267 |
5.944 |
0.323 |
5.3% |
0.169 |
2.8% |
46% |
False |
False |
1,847 |
10 |
6.892 |
5.944 |
0.948 |
15.6% |
0.193 |
3.2% |
16% |
False |
False |
1,465 |
20 |
7.121 |
5.944 |
1.177 |
19.3% |
0.215 |
3.5% |
12% |
False |
False |
1,380 |
40 |
7.708 |
5.944 |
1.764 |
29.0% |
0.218 |
3.6% |
8% |
False |
False |
1,157 |
60 |
8.598 |
5.944 |
2.654 |
43.6% |
0.212 |
3.5% |
6% |
False |
False |
1,041 |
80 |
9.240 |
5.944 |
3.296 |
54.1% |
0.214 |
3.5% |
4% |
False |
False |
913 |
100 |
10.025 |
5.944 |
4.081 |
67.0% |
0.221 |
3.6% |
4% |
False |
False |
811 |
120 |
11.981 |
5.944 |
6.037 |
99.1% |
0.221 |
3.6% |
2% |
False |
False |
748 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6.944 |
2.618 |
6.658 |
1.618 |
6.483 |
1.000 |
6.375 |
0.618 |
6.308 |
HIGH |
6.200 |
0.618 |
6.133 |
0.500 |
6.113 |
0.382 |
6.092 |
LOW |
6.025 |
0.618 |
5.917 |
1.000 |
5.850 |
1.618 |
5.742 |
2.618 |
5.567 |
4.250 |
5.281 |
|
|
Fisher Pivots for day following 11-Dec-2008 |
Pivot |
1 day |
3 day |
R1 |
6.113 |
6.087 |
PP |
6.105 |
6.083 |
S1 |
6.098 |
6.080 |
|