NYMEX Natural Gas Future July 2009
| Trading Metrics calculated at close of trading on 15-Dec-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Dec-2008 |
15-Dec-2008 |
Change |
Change % |
Previous Week |
| Open |
6.060 |
6.086 |
0.026 |
0.4% |
6.000 |
| High |
6.060 |
6.127 |
0.067 |
1.1% |
6.215 |
| Low |
5.931 |
5.986 |
0.055 |
0.9% |
5.931 |
| Close |
5.935 |
6.025 |
0.090 |
1.5% |
5.935 |
| Range |
0.129 |
0.141 |
0.012 |
9.3% |
0.284 |
| ATR |
0.241 |
0.238 |
-0.004 |
-1.5% |
0.000 |
| Volume |
1,162 |
564 |
-598 |
-51.5% |
8,632 |
|
| Daily Pivots for day following 15-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6.469 |
6.388 |
6.103 |
|
| R3 |
6.328 |
6.247 |
6.064 |
|
| R2 |
6.187 |
6.187 |
6.051 |
|
| R1 |
6.106 |
6.106 |
6.038 |
6.076 |
| PP |
6.046 |
6.046 |
6.046 |
6.031 |
| S1 |
5.965 |
5.965 |
6.012 |
5.935 |
| S2 |
5.905 |
5.905 |
5.999 |
|
| S3 |
5.764 |
5.824 |
5.986 |
|
| S4 |
5.623 |
5.683 |
5.947 |
|
|
| Weekly Pivots for week ending 12-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6.879 |
6.691 |
6.091 |
|
| R3 |
6.595 |
6.407 |
6.013 |
|
| R2 |
6.311 |
6.311 |
5.987 |
|
| R1 |
6.123 |
6.123 |
5.961 |
6.075 |
| PP |
6.027 |
6.027 |
6.027 |
6.003 |
| S1 |
5.839 |
5.839 |
5.909 |
5.791 |
| S2 |
5.743 |
5.743 |
5.883 |
|
| S3 |
5.459 |
5.555 |
5.857 |
|
| S4 |
5.175 |
5.271 |
5.779 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6.215 |
5.931 |
0.284 |
4.7% |
0.158 |
2.6% |
33% |
False |
False |
1,615 |
| 10 |
6.880 |
5.931 |
0.949 |
15.8% |
0.176 |
2.9% |
10% |
False |
False |
1,430 |
| 20 |
7.121 |
5.931 |
1.190 |
19.8% |
0.202 |
3.4% |
8% |
False |
False |
1,315 |
| 40 |
7.708 |
5.931 |
1.777 |
29.5% |
0.217 |
3.6% |
5% |
False |
False |
1,146 |
| 60 |
8.598 |
5.931 |
2.667 |
44.3% |
0.207 |
3.4% |
4% |
False |
False |
1,034 |
| 80 |
9.240 |
5.931 |
3.309 |
54.9% |
0.214 |
3.5% |
3% |
False |
False |
913 |
| 100 |
9.739 |
5.931 |
3.808 |
63.2% |
0.213 |
3.5% |
2% |
False |
False |
815 |
| 120 |
11.981 |
5.931 |
6.050 |
100.4% |
0.220 |
3.6% |
2% |
False |
False |
749 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6.726 |
|
2.618 |
6.496 |
|
1.618 |
6.355 |
|
1.000 |
6.268 |
|
0.618 |
6.214 |
|
HIGH |
6.127 |
|
0.618 |
6.073 |
|
0.500 |
6.057 |
|
0.382 |
6.040 |
|
LOW |
5.986 |
|
0.618 |
5.899 |
|
1.000 |
5.845 |
|
1.618 |
5.758 |
|
2.618 |
5.617 |
|
4.250 |
5.387 |
|
|
| Fisher Pivots for day following 15-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
6.057 |
6.066 |
| PP |
6.046 |
6.052 |
| S1 |
6.036 |
6.039 |
|