NYMEX Natural Gas Future July 2009
| Trading Metrics calculated at close of trading on 17-Dec-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Dec-2008 |
17-Dec-2008 |
Change |
Change % |
Previous Week |
| Open |
6.033 |
6.160 |
0.127 |
2.1% |
6.000 |
| High |
6.141 |
6.175 |
0.034 |
0.6% |
6.215 |
| Low |
6.033 |
6.028 |
-0.005 |
-0.1% |
5.931 |
| Close |
6.121 |
6.094 |
-0.027 |
-0.4% |
5.935 |
| Range |
0.108 |
0.147 |
0.039 |
36.1% |
0.284 |
| ATR |
0.229 |
0.223 |
-0.006 |
-2.6% |
0.000 |
| Volume |
1,063 |
1,350 |
287 |
27.0% |
8,632 |
|
| Daily Pivots for day following 17-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6.540 |
6.464 |
6.175 |
|
| R3 |
6.393 |
6.317 |
6.134 |
|
| R2 |
6.246 |
6.246 |
6.121 |
|
| R1 |
6.170 |
6.170 |
6.107 |
6.135 |
| PP |
6.099 |
6.099 |
6.099 |
6.081 |
| S1 |
6.023 |
6.023 |
6.081 |
5.988 |
| S2 |
5.952 |
5.952 |
6.067 |
|
| S3 |
5.805 |
5.876 |
6.054 |
|
| S4 |
5.658 |
5.729 |
6.013 |
|
|
| 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 |
6.200 |
5.931 |
0.269 |
4.4% |
0.140 |
2.3% |
61% |
False |
False |
1,294 |
| 10 |
6.640 |
5.931 |
0.709 |
11.6% |
0.167 |
2.7% |
23% |
False |
False |
1,551 |
| 20 |
7.121 |
5.931 |
1.190 |
19.5% |
0.199 |
3.3% |
14% |
False |
False |
1,347 |
| 40 |
7.708 |
5.931 |
1.777 |
29.2% |
0.211 |
3.5% |
9% |
False |
False |
1,154 |
| 60 |
8.587 |
5.931 |
2.656 |
43.6% |
0.205 |
3.4% |
6% |
False |
False |
1,066 |
| 80 |
9.240 |
5.931 |
3.309 |
54.3% |
0.212 |
3.5% |
5% |
False |
False |
933 |
| 100 |
9.739 |
5.931 |
3.808 |
62.5% |
0.210 |
3.5% |
4% |
False |
False |
830 |
| 120 |
11.981 |
5.931 |
6.050 |
99.3% |
0.220 |
3.6% |
3% |
False |
False |
760 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6.800 |
|
2.618 |
6.560 |
|
1.618 |
6.413 |
|
1.000 |
6.322 |
|
0.618 |
6.266 |
|
HIGH |
6.175 |
|
0.618 |
6.119 |
|
0.500 |
6.102 |
|
0.382 |
6.084 |
|
LOW |
6.028 |
|
0.618 |
5.937 |
|
1.000 |
5.881 |
|
1.618 |
5.790 |
|
2.618 |
5.643 |
|
4.250 |
5.403 |
|
|
| Fisher Pivots for day following 17-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
6.102 |
6.090 |
| PP |
6.099 |
6.085 |
| S1 |
6.097 |
6.081 |
|