NYMEX Natural Gas Future July 2009
| Trading Metrics calculated at close of trading on 18-Dec-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Dec-2008 |
18-Dec-2008 |
Change |
Change % |
Previous Week |
| Open |
6.160 |
6.010 |
-0.150 |
-2.4% |
6.000 |
| High |
6.175 |
6.129 |
-0.046 |
-0.7% |
6.215 |
| Low |
6.028 |
5.941 |
-0.087 |
-1.4% |
5.931 |
| Close |
6.094 |
5.995 |
-0.099 |
-1.6% |
5.935 |
| Range |
0.147 |
0.188 |
0.041 |
27.9% |
0.284 |
| ATR |
0.223 |
0.221 |
-0.003 |
-1.1% |
0.000 |
| Volume |
1,350 |
1,185 |
-165 |
-12.2% |
8,632 |
|
| Daily Pivots for day following 18-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6.586 |
6.478 |
6.098 |
|
| R3 |
6.398 |
6.290 |
6.047 |
|
| R2 |
6.210 |
6.210 |
6.029 |
|
| R1 |
6.102 |
6.102 |
6.012 |
6.062 |
| PP |
6.022 |
6.022 |
6.022 |
6.002 |
| S1 |
5.914 |
5.914 |
5.978 |
5.874 |
| S2 |
5.834 |
5.834 |
5.961 |
|
| S3 |
5.646 |
5.726 |
5.943 |
|
| S4 |
5.458 |
5.538 |
5.892 |
|
|
| 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 |
6.175 |
5.931 |
0.244 |
4.1% |
0.143 |
2.4% |
26% |
False |
False |
1,064 |
| 10 |
6.267 |
5.931 |
0.336 |
5.6% |
0.156 |
2.6% |
19% |
False |
False |
1,456 |
| 20 |
7.106 |
5.931 |
1.175 |
19.6% |
0.200 |
3.3% |
5% |
False |
False |
1,346 |
| 40 |
7.708 |
5.931 |
1.777 |
29.6% |
0.212 |
3.5% |
4% |
False |
False |
1,161 |
| 60 |
8.587 |
5.931 |
2.656 |
44.3% |
0.204 |
3.4% |
2% |
False |
False |
1,064 |
| 80 |
9.240 |
5.931 |
3.309 |
55.2% |
0.213 |
3.6% |
2% |
False |
False |
944 |
| 100 |
9.739 |
5.931 |
3.808 |
63.5% |
0.211 |
3.5% |
2% |
False |
False |
840 |
| 120 |
11.981 |
5.931 |
6.050 |
100.9% |
0.221 |
3.7% |
1% |
False |
False |
768 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6.928 |
|
2.618 |
6.621 |
|
1.618 |
6.433 |
|
1.000 |
6.317 |
|
0.618 |
6.245 |
|
HIGH |
6.129 |
|
0.618 |
6.057 |
|
0.500 |
6.035 |
|
0.382 |
6.013 |
|
LOW |
5.941 |
|
0.618 |
5.825 |
|
1.000 |
5.753 |
|
1.618 |
5.637 |
|
2.618 |
5.449 |
|
4.250 |
5.142 |
|
|
| Fisher Pivots for day following 18-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
6.035 |
6.058 |
| PP |
6.022 |
6.037 |
| S1 |
6.008 |
6.016 |
|