NYMEX Natural Gas Future July 2009
Trading Metrics calculated at close of trading on 19-Dec-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Dec-2008 |
19-Dec-2008 |
Change |
Change % |
Previous Week |
Open |
6.010 |
5.990 |
-0.020 |
-0.3% |
6.086 |
High |
6.129 |
6.082 |
-0.047 |
-0.8% |
6.175 |
Low |
5.941 |
5.808 |
-0.133 |
-2.2% |
5.808 |
Close |
5.995 |
5.842 |
-0.153 |
-2.6% |
5.842 |
Range |
0.188 |
0.274 |
0.086 |
45.7% |
0.367 |
ATR |
0.221 |
0.224 |
0.004 |
1.7% |
0.000 |
Volume |
1,185 |
1,785 |
600 |
50.6% |
5,947 |
|
Daily Pivots for day following 19-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6.733 |
6.561 |
5.993 |
|
R3 |
6.459 |
6.287 |
5.917 |
|
R2 |
6.185 |
6.185 |
5.892 |
|
R1 |
6.013 |
6.013 |
5.867 |
5.962 |
PP |
5.911 |
5.911 |
5.911 |
5.885 |
S1 |
5.739 |
5.739 |
5.817 |
5.688 |
S2 |
5.637 |
5.637 |
5.792 |
|
S3 |
5.363 |
5.465 |
5.767 |
|
S4 |
5.089 |
5.191 |
5.691 |
|
|
Weekly Pivots for week ending 19-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7.043 |
6.809 |
6.044 |
|
R3 |
6.676 |
6.442 |
5.943 |
|
R2 |
6.309 |
6.309 |
5.909 |
|
R1 |
6.075 |
6.075 |
5.876 |
6.009 |
PP |
5.942 |
5.942 |
5.942 |
5.908 |
S1 |
5.708 |
5.708 |
5.808 |
5.642 |
S2 |
5.575 |
5.575 |
5.775 |
|
S3 |
5.208 |
5.341 |
5.741 |
|
S4 |
4.841 |
4.974 |
5.640 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6.175 |
5.808 |
0.367 |
6.3% |
0.172 |
2.9% |
9% |
False |
True |
1,189 |
10 |
6.215 |
5.808 |
0.407 |
7.0% |
0.167 |
2.9% |
8% |
False |
True |
1,457 |
20 |
7.106 |
5.808 |
1.298 |
22.2% |
0.199 |
3.4% |
3% |
False |
True |
1,364 |
40 |
7.708 |
5.808 |
1.900 |
32.5% |
0.214 |
3.7% |
2% |
False |
True |
1,200 |
60 |
8.407 |
5.808 |
2.599 |
44.5% |
0.204 |
3.5% |
1% |
False |
True |
1,085 |
80 |
9.110 |
5.808 |
3.302 |
56.5% |
0.214 |
3.7% |
1% |
False |
True |
962 |
100 |
9.739 |
5.808 |
3.931 |
67.3% |
0.210 |
3.6% |
1% |
False |
True |
856 |
120 |
11.959 |
5.808 |
6.151 |
105.3% |
0.222 |
3.8% |
1% |
False |
True |
781 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7.247 |
2.618 |
6.799 |
1.618 |
6.525 |
1.000 |
6.356 |
0.618 |
6.251 |
HIGH |
6.082 |
0.618 |
5.977 |
0.500 |
5.945 |
0.382 |
5.913 |
LOW |
5.808 |
0.618 |
5.639 |
1.000 |
5.534 |
1.618 |
5.365 |
2.618 |
5.091 |
4.250 |
4.644 |
|
|
Fisher Pivots for day following 19-Dec-2008 |
Pivot |
1 day |
3 day |
R1 |
5.945 |
5.992 |
PP |
5.911 |
5.942 |
S1 |
5.876 |
5.892 |
|