NYMEX Natural Gas Future July 2009
Trading Metrics calculated at close of trading on 22-Dec-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Dec-2008 |
22-Dec-2008 |
Change |
Change % |
Previous Week |
Open |
5.990 |
5.813 |
-0.177 |
-3.0% |
6.086 |
High |
6.082 |
5.820 |
-0.262 |
-4.3% |
6.175 |
Low |
5.808 |
5.692 |
-0.116 |
-2.0% |
5.808 |
Close |
5.842 |
5.763 |
-0.079 |
-1.4% |
5.842 |
Range |
0.274 |
0.128 |
-0.146 |
-53.3% |
0.367 |
ATR |
0.224 |
0.219 |
-0.005 |
-2.4% |
0.000 |
Volume |
1,785 |
1,889 |
104 |
5.8% |
5,947 |
|
Daily Pivots for day following 22-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6.142 |
6.081 |
5.833 |
|
R3 |
6.014 |
5.953 |
5.798 |
|
R2 |
5.886 |
5.886 |
5.786 |
|
R1 |
5.825 |
5.825 |
5.775 |
5.792 |
PP |
5.758 |
5.758 |
5.758 |
5.742 |
S1 |
5.697 |
5.697 |
5.751 |
5.664 |
S2 |
5.630 |
5.630 |
5.740 |
|
S3 |
5.502 |
5.569 |
5.728 |
|
S4 |
5.374 |
5.441 |
5.693 |
|
|
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 |
5.692 |
0.483 |
8.4% |
0.169 |
2.9% |
15% |
False |
True |
1,454 |
10 |
6.215 |
5.692 |
0.523 |
9.1% |
0.164 |
2.8% |
14% |
False |
True |
1,534 |
20 |
7.106 |
5.692 |
1.414 |
24.5% |
0.197 |
3.4% |
5% |
False |
True |
1,367 |
40 |
7.708 |
5.692 |
2.016 |
35.0% |
0.213 |
3.7% |
4% |
False |
True |
1,231 |
60 |
8.373 |
5.692 |
2.681 |
46.5% |
0.202 |
3.5% |
3% |
False |
True |
1,113 |
80 |
8.975 |
5.692 |
3.283 |
57.0% |
0.209 |
3.6% |
2% |
False |
True |
979 |
100 |
9.739 |
5.692 |
4.047 |
70.2% |
0.210 |
3.7% |
2% |
False |
True |
872 |
120 |
11.959 |
5.692 |
6.267 |
108.7% |
0.222 |
3.8% |
1% |
False |
True |
795 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6.364 |
2.618 |
6.155 |
1.618 |
6.027 |
1.000 |
5.948 |
0.618 |
5.899 |
HIGH |
5.820 |
0.618 |
5.771 |
0.500 |
5.756 |
0.382 |
5.741 |
LOW |
5.692 |
0.618 |
5.613 |
1.000 |
5.564 |
1.618 |
5.485 |
2.618 |
5.357 |
4.250 |
5.148 |
|
|
Fisher Pivots for day following 22-Dec-2008 |
Pivot |
1 day |
3 day |
R1 |
5.761 |
5.911 |
PP |
5.758 |
5.861 |
S1 |
5.756 |
5.812 |
|