NYMEX Natural Gas Future July 2009
Trading Metrics calculated at close of trading on 23-Dec-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Dec-2008 |
23-Dec-2008 |
Change |
Change % |
Previous Week |
Open |
5.813 |
5.820 |
0.007 |
0.1% |
6.086 |
High |
5.820 |
6.190 |
0.370 |
6.4% |
6.175 |
Low |
5.692 |
5.800 |
0.108 |
1.9% |
5.808 |
Close |
5.763 |
6.115 |
0.352 |
6.1% |
5.842 |
Range |
0.128 |
0.390 |
0.262 |
204.7% |
0.367 |
ATR |
0.219 |
0.234 |
0.015 |
6.8% |
0.000 |
Volume |
1,889 |
1,082 |
-807 |
-42.7% |
5,947 |
|
Daily Pivots for day following 23-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7.205 |
7.050 |
6.330 |
|
R3 |
6.815 |
6.660 |
6.222 |
|
R2 |
6.425 |
6.425 |
6.187 |
|
R1 |
6.270 |
6.270 |
6.151 |
6.348 |
PP |
6.035 |
6.035 |
6.035 |
6.074 |
S1 |
5.880 |
5.880 |
6.079 |
5.958 |
S2 |
5.645 |
5.645 |
6.044 |
|
S3 |
5.255 |
5.490 |
6.008 |
|
S4 |
4.865 |
5.100 |
5.901 |
|
|
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 |
6.190 |
5.692 |
0.498 |
8.1% |
0.225 |
3.7% |
85% |
True |
False |
1,458 |
10 |
6.215 |
5.692 |
0.523 |
8.6% |
0.187 |
3.0% |
81% |
False |
False |
1,568 |
20 |
7.106 |
5.692 |
1.414 |
23.1% |
0.208 |
3.4% |
30% |
False |
False |
1,380 |
40 |
7.708 |
5.692 |
2.016 |
33.0% |
0.219 |
3.6% |
21% |
False |
False |
1,214 |
60 |
8.373 |
5.692 |
2.681 |
43.8% |
0.206 |
3.4% |
16% |
False |
False |
1,122 |
80 |
8.626 |
5.692 |
2.934 |
48.0% |
0.211 |
3.5% |
14% |
False |
False |
983 |
100 |
9.619 |
5.692 |
3.927 |
64.2% |
0.212 |
3.5% |
11% |
False |
False |
881 |
120 |
11.959 |
5.692 |
6.267 |
102.5% |
0.224 |
3.7% |
7% |
False |
False |
802 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7.848 |
2.618 |
7.211 |
1.618 |
6.821 |
1.000 |
6.580 |
0.618 |
6.431 |
HIGH |
6.190 |
0.618 |
6.041 |
0.500 |
5.995 |
0.382 |
5.949 |
LOW |
5.800 |
0.618 |
5.559 |
1.000 |
5.410 |
1.618 |
5.169 |
2.618 |
4.779 |
4.250 |
4.143 |
|
|
Fisher Pivots for day following 23-Dec-2008 |
Pivot |
1 day |
3 day |
R1 |
6.075 |
6.057 |
PP |
6.035 |
5.999 |
S1 |
5.995 |
5.941 |
|