NYMEX Natural Gas Future July 2009
| Trading Metrics calculated at close of trading on 24-Dec-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Dec-2008 |
24-Dec-2008 |
Change |
Change % |
Previous Week |
| Open |
5.820 |
6.037 |
0.217 |
3.7% |
6.086 |
| High |
6.190 |
6.241 |
0.051 |
0.8% |
6.175 |
| Low |
5.800 |
5.925 |
0.125 |
2.2% |
5.808 |
| Close |
6.115 |
6.241 |
0.126 |
2.1% |
5.842 |
| Range |
0.390 |
0.316 |
-0.074 |
-19.0% |
0.367 |
| ATR |
0.234 |
0.240 |
0.006 |
2.5% |
0.000 |
| Volume |
1,082 |
1,583 |
501 |
46.3% |
5,947 |
|
| Daily Pivots for day following 24-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7.084 |
6.978 |
6.415 |
|
| R3 |
6.768 |
6.662 |
6.328 |
|
| R2 |
6.452 |
6.452 |
6.299 |
|
| R1 |
6.346 |
6.346 |
6.270 |
6.399 |
| PP |
6.136 |
6.136 |
6.136 |
6.162 |
| S1 |
6.030 |
6.030 |
6.212 |
6.083 |
| S2 |
5.820 |
5.820 |
6.183 |
|
| S3 |
5.504 |
5.714 |
6.154 |
|
| S4 |
5.188 |
5.398 |
6.067 |
|
|
| 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 |
6.241 |
5.692 |
0.549 |
8.8% |
0.259 |
4.2% |
100% |
True |
False |
1,504 |
| 10 |
6.241 |
5.692 |
0.549 |
8.8% |
0.200 |
3.2% |
100% |
True |
False |
1,399 |
| 20 |
7.106 |
5.692 |
1.414 |
22.7% |
0.210 |
3.4% |
39% |
False |
False |
1,388 |
| 40 |
7.708 |
5.692 |
2.016 |
32.3% |
0.223 |
3.6% |
27% |
False |
False |
1,232 |
| 60 |
8.373 |
5.692 |
2.681 |
43.0% |
0.209 |
3.3% |
20% |
False |
False |
1,139 |
| 80 |
8.626 |
5.692 |
2.934 |
47.0% |
0.212 |
3.4% |
19% |
False |
False |
999 |
| 100 |
9.470 |
5.692 |
3.778 |
60.5% |
0.213 |
3.4% |
15% |
False |
False |
894 |
| 120 |
11.460 |
5.692 |
5.768 |
92.4% |
0.223 |
3.6% |
10% |
False |
False |
814 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7.584 |
|
2.618 |
7.068 |
|
1.618 |
6.752 |
|
1.000 |
6.557 |
|
0.618 |
6.436 |
|
HIGH |
6.241 |
|
0.618 |
6.120 |
|
0.500 |
6.083 |
|
0.382 |
6.046 |
|
LOW |
5.925 |
|
0.618 |
5.730 |
|
1.000 |
5.609 |
|
1.618 |
5.414 |
|
2.618 |
5.098 |
|
4.250 |
4.582 |
|
|
| Fisher Pivots for day following 24-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
6.188 |
6.150 |
| PP |
6.136 |
6.058 |
| S1 |
6.083 |
5.967 |
|