NYMEX Natural Gas Future July 2009
| Trading Metrics calculated at close of trading on 26-Dec-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Dec-2008 |
26-Dec-2008 |
Change |
Change % |
Previous Week |
| Open |
6.037 |
6.178 |
0.141 |
2.3% |
5.813 |
| High |
6.241 |
6.188 |
-0.053 |
-0.8% |
6.241 |
| Low |
5.925 |
6.175 |
0.250 |
4.2% |
5.692 |
| Close |
6.241 |
6.150 |
-0.091 |
-1.5% |
6.150 |
| Range |
0.316 |
0.013 |
-0.303 |
-95.9% |
0.549 |
| ATR |
0.240 |
0.227 |
-0.012 |
-5.2% |
0.000 |
| Volume |
1,583 |
989 |
-594 |
-37.5% |
5,543 |
|
| Daily Pivots for day following 26-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6.210 |
6.193 |
6.157 |
|
| R3 |
6.197 |
6.180 |
6.154 |
|
| R2 |
6.184 |
6.184 |
6.152 |
|
| R1 |
6.167 |
6.167 |
6.151 |
6.169 |
| PP |
6.171 |
6.171 |
6.171 |
6.172 |
| S1 |
6.154 |
6.154 |
6.149 |
6.156 |
| S2 |
6.158 |
6.158 |
6.148 |
|
| S3 |
6.145 |
6.141 |
6.146 |
|
| S4 |
6.132 |
6.128 |
6.143 |
|
|
| Weekly Pivots for week ending 26-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7.675 |
7.461 |
6.452 |
|
| R3 |
7.126 |
6.912 |
6.301 |
|
| R2 |
6.577 |
6.577 |
6.251 |
|
| R1 |
6.363 |
6.363 |
6.200 |
6.470 |
| PP |
6.028 |
6.028 |
6.028 |
6.081 |
| S1 |
5.814 |
5.814 |
6.100 |
5.921 |
| S2 |
5.479 |
5.479 |
6.049 |
|
| S3 |
4.930 |
5.265 |
5.999 |
|
| S4 |
4.381 |
4.716 |
5.848 |
|
|
| 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 |
8.9% |
0.224 |
3.6% |
83% |
False |
False |
1,465 |
| 10 |
6.241 |
5.692 |
0.549 |
8.9% |
0.183 |
3.0% |
83% |
False |
False |
1,265 |
| 20 |
6.892 |
5.692 |
1.200 |
19.5% |
0.188 |
3.1% |
38% |
False |
False |
1,365 |
| 40 |
7.708 |
5.692 |
2.016 |
32.8% |
0.218 |
3.5% |
23% |
False |
False |
1,237 |
| 60 |
8.300 |
5.692 |
2.608 |
42.4% |
0.205 |
3.3% |
18% |
False |
False |
1,147 |
| 80 |
8.626 |
5.692 |
2.934 |
47.7% |
0.210 |
3.4% |
16% |
False |
False |
1,003 |
| 100 |
9.390 |
5.692 |
3.698 |
60.1% |
0.210 |
3.4% |
12% |
False |
False |
895 |
| 120 |
11.460 |
5.692 |
5.768 |
93.8% |
0.222 |
3.6% |
8% |
False |
False |
821 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6.243 |
|
2.618 |
6.222 |
|
1.618 |
6.209 |
|
1.000 |
6.201 |
|
0.618 |
6.196 |
|
HIGH |
6.188 |
|
0.618 |
6.183 |
|
0.500 |
6.182 |
|
0.382 |
6.180 |
|
LOW |
6.175 |
|
0.618 |
6.167 |
|
1.000 |
6.162 |
|
1.618 |
6.154 |
|
2.618 |
6.141 |
|
4.250 |
6.120 |
|
|
| Fisher Pivots for day following 26-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
6.182 |
6.107 |
| PP |
6.171 |
6.064 |
| S1 |
6.161 |
6.021 |
|