NYMEX Natural Gas Future July 2009
| Trading Metrics calculated at close of trading on 31-Dec-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Dec-2008 |
31-Dec-2008 |
Change |
Change % |
Previous Week |
| Open |
6.282 |
6.150 |
-0.132 |
-2.1% |
5.813 |
| High |
6.290 |
6.150 |
-0.140 |
-2.2% |
6.241 |
| Low |
6.156 |
5.898 |
-0.258 |
-4.2% |
5.692 |
| Close |
6.211 |
6.031 |
-0.180 |
-2.9% |
6.150 |
| Range |
0.134 |
0.252 |
0.118 |
88.1% |
0.549 |
| ATR |
0.225 |
0.232 |
0.006 |
2.8% |
0.000 |
| Volume |
1,797 |
960 |
-837 |
-46.6% |
5,543 |
|
| Daily Pivots for day following 31-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6.782 |
6.659 |
6.170 |
|
| R3 |
6.530 |
6.407 |
6.100 |
|
| R2 |
6.278 |
6.278 |
6.077 |
|
| R1 |
6.155 |
6.155 |
6.054 |
6.091 |
| PP |
6.026 |
6.026 |
6.026 |
5.994 |
| S1 |
5.903 |
5.903 |
6.008 |
5.839 |
| S2 |
5.774 |
5.774 |
5.985 |
|
| S3 |
5.522 |
5.651 |
5.962 |
|
| S4 |
5.270 |
5.399 |
5.892 |
|
|
| 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 |
6.371 |
5.898 |
0.473 |
7.8% |
0.167 |
2.8% |
28% |
False |
True |
1,174 |
| 10 |
6.371 |
5.692 |
0.679 |
11.3% |
0.196 |
3.3% |
50% |
False |
False |
1,316 |
| 20 |
6.750 |
5.692 |
1.058 |
17.5% |
0.180 |
3.0% |
32% |
False |
False |
1,404 |
| 40 |
7.708 |
5.692 |
2.016 |
33.4% |
0.208 |
3.5% |
17% |
False |
False |
1,248 |
| 60 |
7.722 |
5.692 |
2.030 |
33.7% |
0.202 |
3.3% |
17% |
False |
False |
1,162 |
| 80 |
8.598 |
5.692 |
2.906 |
48.2% |
0.207 |
3.4% |
12% |
False |
False |
1,022 |
| 100 |
9.250 |
5.692 |
3.558 |
59.0% |
0.209 |
3.5% |
10% |
False |
False |
922 |
| 120 |
11.293 |
5.692 |
5.601 |
92.9% |
0.219 |
3.6% |
6% |
False |
False |
837 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7.221 |
|
2.618 |
6.810 |
|
1.618 |
6.558 |
|
1.000 |
6.402 |
|
0.618 |
6.306 |
|
HIGH |
6.150 |
|
0.618 |
6.054 |
|
0.500 |
6.024 |
|
0.382 |
5.994 |
|
LOW |
5.898 |
|
0.618 |
5.742 |
|
1.000 |
5.646 |
|
1.618 |
5.490 |
|
2.618 |
5.238 |
|
4.250 |
4.827 |
|
|
| Fisher Pivots for day following 31-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
6.029 |
6.135 |
| PP |
6.026 |
6.100 |
| S1 |
6.024 |
6.066 |
|