NYMEX Natural Gas Future August 2009
| Trading Metrics calculated at close of trading on 11-Dec-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Dec-2008 |
11-Dec-2008 |
Change |
Change % |
Previous Week |
| Open |
6.176 |
6.300 |
0.124 |
2.0% |
6.837 |
| High |
6.297 |
6.320 |
0.023 |
0.4% |
6.987 |
| Low |
6.133 |
6.125 |
-0.008 |
-0.1% |
6.208 |
| Close |
6.276 |
6.199 |
-0.077 |
-1.2% |
6.225 |
| Range |
0.164 |
0.195 |
0.031 |
18.9% |
0.779 |
| ATR |
0.243 |
0.240 |
-0.003 |
-1.4% |
0.000 |
| Volume |
581 |
739 |
158 |
27.2% |
4,465 |
|
| Daily Pivots for day following 11-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6.800 |
6.694 |
6.306 |
|
| R3 |
6.605 |
6.499 |
6.253 |
|
| R2 |
6.410 |
6.410 |
6.235 |
|
| R1 |
6.304 |
6.304 |
6.217 |
6.260 |
| PP |
6.215 |
6.215 |
6.215 |
6.192 |
| S1 |
6.109 |
6.109 |
6.181 |
6.065 |
| S2 |
6.020 |
6.020 |
6.163 |
|
| S3 |
5.825 |
5.914 |
6.145 |
|
| S4 |
5.630 |
5.719 |
6.092 |
|
|
| Weekly Pivots for week ending 05-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8.810 |
8.297 |
6.653 |
|
| R3 |
8.031 |
7.518 |
6.439 |
|
| R2 |
7.252 |
7.252 |
6.368 |
|
| R1 |
6.739 |
6.739 |
6.296 |
6.606 |
| PP |
6.473 |
6.473 |
6.473 |
6.407 |
| S1 |
5.960 |
5.960 |
6.154 |
5.827 |
| S2 |
5.694 |
5.694 |
6.082 |
|
| S3 |
4.915 |
5.181 |
6.011 |
|
| S4 |
4.136 |
4.402 |
5.797 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7.149 |
|
2.618 |
6.831 |
|
1.618 |
6.636 |
|
1.000 |
6.515 |
|
0.618 |
6.441 |
|
HIGH |
6.320 |
|
0.618 |
6.246 |
|
0.500 |
6.223 |
|
0.382 |
6.199 |
|
LOW |
6.125 |
|
0.618 |
6.004 |
|
1.000 |
5.930 |
|
1.618 |
5.809 |
|
2.618 |
5.614 |
|
4.250 |
5.296 |
|
|
| Fisher Pivots for day following 11-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
6.223 |
6.193 |
| PP |
6.215 |
6.187 |
| S1 |
6.207 |
6.182 |
|