NYMEX Natural Gas Future August 2009
| Trading Metrics calculated at close of trading on 19-Dec-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Dec-2008 |
19-Dec-2008 |
Change |
Change % |
Previous Week |
| Open |
6.110 |
6.106 |
-0.004 |
-0.1% |
6.190 |
| High |
6.212 |
6.166 |
-0.046 |
-0.7% |
6.277 |
| Low |
6.070 |
5.910 |
-0.160 |
-2.6% |
5.910 |
| Close |
6.095 |
5.940 |
-0.155 |
-2.5% |
5.940 |
| Range |
0.142 |
0.256 |
0.114 |
80.3% |
0.367 |
| ATR |
0.211 |
0.215 |
0.003 |
1.5% |
0.000 |
| Volume |
762 |
1,122 |
360 |
47.2% |
3,376 |
|
| Daily Pivots for day following 19-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6.773 |
6.613 |
6.081 |
|
| R3 |
6.517 |
6.357 |
6.010 |
|
| R2 |
6.261 |
6.261 |
5.987 |
|
| R1 |
6.101 |
6.101 |
5.963 |
6.053 |
| PP |
6.005 |
6.005 |
6.005 |
5.982 |
| S1 |
5.845 |
5.845 |
5.917 |
5.797 |
| S2 |
5.749 |
5.749 |
5.893 |
|
| S3 |
5.493 |
5.589 |
5.870 |
|
| S4 |
5.237 |
5.333 |
5.799 |
|
|
| Weekly Pivots for week ending 19-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7.143 |
6.909 |
6.142 |
|
| R3 |
6.776 |
6.542 |
6.041 |
|
| R2 |
6.409 |
6.409 |
6.007 |
|
| R1 |
6.175 |
6.175 |
5.974 |
6.109 |
| PP |
6.042 |
6.042 |
6.042 |
6.009 |
| S1 |
5.808 |
5.808 |
5.906 |
5.742 |
| S2 |
5.675 |
5.675 |
5.873 |
|
| S3 |
5.308 |
5.441 |
5.839 |
|
| S4 |
4.941 |
5.074 |
5.738 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7.254 |
|
2.618 |
6.836 |
|
1.618 |
6.580 |
|
1.000 |
6.422 |
|
0.618 |
6.324 |
|
HIGH |
6.166 |
|
0.618 |
6.068 |
|
0.500 |
6.038 |
|
0.382 |
6.008 |
|
LOW |
5.910 |
|
0.618 |
5.752 |
|
1.000 |
5.654 |
|
1.618 |
5.496 |
|
2.618 |
5.240 |
|
4.250 |
4.822 |
|
|
| Fisher Pivots for day following 19-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
6.038 |
6.094 |
| PP |
6.005 |
6.042 |
| S1 |
5.973 |
5.991 |
|