NYMEX Natural Gas Future August 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 |
5.915 |
6.125 |
0.210 |
3.6% |
6.190 |
| High |
6.260 |
6.326 |
0.066 |
1.1% |
6.277 |
| Low |
5.900 |
6.015 |
0.115 |
1.9% |
5.910 |
| Close |
6.203 |
6.326 |
0.123 |
2.0% |
5.940 |
| Range |
0.360 |
0.311 |
-0.049 |
-13.6% |
0.367 |
| ATR |
0.223 |
0.229 |
0.006 |
2.8% |
0.000 |
| Volume |
829 |
559 |
-270 |
-32.6% |
3,376 |
|
| Daily Pivots for day following 24-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7.155 |
7.052 |
6.497 |
|
| R3 |
6.844 |
6.741 |
6.412 |
|
| R2 |
6.533 |
6.533 |
6.383 |
|
| R1 |
6.430 |
6.430 |
6.355 |
6.482 |
| PP |
6.222 |
6.222 |
6.222 |
6.248 |
| S1 |
6.119 |
6.119 |
6.297 |
6.171 |
| S2 |
5.911 |
5.911 |
6.269 |
|
| S3 |
5.600 |
5.808 |
6.240 |
|
| S4 |
5.289 |
5.497 |
6.155 |
|
|
| 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 |
7.648 |
|
2.618 |
7.140 |
|
1.618 |
6.829 |
|
1.000 |
6.637 |
|
0.618 |
6.518 |
|
HIGH |
6.326 |
|
0.618 |
6.207 |
|
0.500 |
6.171 |
|
0.382 |
6.134 |
|
LOW |
6.015 |
|
0.618 |
5.823 |
|
1.000 |
5.704 |
|
1.618 |
5.512 |
|
2.618 |
5.201 |
|
4.250 |
4.693 |
|
|
| Fisher Pivots for day following 24-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
6.274 |
6.238 |
| PP |
6.222 |
6.151 |
| S1 |
6.171 |
6.063 |
|