NYMEX Natural Gas Future August 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 |
6.125 |
6.240 |
0.115 |
1.9% |
5.924 |
| High |
6.326 |
6.240 |
-0.086 |
-1.4% |
6.326 |
| Low |
6.015 |
6.240 |
0.225 |
3.7% |
5.800 |
| Close |
6.326 |
6.237 |
-0.089 |
-1.4% |
6.237 |
| Range |
0.311 |
0.000 |
-0.311 |
-100.0% |
0.526 |
| ATR |
0.229 |
0.219 |
-0.010 |
-4.5% |
0.000 |
| Volume |
559 |
391 |
-168 |
-30.1% |
2,528 |
|
| Daily Pivots for day following 26-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6.239 |
6.238 |
6.237 |
|
| R3 |
6.239 |
6.238 |
6.237 |
|
| R2 |
6.239 |
6.239 |
6.237 |
|
| R1 |
6.238 |
6.238 |
6.237 |
6.239 |
| PP |
6.239 |
6.239 |
6.239 |
6.239 |
| S1 |
6.238 |
6.238 |
6.237 |
6.239 |
| S2 |
6.239 |
6.239 |
6.237 |
|
| S3 |
6.239 |
6.238 |
6.237 |
|
| S4 |
6.239 |
6.238 |
6.237 |
|
|
| Weekly Pivots for week ending 26-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7.699 |
7.494 |
6.526 |
|
| R3 |
7.173 |
6.968 |
6.382 |
|
| R2 |
6.647 |
6.647 |
6.333 |
|
| R1 |
6.442 |
6.442 |
6.285 |
6.545 |
| PP |
6.121 |
6.121 |
6.121 |
6.172 |
| S1 |
5.916 |
5.916 |
6.189 |
6.019 |
| S2 |
5.595 |
5.595 |
6.141 |
|
| S3 |
5.069 |
5.390 |
6.092 |
|
| S4 |
4.543 |
4.864 |
5.948 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6.240 |
|
2.618 |
6.240 |
|
1.618 |
6.240 |
|
1.000 |
6.240 |
|
0.618 |
6.240 |
|
HIGH |
6.240 |
|
0.618 |
6.240 |
|
0.500 |
6.240 |
|
0.382 |
6.240 |
|
LOW |
6.240 |
|
0.618 |
6.240 |
|
1.000 |
6.240 |
|
1.618 |
6.240 |
|
2.618 |
6.240 |
|
4.250 |
6.240 |
|
|
| Fisher Pivots for day following 26-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
6.240 |
6.196 |
| PP |
6.239 |
6.154 |
| S1 |
6.238 |
6.113 |
|