NYMEX Natural Gas Future August 2009
| Trading Metrics calculated at close of trading on 29-Dec-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Dec-2008 |
29-Dec-2008 |
Change |
Change % |
Previous Week |
| Open |
6.240 |
6.399 |
0.159 |
2.5% |
5.924 |
| High |
6.240 |
6.451 |
0.211 |
3.4% |
6.326 |
| Low |
6.240 |
6.358 |
0.118 |
1.9% |
5.800 |
| Close |
6.237 |
6.442 |
0.205 |
3.3% |
6.237 |
| Range |
0.000 |
0.093 |
0.093 |
|
0.526 |
| ATR |
0.219 |
0.218 |
0.000 |
-0.2% |
0.000 |
| Volume |
391 |
60 |
-331 |
-84.7% |
2,528 |
|
| Daily Pivots for day following 29-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6.696 |
6.662 |
6.493 |
|
| R3 |
6.603 |
6.569 |
6.468 |
|
| R2 |
6.510 |
6.510 |
6.459 |
|
| R1 |
6.476 |
6.476 |
6.451 |
6.493 |
| PP |
6.417 |
6.417 |
6.417 |
6.426 |
| S1 |
6.383 |
6.383 |
6.433 |
6.400 |
| S2 |
6.324 |
6.324 |
6.425 |
|
| S3 |
6.231 |
6.290 |
6.416 |
|
| S4 |
6.138 |
6.197 |
6.391 |
|
|
| 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 |
6.846 |
|
2.618 |
6.694 |
|
1.618 |
6.601 |
|
1.000 |
6.544 |
|
0.618 |
6.508 |
|
HIGH |
6.451 |
|
0.618 |
6.415 |
|
0.500 |
6.405 |
|
0.382 |
6.394 |
|
LOW |
6.358 |
|
0.618 |
6.301 |
|
1.000 |
6.265 |
|
1.618 |
6.208 |
|
2.618 |
6.115 |
|
4.250 |
5.963 |
|
|
| Fisher Pivots for day following 29-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
6.430 |
6.372 |
| PP |
6.417 |
6.303 |
| S1 |
6.405 |
6.233 |
|