NYMEX Natural Gas Future August 2009
| Trading Metrics calculated at close of trading on 31-Dec-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Dec-2008 |
31-Dec-2008 |
Change |
Change % |
Previous Week |
| Open |
6.305 |
6.250 |
-0.055 |
-0.9% |
5.924 |
| High |
6.370 |
6.250 |
-0.120 |
-1.9% |
6.326 |
| Low |
6.266 |
6.030 |
-0.236 |
-3.8% |
5.800 |
| Close |
6.300 |
6.126 |
-0.174 |
-2.8% |
6.237 |
| Range |
0.104 |
0.220 |
0.116 |
111.5% |
0.526 |
| ATR |
0.215 |
0.219 |
0.004 |
1.8% |
0.000 |
| Volume |
2,895 |
243 |
-2,652 |
-91.6% |
2,528 |
|
| Daily Pivots for day following 31-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6.795 |
6.681 |
6.247 |
|
| R3 |
6.575 |
6.461 |
6.187 |
|
| R2 |
6.355 |
6.355 |
6.166 |
|
| R1 |
6.241 |
6.241 |
6.146 |
6.188 |
| PP |
6.135 |
6.135 |
6.135 |
6.109 |
| S1 |
6.021 |
6.021 |
6.106 |
5.968 |
| S2 |
5.915 |
5.915 |
6.086 |
|
| S3 |
5.695 |
5.801 |
6.066 |
|
| S4 |
5.475 |
5.581 |
6.005 |
|
|
| 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 |
7.185 |
|
2.618 |
6.826 |
|
1.618 |
6.606 |
|
1.000 |
6.470 |
|
0.618 |
6.386 |
|
HIGH |
6.250 |
|
0.618 |
6.166 |
|
0.500 |
6.140 |
|
0.382 |
6.114 |
|
LOW |
6.030 |
|
0.618 |
5.894 |
|
1.000 |
5.810 |
|
1.618 |
5.674 |
|
2.618 |
5.454 |
|
4.250 |
5.095 |
|
|
| Fisher Pivots for day following 31-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
6.140 |
6.241 |
| PP |
6.135 |
6.202 |
| S1 |
6.131 |
6.164 |
|