NYMEX Natural Gas Future June 2009
| Trading Metrics calculated at close of trading on 21-Jul-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jul-2008 |
21-Jul-2008 |
Change |
Change % |
Previous Week |
| Open |
10.145 |
10.000 |
-0.145 |
-1.4% |
11.080 |
| High |
10.270 |
10.090 |
-0.180 |
-1.8% |
11.225 |
| Low |
10.086 |
10.000 |
-0.086 |
-0.9% |
10.080 |
| Close |
10.136 |
10.102 |
-0.034 |
-0.3% |
10.136 |
| Range |
0.184 |
0.090 |
-0.094 |
-51.1% |
1.145 |
| ATR |
0.279 |
0.269 |
-0.010 |
-3.7% |
0.000 |
| Volume |
698 |
303 |
-395 |
-56.6% |
2,691 |
|
| Daily Pivots for day following 21-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10.334 |
10.308 |
10.152 |
|
| R3 |
10.244 |
10.218 |
10.127 |
|
| R2 |
10.154 |
10.154 |
10.119 |
|
| R1 |
10.128 |
10.128 |
10.110 |
10.141 |
| PP |
10.064 |
10.064 |
10.064 |
10.071 |
| S1 |
10.038 |
10.038 |
10.094 |
10.051 |
| S2 |
9.974 |
9.974 |
10.086 |
|
| S3 |
9.884 |
9.948 |
10.077 |
|
| S4 |
9.794 |
9.858 |
10.053 |
|
|
| Weekly Pivots for week ending 18-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13.915 |
13.171 |
10.766 |
|
| R3 |
12.770 |
12.026 |
10.451 |
|
| R2 |
11.625 |
11.625 |
10.346 |
|
| R1 |
10.881 |
10.881 |
10.241 |
10.681 |
| PP |
10.480 |
10.480 |
10.480 |
10.380 |
| S1 |
9.736 |
9.736 |
10.031 |
9.536 |
| S2 |
9.335 |
9.335 |
9.926 |
|
| S3 |
8.190 |
8.591 |
9.821 |
|
| S4 |
7.045 |
7.446 |
9.506 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10.473 |
|
2.618 |
10.326 |
|
1.618 |
10.236 |
|
1.000 |
10.180 |
|
0.618 |
10.146 |
|
HIGH |
10.090 |
|
0.618 |
10.056 |
|
0.500 |
10.045 |
|
0.382 |
10.034 |
|
LOW |
10.000 |
|
0.618 |
9.944 |
|
1.000 |
9.910 |
|
1.618 |
9.854 |
|
2.618 |
9.764 |
|
4.250 |
9.618 |
|
|
| Fisher Pivots for day following 21-Jul-2008 |
| Pivot |
1 day |
3 day |
| R1 |
10.083 |
10.300 |
| PP |
10.064 |
10.234 |
| S1 |
10.045 |
10.168 |
|