NYMEX Natural Gas Future July 2009
| Trading Metrics calculated at close of trading on 23-Jun-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jun-2008 |
23-Jun-2008 |
Change |
Change % |
Previous Week |
| Open |
11.558 |
11.580 |
0.022 |
0.2% |
11.368 |
| High |
11.580 |
11.627 |
0.047 |
0.4% |
11.580 |
| Low |
11.455 |
11.580 |
0.125 |
1.1% |
11.201 |
| Close |
11.437 |
11.592 |
0.155 |
1.4% |
11.437 |
| Range |
0.125 |
0.047 |
-0.078 |
-62.4% |
0.379 |
| ATR |
0.170 |
0.171 |
0.001 |
0.9% |
0.000 |
| Volume |
1,787 |
484 |
-1,303 |
-72.9% |
2,370 |
|
| Daily Pivots for day following 23-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11.741 |
11.713 |
11.618 |
|
| R3 |
11.694 |
11.666 |
11.605 |
|
| R2 |
11.647 |
11.647 |
11.601 |
|
| R1 |
11.619 |
11.619 |
11.596 |
11.633 |
| PP |
11.600 |
11.600 |
11.600 |
11.607 |
| S1 |
11.572 |
11.572 |
11.588 |
11.586 |
| S2 |
11.553 |
11.553 |
11.583 |
|
| S3 |
11.506 |
11.525 |
11.579 |
|
| S4 |
11.459 |
11.478 |
11.566 |
|
|
| Weekly Pivots for week ending 20-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12.543 |
12.369 |
11.645 |
|
| R3 |
12.164 |
11.990 |
11.541 |
|
| R2 |
11.785 |
11.785 |
11.506 |
|
| R1 |
11.611 |
11.611 |
11.472 |
11.698 |
| PP |
11.406 |
11.406 |
11.406 |
11.450 |
| S1 |
11.232 |
11.232 |
11.402 |
11.319 |
| S2 |
11.027 |
11.027 |
11.368 |
|
| S3 |
10.648 |
10.853 |
11.333 |
|
| S4 |
10.269 |
10.474 |
11.229 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11.827 |
|
2.618 |
11.750 |
|
1.618 |
11.703 |
|
1.000 |
11.674 |
|
0.618 |
11.656 |
|
HIGH |
11.627 |
|
0.618 |
11.609 |
|
0.500 |
11.604 |
|
0.382 |
11.598 |
|
LOW |
11.580 |
|
0.618 |
11.551 |
|
1.000 |
11.533 |
|
1.618 |
11.504 |
|
2.618 |
11.457 |
|
4.250 |
11.380 |
|
|
| Fisher Pivots for day following 23-Jun-2008 |
| Pivot |
1 day |
3 day |
| R1 |
11.604 |
11.533 |
| PP |
11.600 |
11.473 |
| S1 |
11.596 |
11.414 |
|