NYMEX Natural Gas Future July 2009
| Trading Metrics calculated at close of trading on 27-Jun-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jun-2008 |
27-Jun-2008 |
Change |
Change % |
Previous Week |
| Open |
11.425 |
11.640 |
0.215 |
1.9% |
11.580 |
| High |
11.650 |
11.734 |
0.084 |
0.7% |
11.734 |
| Low |
11.365 |
11.640 |
0.275 |
2.4% |
11.365 |
| Close |
11.649 |
11.651 |
0.002 |
0.0% |
11.651 |
| Range |
0.285 |
0.094 |
-0.191 |
-67.0% |
0.369 |
| ATR |
0.178 |
0.172 |
-0.006 |
-3.4% |
0.000 |
| Volume |
1,411 |
374 |
-1,037 |
-73.5% |
4,155 |
|
| Daily Pivots for day following 27-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11.957 |
11.898 |
11.703 |
|
| R3 |
11.863 |
11.804 |
11.677 |
|
| R2 |
11.769 |
11.769 |
11.668 |
|
| R1 |
11.710 |
11.710 |
11.660 |
11.740 |
| PP |
11.675 |
11.675 |
11.675 |
11.690 |
| S1 |
11.616 |
11.616 |
11.642 |
11.646 |
| S2 |
11.581 |
11.581 |
11.634 |
|
| S3 |
11.487 |
11.522 |
11.625 |
|
| S4 |
11.393 |
11.428 |
11.599 |
|
|
| Weekly Pivots for week ending 27-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12.690 |
12.540 |
11.854 |
|
| R3 |
12.321 |
12.171 |
11.752 |
|
| R2 |
11.952 |
11.952 |
11.719 |
|
| R1 |
11.802 |
11.802 |
11.685 |
11.877 |
| PP |
11.583 |
11.583 |
11.583 |
11.621 |
| S1 |
11.433 |
11.433 |
11.617 |
11.508 |
| S2 |
11.214 |
11.214 |
11.583 |
|
| S3 |
10.845 |
11.064 |
11.550 |
|
| S4 |
10.476 |
10.695 |
11.448 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12.134 |
|
2.618 |
11.980 |
|
1.618 |
11.886 |
|
1.000 |
11.828 |
|
0.618 |
11.792 |
|
HIGH |
11.734 |
|
0.618 |
11.698 |
|
0.500 |
11.687 |
|
0.382 |
11.676 |
|
LOW |
11.640 |
|
0.618 |
11.582 |
|
1.000 |
11.546 |
|
1.618 |
11.488 |
|
2.618 |
11.394 |
|
4.250 |
11.241 |
|
|
| Fisher Pivots for day following 27-Jun-2008 |
| Pivot |
1 day |
3 day |
| R1 |
11.687 |
11.617 |
| PP |
11.675 |
11.583 |
| S1 |
11.663 |
11.550 |
|