NYMEX Natural Gas Future July 2009
| Trading Metrics calculated at close of trading on 01-Jul-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jun-2008 |
01-Jul-2008 |
Change |
Change % |
Previous Week |
| Open |
11.760 |
11.861 |
0.101 |
0.9% |
11.580 |
| High |
11.810 |
11.941 |
0.131 |
1.1% |
11.734 |
| Low |
11.701 |
11.853 |
0.152 |
1.3% |
11.365 |
| Close |
11.768 |
11.886 |
0.118 |
1.0% |
11.651 |
| Range |
0.109 |
0.088 |
-0.021 |
-19.3% |
0.369 |
| ATR |
0.171 |
0.171 |
0.000 |
0.1% |
0.000 |
| Volume |
698 |
232 |
-466 |
-66.8% |
4,155 |
|
| Daily Pivots for day following 01-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12.157 |
12.110 |
11.934 |
|
| R3 |
12.069 |
12.022 |
11.910 |
|
| R2 |
11.981 |
11.981 |
11.902 |
|
| R1 |
11.934 |
11.934 |
11.894 |
11.958 |
| PP |
11.893 |
11.893 |
11.893 |
11.905 |
| S1 |
11.846 |
11.846 |
11.878 |
11.870 |
| S2 |
11.805 |
11.805 |
11.870 |
|
| S3 |
11.717 |
11.758 |
11.862 |
|
| S4 |
11.629 |
11.670 |
11.838 |
|
|
| 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 |
12.315 |
|
2.618 |
12.171 |
|
1.618 |
12.083 |
|
1.000 |
12.029 |
|
0.618 |
11.995 |
|
HIGH |
11.941 |
|
0.618 |
11.907 |
|
0.500 |
11.897 |
|
0.382 |
11.887 |
|
LOW |
11.853 |
|
0.618 |
11.799 |
|
1.000 |
11.765 |
|
1.618 |
11.711 |
|
2.618 |
11.623 |
|
4.250 |
11.479 |
|
|
| Fisher Pivots for day following 01-Jul-2008 |
| Pivot |
1 day |
3 day |
| R1 |
11.897 |
11.854 |
| PP |
11.893 |
11.822 |
| S1 |
11.890 |
11.791 |
|