NYMEX Natural Gas Future July 2009
| Trading Metrics calculated at close of trading on 11-Jul-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jul-2008 |
11-Jul-2008 |
Change |
Change % |
Previous Week |
| Open |
11.235 |
11.460 |
0.225 |
2.0% |
11.701 |
| High |
11.440 |
11.460 |
0.020 |
0.2% |
11.959 |
| Low |
11.150 |
11.120 |
-0.030 |
-0.3% |
11.100 |
| Close |
11.360 |
11.173 |
-0.187 |
-1.6% |
11.173 |
| Range |
0.290 |
0.340 |
0.050 |
17.2% |
0.859 |
| ATR |
0.208 |
0.217 |
0.009 |
4.6% |
0.000 |
| Volume |
325 |
152 |
-173 |
-53.2% |
1,612 |
|
| Daily Pivots for day following 11-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12.271 |
12.062 |
11.360 |
|
| R3 |
11.931 |
11.722 |
11.267 |
|
| R2 |
11.591 |
11.591 |
11.235 |
|
| R1 |
11.382 |
11.382 |
11.204 |
11.317 |
| PP |
11.251 |
11.251 |
11.251 |
11.218 |
| S1 |
11.042 |
11.042 |
11.142 |
10.977 |
| S2 |
10.911 |
10.911 |
11.111 |
|
| S3 |
10.571 |
10.702 |
11.080 |
|
| S4 |
10.231 |
10.362 |
10.986 |
|
|
| Weekly Pivots for week ending 11-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13.988 |
13.439 |
11.645 |
|
| R3 |
13.129 |
12.580 |
11.409 |
|
| R2 |
12.270 |
12.270 |
11.330 |
|
| R1 |
11.721 |
11.721 |
11.252 |
11.566 |
| PP |
11.411 |
11.411 |
11.411 |
11.333 |
| S1 |
10.862 |
10.862 |
11.094 |
10.707 |
| S2 |
10.552 |
10.552 |
11.016 |
|
| S3 |
9.693 |
10.003 |
10.937 |
|
| S4 |
8.834 |
9.144 |
10.701 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12.905 |
|
2.618 |
12.350 |
|
1.618 |
12.010 |
|
1.000 |
11.800 |
|
0.618 |
11.670 |
|
HIGH |
11.460 |
|
0.618 |
11.330 |
|
0.500 |
11.290 |
|
0.382 |
11.250 |
|
LOW |
11.120 |
|
0.618 |
10.910 |
|
1.000 |
10.780 |
|
1.618 |
10.570 |
|
2.618 |
10.230 |
|
4.250 |
9.675 |
|
|
| Fisher Pivots for day following 11-Jul-2008 |
| Pivot |
1 day |
3 day |
| R1 |
11.290 |
11.280 |
| PP |
11.251 |
11.244 |
| S1 |
11.212 |
11.209 |
|