NYMEX Natural Gas Future June 2009
| Trading Metrics calculated at close of trading on 15-Jul-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jul-2008 |
15-Jul-2008 |
Change |
Change % |
Previous Week |
| Open |
11.080 |
11.195 |
0.115 |
1.0% |
11.770 |
| High |
11.225 |
11.195 |
-0.030 |
-0.3% |
11.770 |
| Low |
11.077 |
10.677 |
-0.400 |
-3.6% |
10.996 |
| Close |
11.140 |
10.718 |
-0.422 |
-3.8% |
11.083 |
| Range |
0.148 |
0.518 |
0.370 |
250.0% |
0.774 |
| ATR |
|
|
|
|
|
| Volume |
466 |
217 |
-249 |
-53.4% |
2,414 |
|
| Daily Pivots for day following 15-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12.417 |
12.086 |
11.003 |
|
| R3 |
11.899 |
11.568 |
10.860 |
|
| R2 |
11.381 |
11.381 |
10.813 |
|
| R1 |
11.050 |
11.050 |
10.765 |
10.957 |
| PP |
10.863 |
10.863 |
10.863 |
10.817 |
| S1 |
10.532 |
10.532 |
10.671 |
10.439 |
| S2 |
10.345 |
10.345 |
10.623 |
|
| S3 |
9.827 |
10.014 |
10.576 |
|
| S4 |
9.309 |
9.496 |
10.433 |
|
|
| Weekly Pivots for week ending 11-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13.605 |
13.118 |
11.509 |
|
| R3 |
12.831 |
12.344 |
11.296 |
|
| R2 |
12.057 |
12.057 |
11.225 |
|
| R1 |
11.570 |
11.570 |
11.154 |
11.427 |
| PP |
11.283 |
11.283 |
11.283 |
11.211 |
| S1 |
10.796 |
10.796 |
11.012 |
10.653 |
| S2 |
10.509 |
10.509 |
10.941 |
|
| S3 |
9.735 |
10.022 |
10.870 |
|
| S4 |
8.961 |
9.248 |
10.657 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13.397 |
|
2.618 |
12.551 |
|
1.618 |
12.033 |
|
1.000 |
11.713 |
|
0.618 |
11.515 |
|
HIGH |
11.195 |
|
0.618 |
10.997 |
|
0.500 |
10.936 |
|
0.382 |
10.875 |
|
LOW |
10.677 |
|
0.618 |
10.357 |
|
1.000 |
10.159 |
|
1.618 |
9.839 |
|
2.618 |
9.321 |
|
4.250 |
8.476 |
|
|
| Fisher Pivots for day following 15-Jul-2008 |
| Pivot |
1 day |
3 day |
| R1 |
10.936 |
11.006 |
| PP |
10.863 |
10.910 |
| S1 |
10.791 |
10.814 |
|