NYMEX Natural Gas Future June 2009
| Trading Metrics calculated at close of trading on 23-Jul-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jul-2008 |
23-Jul-2008 |
Change |
Change % |
Previous Week |
| Open |
10.000 |
9.747 |
-0.253 |
-2.5% |
11.080 |
| High |
10.000 |
9.924 |
-0.076 |
-0.8% |
11.225 |
| Low |
9.680 |
9.478 |
-0.202 |
-2.1% |
10.080 |
| Close |
9.821 |
9.577 |
-0.244 |
-2.5% |
10.136 |
| Range |
0.320 |
0.446 |
0.126 |
39.4% |
1.145 |
| ATR |
0.280 |
0.292 |
0.012 |
4.2% |
0.000 |
| Volume |
357 |
798 |
441 |
123.5% |
2,691 |
|
| Daily Pivots for day following 23-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10.998 |
10.733 |
9.822 |
|
| R3 |
10.552 |
10.287 |
9.700 |
|
| R2 |
10.106 |
10.106 |
9.659 |
|
| R1 |
9.841 |
9.841 |
9.618 |
9.751 |
| PP |
9.660 |
9.660 |
9.660 |
9.614 |
| S1 |
9.395 |
9.395 |
9.536 |
9.305 |
| S2 |
9.214 |
9.214 |
9.495 |
|
| S3 |
8.768 |
8.949 |
9.454 |
|
| S4 |
8.322 |
8.503 |
9.332 |
|
|
| Weekly Pivots for week ending 18-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13.915 |
13.171 |
10.766 |
|
| R3 |
12.770 |
12.026 |
10.451 |
|
| R2 |
11.625 |
11.625 |
10.346 |
|
| R1 |
10.881 |
10.881 |
10.241 |
10.681 |
| PP |
10.480 |
10.480 |
10.480 |
10.380 |
| S1 |
9.736 |
9.736 |
10.031 |
9.536 |
| S2 |
9.335 |
9.335 |
9.926 |
|
| S3 |
8.190 |
8.591 |
9.821 |
|
| S4 |
7.045 |
7.446 |
9.506 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11.820 |
|
2.618 |
11.092 |
|
1.618 |
10.646 |
|
1.000 |
10.370 |
|
0.618 |
10.200 |
|
HIGH |
9.924 |
|
0.618 |
9.754 |
|
0.500 |
9.701 |
|
0.382 |
9.648 |
|
LOW |
9.478 |
|
0.618 |
9.202 |
|
1.000 |
9.032 |
|
1.618 |
8.756 |
|
2.618 |
8.310 |
|
4.250 |
7.583 |
|
|
| Fisher Pivots for day following 23-Jul-2008 |
| Pivot |
1 day |
3 day |
| R1 |
9.701 |
9.784 |
| PP |
9.660 |
9.715 |
| S1 |
9.618 |
9.646 |
|