NYMEX Natural Gas Future July 2009
| Trading Metrics calculated at close of trading on 02-Jul-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jul-2008 |
02-Jul-2008 |
Change |
Change % |
Previous Week |
| Open |
11.861 |
11.981 |
0.120 |
1.0% |
11.580 |
| High |
11.941 |
11.981 |
0.040 |
0.3% |
11.734 |
| Low |
11.853 |
11.777 |
-0.076 |
-0.6% |
11.365 |
| Close |
11.886 |
11.792 |
-0.094 |
-0.8% |
11.651 |
| Range |
0.088 |
0.204 |
0.116 |
131.8% |
0.369 |
| ATR |
0.171 |
0.174 |
0.002 |
1.4% |
0.000 |
| Volume |
232 |
268 |
36 |
15.5% |
4,155 |
|
| Daily Pivots for day following 02-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12.462 |
12.331 |
11.904 |
|
| R3 |
12.258 |
12.127 |
11.848 |
|
| R2 |
12.054 |
12.054 |
11.829 |
|
| R1 |
11.923 |
11.923 |
11.811 |
11.887 |
| PP |
11.850 |
11.850 |
11.850 |
11.832 |
| S1 |
11.719 |
11.719 |
11.773 |
11.683 |
| S2 |
11.646 |
11.646 |
11.755 |
|
| S3 |
11.442 |
11.515 |
11.736 |
|
| S4 |
11.238 |
11.311 |
11.680 |
|
|
| 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 |
12.848 |
|
2.618 |
12.515 |
|
1.618 |
12.311 |
|
1.000 |
12.185 |
|
0.618 |
12.107 |
|
HIGH |
11.981 |
|
0.618 |
11.903 |
|
0.500 |
11.879 |
|
0.382 |
11.855 |
|
LOW |
11.777 |
|
0.618 |
11.651 |
|
1.000 |
11.573 |
|
1.618 |
11.447 |
|
2.618 |
11.243 |
|
4.250 |
10.910 |
|
|
| Fisher Pivots for day following 02-Jul-2008 |
| Pivot |
1 day |
3 day |
| R1 |
11.879 |
11.841 |
| PP |
11.850 |
11.825 |
| S1 |
11.821 |
11.808 |
|