NYMEX Natural Gas Future July 2009
| Trading Metrics calculated at close of trading on 03-Jul-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jul-2008 |
03-Jul-2008 |
Change |
Change % |
Previous Week |
| Open |
11.981 |
11.770 |
-0.211 |
-1.8% |
11.580 |
| High |
11.981 |
11.877 |
-0.104 |
-0.9% |
11.734 |
| Low |
11.777 |
11.750 |
-0.027 |
-0.2% |
11.365 |
| Close |
11.792 |
11.959 |
0.167 |
1.4% |
11.651 |
| Range |
0.204 |
0.127 |
-0.077 |
-37.7% |
0.369 |
| ATR |
0.174 |
0.170 |
-0.003 |
-1.9% |
0.000 |
| Volume |
268 |
239 |
-29 |
-10.8% |
4,155 |
|
| Daily Pivots for day following 03-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12.243 |
12.228 |
12.029 |
|
| R3 |
12.116 |
12.101 |
11.994 |
|
| R2 |
11.989 |
11.989 |
11.982 |
|
| R1 |
11.974 |
11.974 |
11.971 |
11.982 |
| PP |
11.862 |
11.862 |
11.862 |
11.866 |
| S1 |
11.847 |
11.847 |
11.947 |
11.855 |
| S2 |
11.735 |
11.735 |
11.936 |
|
| S3 |
11.608 |
11.720 |
11.924 |
|
| S4 |
11.481 |
11.593 |
11.889 |
|
|
| 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 |
12.417 |
|
2.618 |
12.209 |
|
1.618 |
12.082 |
|
1.000 |
12.004 |
|
0.618 |
11.955 |
|
HIGH |
11.877 |
|
0.618 |
11.828 |
|
0.500 |
11.814 |
|
0.382 |
11.799 |
|
LOW |
11.750 |
|
0.618 |
11.672 |
|
1.000 |
11.623 |
|
1.618 |
11.545 |
|
2.618 |
11.418 |
|
4.250 |
11.210 |
|
|
| Fisher Pivots for day following 03-Jul-2008 |
| Pivot |
1 day |
3 day |
| R1 |
11.911 |
11.928 |
| PP |
11.862 |
11.897 |
| S1 |
11.814 |
11.866 |
|