ICAP Funds Report (Based on data from the Commodity Futures Trading Comimssion - Commitment of Traders Report)CFTC Report for: June/24/2008
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE
|
|
|
| Non-Commercial |
Commercial |
Total |
Nonreportable Position |
| Long |
Short |
Spreading |
Long |
Short |
Long |
Short |
Long |
Short |
Total |
|
This Week |
179,714 |
443,716 |
480,424 |
628,232 |
411,346 |
1,288,370 |
1,335,486 |
84,037 |
36,922 |
1,372,408 |
|
Change |
12,926 |
15,116 |
9,589 |
(1,462) |
(6,239) |
21,053 |
18,466 |
(5,212) |
(2,625) |
0 |
|
Last week |
166,788 |
428,600 |
470,835 |
629,694 |
417,585 |
1,267,317 |
1,317,020 |
89,249 |
39,547 |
1,356,566 |
|
% Open interest |
13.09% |
32.33% |
35.01% |
45.78% |
29.97% |
93.88% |
97.31% |
6.12% |
2.69% |
98.25% |
|
|
Concentration |
Gross |
Net |
|
|
4 or Less Traders |
8 or Less Traders |
4 or Less Traders |
8 or Less Traders |
|
Long |
Short |
Long |
Short |
Long |
Short |
Long |
Short |
|
34.7% |
40.6% |
44.8% |
54.6% |
19.2% |
27.3% |
22.8% |
31% |
|
|
|
Market |
This Week |
Last Week |
Weekly Change |
|
Open Interest |
1,372,408 |
|
|
1,356,566 |
|
|
15,842 |
1% |
|
|
Net Position |
Long |
Short |
% Open Interest |
Long |
Short |
% Open Interest |
Long |
Short |
% Open Interest |
|
Commercials |
216,886 |
0 |
16% |
212,109 |
0 |
15% |
4,777 |
0 |
1% |
|
|
21% |
0 |
|
20% |
0 |
|
1 |
0 |
|
|
Funds |
0 |
264,002 |
19% |
0 |
261,812 |
19% |
0 |
2,190 |
0% |
|
|
0 |
42% |
|
0 |
44% |
|
0 |
-2 |
|
|
Non-Reportable |
47,115 |
0 |
3% |
49,702 |
0 |
4% |
(2,587) |
0 |
-1% |
|
|
39% |
0 |
|
39% |
0 |
|
0 |
0 |
|
|
1st 4 Traders Interest |
19.2% |
27.3% |
|
|
|
|
19.2% |
27.3% |
|
|
|
Put/Call Ratio: .65
Last Week Put/Call Ratio: .66
Sentiment: Neutral
|
|
|
Last Week Put/Call Ratio: 2.57
Put/Call Ratio: 2.47
Sentiment: Bearish
|
|
|
Put/Call Ratio: 1.04
Last Week Put/Call Ratio: 1.04
Sentiment: Bearish
|
|
|