ICAP Funds Report (Based on data from the Commodity Futures Trading Comimssion - Commitment of Traders Report)CFTC Report for: November/11/2008
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE
|
|
|
| Non-Commercial |
Commercial |
Total |
Nonreportable Position |
| Long |
Short |
Spreading |
Long |
Short |
Long |
Short |
Long |
Short |
Total |
|
This Week |
104,754 |
248,613 |
444,536 |
453,294 |
349,293 |
1,002,584 |
1,042,442 |
80,737 |
40,878 |
1,083,321 |
|
Change |
13,579 |
(15,258) |
(9,958) |
(18,052) |
8,689 |
(14,431) |
(16,527) |
2,422 |
4,518 |
0 |
|
Last week |
91,175 |
263,871 |
454,494 |
471,346 |
340,604 |
1,017,015 |
1,058,969 |
78,315 |
36,360 |
1,095,330 |
|
% Open interest |
9.67% |
22.95% |
41.03% |
41.84% |
32.24% |
92.55% |
96.23% |
7.45% |
3.77% |
97.15% |
|
|
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 |
|
33.9% |
48.5% |
45.9% |
59.2% |
6.8% |
17.8% |
10.4% |
20% |
|
|
|
Market |
This Week |
Last Week |
Weekly Change |
|
Open Interest |
1,083,321 |
|
|
1,095,330 |
|
|
(12,009) |
-1% |
|
|
Net Position |
Long |
Short |
% Open Interest |
Long |
Short |
% Open Interest |
Long |
Short |
% Open Interest |
|
Commercials |
104,001 |
0 |
10% |
130,742 |
0 |
12% |
(26,741) |
0 |
-2% |
|
|
13% |
0 |
|
16% |
0 |
|
-3 |
0 |
|
|
Funds |
0 |
143,859 |
13% |
0 |
172,696 |
16% |
0 |
(28,837) |
-3% |
|
|
0 |
41% |
|
0 |
49% |
|
0 |
-8 |
|
|
Non-Reportable |
39,859 |
0 |
4% |
41,955 |
0 |
4% |
(2,096) |
0 |
0% |
|
|
33% |
0 |
|
37% |
0 |
|
-4 |
0 |
|
|
1st 4 Traders Interest |
6.8% |
17.8% |
|
|
|
|
6.8% |
17.8% |
|
|
|
Put/Call Ratio: .77
Last Week Put/Call Ratio: .72
Sentiment: Neutral
|
|
|
Last Week Put/Call Ratio: 2.89
Put/Call Ratio: 2.37
Sentiment: Bearish
|
|
|
Put/Call Ratio: 1.04
Last Week Put/Call Ratio: 1.04
Sentiment: Bearish
|
|
|