NYMEX Natural Gas Future November 2007
Trading Metrics calculated at close of trading on 04-Jun-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jun-2007 |
04-Jun-2007 |
Change |
Change % |
Previous Week |
Open |
8.906 |
8.983 |
0.077 |
0.9% |
8.801 |
High |
8.937 |
9.185 |
0.248 |
2.8% |
8.960 |
Low |
8.840 |
8.950 |
0.110 |
1.2% |
8.690 |
Close |
8.903 |
9.177 |
0.274 |
3.1% |
8.903 |
Range |
0.097 |
0.235 |
0.138 |
142.3% |
0.270 |
ATR |
0.146 |
0.156 |
0.010 |
6.7% |
0.000 |
Volume |
677 |
586 |
-91 |
-13.4% |
5,865 |
|
Daily Pivots for day following 04-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9.809 |
9.728 |
9.306 |
|
R3 |
9.574 |
9.493 |
9.242 |
|
R2 |
9.339 |
9.339 |
9.220 |
|
R1 |
9.258 |
9.258 |
9.199 |
9.299 |
PP |
9.104 |
9.104 |
9.104 |
9.124 |
S1 |
9.023 |
9.023 |
9.155 |
9.064 |
S2 |
8.869 |
8.869 |
9.134 |
|
S3 |
8.634 |
8.788 |
9.112 |
|
S4 |
8.399 |
8.553 |
9.048 |
|
|
Weekly Pivots for week ending 01-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9.661 |
9.552 |
9.052 |
|
R3 |
9.391 |
9.282 |
8.977 |
|
R2 |
9.121 |
9.121 |
8.953 |
|
R1 |
9.012 |
9.012 |
8.928 |
9.067 |
PP |
8.851 |
8.851 |
8.851 |
8.878 |
S1 |
8.742 |
8.742 |
8.878 |
8.797 |
S2 |
8.581 |
8.581 |
8.854 |
|
S3 |
8.311 |
8.472 |
8.829 |
|
S4 |
8.041 |
8.202 |
8.755 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
9.185 |
8.690 |
0.495 |
5.4% |
0.146 |
1.6% |
98% |
True |
False |
1,290 |
10 |
9.185 |
8.690 |
0.495 |
5.4% |
0.131 |
1.4% |
98% |
True |
False |
1,308 |
20 |
9.290 |
8.690 |
0.600 |
6.5% |
0.130 |
1.4% |
81% |
False |
False |
1,261 |
40 |
9.290 |
8.577 |
0.713 |
7.8% |
0.144 |
1.6% |
84% |
False |
False |
1,339 |
60 |
9.290 |
8.190 |
1.100 |
12.0% |
0.143 |
1.6% |
90% |
False |
False |
1,136 |
80 |
9.290 |
8.190 |
1.100 |
12.0% |
0.142 |
1.6% |
90% |
False |
False |
998 |
100 |
9.290 |
7.637 |
1.653 |
18.0% |
0.152 |
1.7% |
93% |
False |
False |
931 |
120 |
9.290 |
7.637 |
1.653 |
18.0% |
0.147 |
1.6% |
93% |
False |
False |
820 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10.184 |
2.618 |
9.800 |
1.618 |
9.565 |
1.000 |
9.420 |
0.618 |
9.330 |
HIGH |
9.185 |
0.618 |
9.095 |
0.500 |
9.068 |
0.382 |
9.040 |
LOW |
8.950 |
0.618 |
8.805 |
1.000 |
8.715 |
1.618 |
8.570 |
2.618 |
8.335 |
4.250 |
7.951 |
|
|
Fisher Pivots for day following 04-Jun-2007 |
Pivot |
1 day |
3 day |
R1 |
9.141 |
9.122 |
PP |
9.104 |
9.067 |
S1 |
9.068 |
9.013 |
|