NYMEX Natural Gas Future November 2007
Trading Metrics calculated at close of trading on 05-Jun-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jun-2007 |
05-Jun-2007 |
Change |
Change % |
Previous Week |
Open |
8.983 |
9.113 |
0.130 |
1.4% |
8.801 |
High |
9.185 |
9.150 |
-0.035 |
-0.4% |
8.960 |
Low |
8.950 |
9.027 |
0.077 |
0.9% |
8.690 |
Close |
9.177 |
9.079 |
-0.098 |
-1.1% |
8.903 |
Range |
0.235 |
0.123 |
-0.112 |
-47.7% |
0.270 |
ATR |
0.156 |
0.155 |
0.000 |
-0.3% |
0.000 |
Volume |
586 |
1,428 |
842 |
143.7% |
5,865 |
|
Daily Pivots for day following 05-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9.454 |
9.390 |
9.147 |
|
R3 |
9.331 |
9.267 |
9.113 |
|
R2 |
9.208 |
9.208 |
9.102 |
|
R1 |
9.144 |
9.144 |
9.090 |
9.115 |
PP |
9.085 |
9.085 |
9.085 |
9.071 |
S1 |
9.021 |
9.021 |
9.068 |
8.992 |
S2 |
8.962 |
8.962 |
9.056 |
|
S3 |
8.839 |
8.898 |
9.045 |
|
S4 |
8.716 |
8.775 |
9.011 |
|
|
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 |
8.825 |
0.360 |
4.0% |
0.141 |
1.5% |
71% |
False |
False |
1,269 |
10 |
9.185 |
8.690 |
0.495 |
5.5% |
0.133 |
1.5% |
79% |
False |
False |
1,186 |
20 |
9.290 |
8.690 |
0.600 |
6.6% |
0.132 |
1.5% |
65% |
False |
False |
1,282 |
40 |
9.290 |
8.577 |
0.713 |
7.9% |
0.144 |
1.6% |
70% |
False |
False |
1,341 |
60 |
9.290 |
8.190 |
1.100 |
12.1% |
0.142 |
1.6% |
81% |
False |
False |
1,145 |
80 |
9.290 |
8.190 |
1.100 |
12.1% |
0.142 |
1.6% |
81% |
False |
False |
1,007 |
100 |
9.290 |
7.637 |
1.653 |
18.2% |
0.151 |
1.7% |
87% |
False |
False |
935 |
120 |
9.290 |
7.637 |
1.653 |
18.2% |
0.147 |
1.6% |
87% |
False |
False |
831 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9.673 |
2.618 |
9.472 |
1.618 |
9.349 |
1.000 |
9.273 |
0.618 |
9.226 |
HIGH |
9.150 |
0.618 |
9.103 |
0.500 |
9.089 |
0.382 |
9.074 |
LOW |
9.027 |
0.618 |
8.951 |
1.000 |
8.904 |
1.618 |
8.828 |
2.618 |
8.705 |
4.250 |
8.504 |
|
|
Fisher Pivots for day following 05-Jun-2007 |
Pivot |
1 day |
3 day |
R1 |
9.089 |
9.057 |
PP |
9.085 |
9.035 |
S1 |
9.082 |
9.013 |
|