NYMEX Natural Gas Future November 2007
Trading Metrics calculated at close of trading on 06-Jun-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jun-2007 |
06-Jun-2007 |
Change |
Change % |
Previous Week |
Open |
9.113 |
9.105 |
-0.008 |
-0.1% |
8.801 |
High |
9.150 |
9.153 |
0.003 |
0.0% |
8.960 |
Low |
9.027 |
9.030 |
0.003 |
0.0% |
8.690 |
Close |
9.079 |
9.086 |
0.007 |
0.1% |
8.903 |
Range |
0.123 |
0.123 |
0.000 |
0.0% |
0.270 |
ATR |
0.155 |
0.153 |
-0.002 |
-1.5% |
0.000 |
Volume |
1,428 |
1,025 |
-403 |
-28.2% |
5,865 |
|
Daily Pivots for day following 06-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9.459 |
9.395 |
9.154 |
|
R3 |
9.336 |
9.272 |
9.120 |
|
R2 |
9.213 |
9.213 |
9.109 |
|
R1 |
9.149 |
9.149 |
9.097 |
9.120 |
PP |
9.090 |
9.090 |
9.090 |
9.075 |
S1 |
9.026 |
9.026 |
9.075 |
8.997 |
S2 |
8.967 |
8.967 |
9.063 |
|
S3 |
8.844 |
8.903 |
9.052 |
|
S4 |
8.721 |
8.780 |
9.018 |
|
|
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 |
8.840 |
0.345 |
3.8% |
0.140 |
1.5% |
71% |
False |
False |
1,314 |
10 |
9.185 |
8.690 |
0.495 |
5.4% |
0.135 |
1.5% |
80% |
False |
False |
1,195 |
20 |
9.290 |
8.690 |
0.600 |
6.6% |
0.133 |
1.5% |
66% |
False |
False |
1,282 |
40 |
9.290 |
8.577 |
0.713 |
7.8% |
0.144 |
1.6% |
71% |
False |
False |
1,334 |
60 |
9.290 |
8.190 |
1.100 |
12.1% |
0.140 |
1.5% |
81% |
False |
False |
1,147 |
80 |
9.290 |
8.190 |
1.100 |
12.1% |
0.142 |
1.6% |
81% |
False |
False |
1,009 |
100 |
9.290 |
7.637 |
1.653 |
18.2% |
0.150 |
1.7% |
88% |
False |
False |
933 |
120 |
9.290 |
7.637 |
1.653 |
18.2% |
0.147 |
1.6% |
88% |
False |
False |
832 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9.676 |
2.618 |
9.475 |
1.618 |
9.352 |
1.000 |
9.276 |
0.618 |
9.229 |
HIGH |
9.153 |
0.618 |
9.106 |
0.500 |
9.092 |
0.382 |
9.077 |
LOW |
9.030 |
0.618 |
8.954 |
1.000 |
8.907 |
1.618 |
8.831 |
2.618 |
8.708 |
4.250 |
8.507 |
|
|
Fisher Pivots for day following 06-Jun-2007 |
Pivot |
1 day |
3 day |
R1 |
9.092 |
9.080 |
PP |
9.090 |
9.074 |
S1 |
9.088 |
9.068 |
|