NYMEX Natural Gas Future November 2007
Trading Metrics calculated at close of trading on 07-Jun-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jun-2007 |
07-Jun-2007 |
Change |
Change % |
Previous Week |
Open |
9.105 |
9.100 |
-0.005 |
-0.1% |
8.801 |
High |
9.153 |
9.117 |
-0.036 |
-0.4% |
8.960 |
Low |
9.030 |
8.870 |
-0.160 |
-1.8% |
8.690 |
Close |
9.086 |
8.882 |
-0.204 |
-2.2% |
8.903 |
Range |
0.123 |
0.247 |
0.124 |
100.8% |
0.270 |
ATR |
0.153 |
0.160 |
0.007 |
4.4% |
0.000 |
Volume |
1,025 |
1,496 |
471 |
46.0% |
5,865 |
|
Daily Pivots for day following 07-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9.697 |
9.537 |
9.018 |
|
R3 |
9.450 |
9.290 |
8.950 |
|
R2 |
9.203 |
9.203 |
8.927 |
|
R1 |
9.043 |
9.043 |
8.905 |
9.000 |
PP |
8.956 |
8.956 |
8.956 |
8.935 |
S1 |
8.796 |
8.796 |
8.859 |
8.753 |
S2 |
8.709 |
8.709 |
8.837 |
|
S3 |
8.462 |
8.549 |
8.814 |
|
S4 |
8.215 |
8.302 |
8.746 |
|
|
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 |
3.9% |
0.165 |
1.9% |
12% |
False |
False |
1,042 |
10 |
9.185 |
8.690 |
0.495 |
5.6% |
0.153 |
1.7% |
39% |
False |
False |
1,299 |
20 |
9.290 |
8.690 |
0.600 |
6.8% |
0.139 |
1.6% |
32% |
False |
False |
1,315 |
40 |
9.290 |
8.577 |
0.713 |
8.0% |
0.146 |
1.6% |
43% |
False |
False |
1,328 |
60 |
9.290 |
8.190 |
1.100 |
12.4% |
0.142 |
1.6% |
63% |
False |
False |
1,161 |
80 |
9.290 |
8.190 |
1.100 |
12.4% |
0.142 |
1.6% |
63% |
False |
False |
1,023 |
100 |
9.290 |
7.637 |
1.653 |
18.6% |
0.151 |
1.7% |
75% |
False |
False |
945 |
120 |
9.290 |
7.637 |
1.653 |
18.6% |
0.148 |
1.7% |
75% |
False |
False |
840 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10.167 |
2.618 |
9.764 |
1.618 |
9.517 |
1.000 |
9.364 |
0.618 |
9.270 |
HIGH |
9.117 |
0.618 |
9.023 |
0.500 |
8.994 |
0.382 |
8.964 |
LOW |
8.870 |
0.618 |
8.717 |
1.000 |
8.623 |
1.618 |
8.470 |
2.618 |
8.223 |
4.250 |
7.820 |
|
|
Fisher Pivots for day following 07-Jun-2007 |
Pivot |
1 day |
3 day |
R1 |
8.994 |
9.012 |
PP |
8.956 |
8.968 |
S1 |
8.919 |
8.925 |
|