NYMEX Natural Gas Future November 2007
Trading Metrics calculated at close of trading on 11-Jun-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jun-2007 |
11-Jun-2007 |
Change |
Change % |
Previous Week |
Open |
8.835 |
8.720 |
-0.115 |
-1.3% |
8.983 |
High |
8.840 |
8.790 |
-0.050 |
-0.6% |
9.185 |
Low |
8.750 |
8.688 |
-0.062 |
-0.7% |
8.750 |
Close |
8.757 |
8.727 |
-0.030 |
-0.3% |
8.757 |
Range |
0.090 |
0.102 |
0.012 |
13.3% |
0.435 |
ATR |
0.158 |
0.154 |
-0.004 |
-2.5% |
0.000 |
Volume |
3,295 |
1,740 |
-1,555 |
-47.2% |
7,830 |
|
Daily Pivots for day following 11-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9.041 |
8.986 |
8.783 |
|
R3 |
8.939 |
8.884 |
8.755 |
|
R2 |
8.837 |
8.837 |
8.746 |
|
R1 |
8.782 |
8.782 |
8.736 |
8.810 |
PP |
8.735 |
8.735 |
8.735 |
8.749 |
S1 |
8.680 |
8.680 |
8.718 |
8.708 |
S2 |
8.633 |
8.633 |
8.708 |
|
S3 |
8.531 |
8.578 |
8.699 |
|
S4 |
8.429 |
8.476 |
8.671 |
|
|
Weekly Pivots for week ending 08-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10.202 |
9.915 |
8.996 |
|
R3 |
9.767 |
9.480 |
8.877 |
|
R2 |
9.332 |
9.332 |
8.837 |
|
R1 |
9.045 |
9.045 |
8.797 |
8.971 |
PP |
8.897 |
8.897 |
8.897 |
8.861 |
S1 |
8.610 |
8.610 |
8.717 |
8.536 |
S2 |
8.462 |
8.462 |
8.677 |
|
S3 |
8.027 |
8.175 |
8.637 |
|
S4 |
7.592 |
7.740 |
8.518 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
9.153 |
8.688 |
0.465 |
5.3% |
0.137 |
1.6% |
8% |
False |
True |
1,796 |
10 |
9.185 |
8.688 |
0.497 |
5.7% |
0.142 |
1.6% |
8% |
False |
True |
1,543 |
20 |
9.290 |
8.688 |
0.602 |
6.9% |
0.135 |
1.5% |
6% |
False |
True |
1,466 |
40 |
9.290 |
8.577 |
0.713 |
8.2% |
0.144 |
1.7% |
21% |
False |
False |
1,376 |
60 |
9.290 |
8.190 |
1.100 |
12.6% |
0.141 |
1.6% |
49% |
False |
False |
1,231 |
80 |
9.290 |
8.190 |
1.100 |
12.6% |
0.141 |
1.6% |
49% |
False |
False |
1,081 |
100 |
9.290 |
7.832 |
1.458 |
16.7% |
0.149 |
1.7% |
61% |
False |
False |
982 |
120 |
9.290 |
7.637 |
1.653 |
18.9% |
0.148 |
1.7% |
66% |
False |
False |
878 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9.224 |
2.618 |
9.057 |
1.618 |
8.955 |
1.000 |
8.892 |
0.618 |
8.853 |
HIGH |
8.790 |
0.618 |
8.751 |
0.500 |
8.739 |
0.382 |
8.727 |
LOW |
8.688 |
0.618 |
8.625 |
1.000 |
8.586 |
1.618 |
8.523 |
2.618 |
8.421 |
4.250 |
8.255 |
|
|
Fisher Pivots for day following 11-Jun-2007 |
Pivot |
1 day |
3 day |
R1 |
8.739 |
8.903 |
PP |
8.735 |
8.844 |
S1 |
8.731 |
8.786 |
|