NYMEX Natural Gas Future November 2007
Trading Metrics calculated at close of trading on 13-Jun-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jun-2007 |
13-Jun-2007 |
Change |
Change % |
Previous Week |
Open |
8.739 |
8.804 |
0.065 |
0.7% |
8.983 |
High |
8.806 |
8.865 |
0.059 |
0.7% |
9.185 |
Low |
8.708 |
8.747 |
0.039 |
0.4% |
8.750 |
Close |
8.804 |
8.760 |
-0.044 |
-0.5% |
8.757 |
Range |
0.098 |
0.118 |
0.020 |
20.4% |
0.435 |
ATR |
0.150 |
0.147 |
-0.002 |
-1.5% |
0.000 |
Volume |
2,479 |
2,481 |
2 |
0.1% |
7,830 |
|
Daily Pivots for day following 13-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9.145 |
9.070 |
8.825 |
|
R3 |
9.027 |
8.952 |
8.792 |
|
R2 |
8.909 |
8.909 |
8.782 |
|
R1 |
8.834 |
8.834 |
8.771 |
8.813 |
PP |
8.791 |
8.791 |
8.791 |
8.780 |
S1 |
8.716 |
8.716 |
8.749 |
8.695 |
S2 |
8.673 |
8.673 |
8.738 |
|
S3 |
8.555 |
8.598 |
8.728 |
|
S4 |
8.437 |
8.480 |
8.695 |
|
|
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 |
9.117 |
8.688 |
0.429 |
4.9% |
0.131 |
1.5% |
17% |
False |
False |
2,298 |
10 |
9.185 |
8.688 |
0.497 |
5.7% |
0.135 |
1.5% |
14% |
False |
False |
1,806 |
20 |
9.290 |
8.688 |
0.602 |
6.9% |
0.137 |
1.6% |
12% |
False |
False |
1,627 |
40 |
9.290 |
8.577 |
0.713 |
8.1% |
0.142 |
1.6% |
26% |
False |
False |
1,465 |
60 |
9.290 |
8.255 |
1.035 |
11.8% |
0.143 |
1.6% |
49% |
False |
False |
1,301 |
80 |
9.290 |
8.190 |
1.100 |
12.6% |
0.141 |
1.6% |
52% |
False |
False |
1,120 |
100 |
9.290 |
7.983 |
1.307 |
14.9% |
0.147 |
1.7% |
59% |
False |
False |
1,014 |
120 |
9.290 |
7.637 |
1.653 |
18.9% |
0.148 |
1.7% |
68% |
False |
False |
912 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9.367 |
2.618 |
9.174 |
1.618 |
9.056 |
1.000 |
8.983 |
0.618 |
8.938 |
HIGH |
8.865 |
0.618 |
8.820 |
0.500 |
8.806 |
0.382 |
8.792 |
LOW |
8.747 |
0.618 |
8.674 |
1.000 |
8.629 |
1.618 |
8.556 |
2.618 |
8.438 |
4.250 |
8.246 |
|
|
Fisher Pivots for day following 13-Jun-2007 |
Pivot |
1 day |
3 day |
R1 |
8.806 |
8.777 |
PP |
8.791 |
8.771 |
S1 |
8.775 |
8.766 |
|