NYMEX Natural Gas Future November 2007
Trading Metrics calculated at close of trading on 18-Jun-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jun-2007 |
18-Jun-2007 |
Change |
Change % |
Previous Week |
Open |
8.993 |
8.995 |
0.002 |
0.0% |
8.720 |
High |
9.100 |
8.995 |
-0.105 |
-1.2% |
9.100 |
Low |
8.943 |
8.830 |
-0.113 |
-1.3% |
8.688 |
Close |
9.031 |
8.839 |
-0.192 |
-2.1% |
9.031 |
Range |
0.157 |
0.165 |
0.008 |
5.1% |
0.412 |
ATR |
0.151 |
0.154 |
0.004 |
2.4% |
0.000 |
Volume |
2,469 |
2,304 |
-165 |
-6.7% |
13,758 |
|
Daily Pivots for day following 18-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9.383 |
9.276 |
8.930 |
|
R3 |
9.218 |
9.111 |
8.884 |
|
R2 |
9.053 |
9.053 |
8.869 |
|
R1 |
8.946 |
8.946 |
8.854 |
8.917 |
PP |
8.888 |
8.888 |
8.888 |
8.874 |
S1 |
8.781 |
8.781 |
8.824 |
8.752 |
S2 |
8.723 |
8.723 |
8.809 |
|
S3 |
8.558 |
8.616 |
8.794 |
|
S4 |
8.393 |
8.451 |
8.748 |
|
|
Weekly Pivots for week ending 15-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10.176 |
10.015 |
9.258 |
|
R3 |
9.764 |
9.603 |
9.144 |
|
R2 |
9.352 |
9.352 |
9.107 |
|
R1 |
9.191 |
9.191 |
9.069 |
9.272 |
PP |
8.940 |
8.940 |
8.940 |
8.980 |
S1 |
8.779 |
8.779 |
8.993 |
8.860 |
S2 |
8.528 |
8.528 |
8.955 |
|
S3 |
8.116 |
8.367 |
8.918 |
|
S4 |
7.704 |
7.955 |
8.804 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
9.100 |
8.708 |
0.392 |
4.4% |
0.138 |
1.6% |
33% |
False |
False |
2,864 |
10 |
9.153 |
8.688 |
0.465 |
5.3% |
0.137 |
1.6% |
32% |
False |
False |
2,330 |
20 |
9.185 |
8.688 |
0.497 |
5.6% |
0.134 |
1.5% |
30% |
False |
False |
1,819 |
40 |
9.290 |
8.577 |
0.713 |
8.1% |
0.145 |
1.6% |
37% |
False |
False |
1,621 |
60 |
9.290 |
8.577 |
0.713 |
8.1% |
0.143 |
1.6% |
37% |
False |
False |
1,447 |
80 |
9.290 |
8.190 |
1.100 |
12.4% |
0.140 |
1.6% |
59% |
False |
False |
1,206 |
100 |
9.290 |
8.020 |
1.270 |
14.4% |
0.147 |
1.7% |
64% |
False |
False |
1,095 |
120 |
9.290 |
7.637 |
1.653 |
18.7% |
0.148 |
1.7% |
73% |
False |
False |
986 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9.696 |
2.618 |
9.427 |
1.618 |
9.262 |
1.000 |
9.160 |
0.618 |
9.097 |
HIGH |
8.995 |
0.618 |
8.932 |
0.500 |
8.913 |
0.382 |
8.893 |
LOW |
8.830 |
0.618 |
8.728 |
1.000 |
8.665 |
1.618 |
8.563 |
2.618 |
8.398 |
4.250 |
8.129 |
|
|
Fisher Pivots for day following 18-Jun-2007 |
Pivot |
1 day |
3 day |
R1 |
8.913 |
8.938 |
PP |
8.888 |
8.905 |
S1 |
8.864 |
8.872 |
|