NYMEX Natural Gas Future November 2007
| Trading Metrics calculated at close of trading on 21-Jun-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jun-2007 |
21-Jun-2007 |
Change |
Change % |
Previous Week |
| Open |
8.690 |
8.550 |
-0.140 |
-1.6% |
8.720 |
| High |
8.732 |
8.557 |
-0.175 |
-2.0% |
9.100 |
| Low |
8.470 |
8.400 |
-0.070 |
-0.8% |
8.688 |
| Close |
8.506 |
8.417 |
-0.089 |
-1.0% |
9.031 |
| Range |
0.262 |
0.157 |
-0.105 |
-40.1% |
0.412 |
| ATR |
0.162 |
0.162 |
0.000 |
-0.2% |
0.000 |
| Volume |
3,484 |
4,860 |
1,376 |
39.5% |
13,758 |
|
| Daily Pivots for day following 21-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8.929 |
8.830 |
8.503 |
|
| R3 |
8.772 |
8.673 |
8.460 |
|
| R2 |
8.615 |
8.615 |
8.446 |
|
| R1 |
8.516 |
8.516 |
8.431 |
8.487 |
| PP |
8.458 |
8.458 |
8.458 |
8.444 |
| S1 |
8.359 |
8.359 |
8.403 |
8.330 |
| S2 |
8.301 |
8.301 |
8.388 |
|
| S3 |
8.144 |
8.202 |
8.374 |
|
| S4 |
7.987 |
8.045 |
8.331 |
|
|
| 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 |
8.400 |
0.700 |
8.3% |
0.180 |
2.1% |
2% |
False |
True |
3,014 |
| 10 |
9.100 |
8.400 |
0.700 |
8.3% |
0.146 |
1.7% |
2% |
False |
True |
2,965 |
| 20 |
9.185 |
8.400 |
0.785 |
9.3% |
0.149 |
1.8% |
2% |
False |
True |
2,132 |
| 40 |
9.290 |
8.400 |
0.890 |
10.6% |
0.146 |
1.7% |
2% |
False |
True |
1,788 |
| 60 |
9.290 |
8.400 |
0.890 |
10.6% |
0.147 |
1.7% |
2% |
False |
True |
1,562 |
| 80 |
9.290 |
8.190 |
1.100 |
13.1% |
0.142 |
1.7% |
21% |
False |
False |
1,320 |
| 100 |
9.290 |
8.190 |
1.100 |
13.1% |
0.146 |
1.7% |
21% |
False |
False |
1,189 |
| 120 |
9.290 |
7.637 |
1.653 |
19.6% |
0.150 |
1.8% |
47% |
False |
False |
1,068 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
9.224 |
|
2.618 |
8.968 |
|
1.618 |
8.811 |
|
1.000 |
8.714 |
|
0.618 |
8.654 |
|
HIGH |
8.557 |
|
0.618 |
8.497 |
|
0.500 |
8.479 |
|
0.382 |
8.460 |
|
LOW |
8.400 |
|
0.618 |
8.303 |
|
1.000 |
8.243 |
|
1.618 |
8.146 |
|
2.618 |
7.989 |
|
4.250 |
7.733 |
|
|
| Fisher Pivots for day following 21-Jun-2007 |
| Pivot |
1 day |
3 day |
| R1 |
8.479 |
8.621 |
| PP |
8.458 |
8.553 |
| S1 |
8.438 |
8.485 |
|