NYMEX Natural Gas Future November 2007
Trading Metrics calculated at close of trading on 22-Jun-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jun-2007 |
22-Jun-2007 |
Change |
Change % |
Previous Week |
Open |
8.550 |
8.365 |
-0.185 |
-2.2% |
8.995 |
High |
8.557 |
8.379 |
-0.178 |
-2.1% |
8.995 |
Low |
8.400 |
8.150 |
-0.250 |
-3.0% |
8.150 |
Close |
8.417 |
8.238 |
-0.179 |
-2.1% |
8.238 |
Range |
0.157 |
0.229 |
0.072 |
45.9% |
0.845 |
ATR |
0.162 |
0.169 |
0.008 |
4.6% |
0.000 |
Volume |
4,860 |
5,828 |
968 |
19.9% |
18,431 |
|
Daily Pivots for day following 22-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8.943 |
8.819 |
8.364 |
|
R3 |
8.714 |
8.590 |
8.301 |
|
R2 |
8.485 |
8.485 |
8.280 |
|
R1 |
8.361 |
8.361 |
8.259 |
8.309 |
PP |
8.256 |
8.256 |
8.256 |
8.229 |
S1 |
8.132 |
8.132 |
8.217 |
8.080 |
S2 |
8.027 |
8.027 |
8.196 |
|
S3 |
7.798 |
7.903 |
8.175 |
|
S4 |
7.569 |
7.674 |
8.112 |
|
|
Weekly Pivots for week ending 22-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10.996 |
10.462 |
8.703 |
|
R3 |
10.151 |
9.617 |
8.470 |
|
R2 |
9.306 |
9.306 |
8.393 |
|
R1 |
8.772 |
8.772 |
8.315 |
8.617 |
PP |
8.461 |
8.461 |
8.461 |
8.383 |
S1 |
7.927 |
7.927 |
8.161 |
7.772 |
S2 |
7.616 |
7.616 |
8.083 |
|
S3 |
6.771 |
7.082 |
8.006 |
|
S4 |
5.926 |
6.237 |
7.773 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
8.995 |
8.150 |
0.845 |
10.3% |
0.194 |
2.4% |
10% |
False |
True |
3,686 |
10 |
9.100 |
8.150 |
0.950 |
11.5% |
0.160 |
1.9% |
9% |
False |
True |
3,218 |
20 |
9.185 |
8.150 |
1.035 |
12.6% |
0.155 |
1.9% |
9% |
False |
True |
2,361 |
40 |
9.290 |
8.150 |
1.140 |
13.8% |
0.149 |
1.8% |
8% |
False |
True |
1,888 |
60 |
9.290 |
8.150 |
1.140 |
13.8% |
0.147 |
1.8% |
8% |
False |
True |
1,648 |
80 |
9.290 |
8.150 |
1.140 |
13.8% |
0.143 |
1.7% |
8% |
False |
True |
1,385 |
100 |
9.290 |
8.150 |
1.140 |
13.8% |
0.146 |
1.8% |
8% |
False |
True |
1,238 |
120 |
9.290 |
7.637 |
1.653 |
20.1% |
0.151 |
1.8% |
36% |
False |
False |
1,114 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9.352 |
2.618 |
8.979 |
1.618 |
8.750 |
1.000 |
8.608 |
0.618 |
8.521 |
HIGH |
8.379 |
0.618 |
8.292 |
0.500 |
8.265 |
0.382 |
8.237 |
LOW |
8.150 |
0.618 |
8.008 |
1.000 |
7.921 |
1.618 |
7.779 |
2.618 |
7.550 |
4.250 |
7.177 |
|
|
Fisher Pivots for day following 22-Jun-2007 |
Pivot |
1 day |
3 day |
R1 |
8.265 |
8.441 |
PP |
8.256 |
8.373 |
S1 |
8.247 |
8.306 |
|