NYMEX Natural Gas Future November 2007
Trading Metrics calculated at close of trading on 25-Jun-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jun-2007 |
25-Jun-2007 |
Change |
Change % |
Previous Week |
Open |
8.365 |
8.150 |
-0.215 |
-2.6% |
8.995 |
High |
8.379 |
8.160 |
-0.219 |
-2.6% |
8.995 |
Low |
8.150 |
8.061 |
-0.089 |
-1.1% |
8.150 |
Close |
8.238 |
8.075 |
-0.163 |
-2.0% |
8.238 |
Range |
0.229 |
0.099 |
-0.130 |
-56.8% |
0.845 |
ATR |
0.169 |
0.170 |
0.001 |
0.3% |
0.000 |
Volume |
5,828 |
4,448 |
-1,380 |
-23.7% |
18,431 |
|
Daily Pivots for day following 25-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8.396 |
8.334 |
8.129 |
|
R3 |
8.297 |
8.235 |
8.102 |
|
R2 |
8.198 |
8.198 |
8.093 |
|
R1 |
8.136 |
8.136 |
8.084 |
8.118 |
PP |
8.099 |
8.099 |
8.099 |
8.089 |
S1 |
8.037 |
8.037 |
8.066 |
8.019 |
S2 |
8.000 |
8.000 |
8.057 |
|
S3 |
7.901 |
7.938 |
8.048 |
|
S4 |
7.802 |
7.839 |
8.021 |
|
|
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 |
8.842 |
8.061 |
0.781 |
9.7% |
0.181 |
2.2% |
2% |
False |
True |
4,115 |
10 |
9.100 |
8.061 |
1.039 |
12.9% |
0.159 |
2.0% |
1% |
False |
True |
3,489 |
20 |
9.185 |
8.061 |
1.124 |
13.9% |
0.150 |
1.9% |
1% |
False |
True |
2,516 |
40 |
9.290 |
8.061 |
1.229 |
15.2% |
0.145 |
1.8% |
1% |
False |
True |
1,970 |
60 |
9.290 |
8.061 |
1.229 |
15.2% |
0.147 |
1.8% |
1% |
False |
True |
1,689 |
80 |
9.290 |
8.061 |
1.229 |
15.2% |
0.142 |
1.8% |
1% |
False |
True |
1,433 |
100 |
9.290 |
8.061 |
1.229 |
15.2% |
0.144 |
1.8% |
1% |
False |
True |
1,271 |
120 |
9.290 |
7.637 |
1.653 |
20.5% |
0.151 |
1.9% |
26% |
False |
False |
1,151 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8.581 |
2.618 |
8.419 |
1.618 |
8.320 |
1.000 |
8.259 |
0.618 |
8.221 |
HIGH |
8.160 |
0.618 |
8.122 |
0.500 |
8.111 |
0.382 |
8.099 |
LOW |
8.061 |
0.618 |
8.000 |
1.000 |
7.962 |
1.618 |
7.901 |
2.618 |
7.802 |
4.250 |
7.640 |
|
|
Fisher Pivots for day following 25-Jun-2007 |
Pivot |
1 day |
3 day |
R1 |
8.111 |
8.309 |
PP |
8.099 |
8.231 |
S1 |
8.087 |
8.153 |
|