NYMEX Natural Gas Future November 2007
Trading Metrics calculated at close of trading on 26-Jun-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jun-2007 |
26-Jun-2007 |
Change |
Change % |
Previous Week |
Open |
8.150 |
8.063 |
-0.087 |
-1.1% |
8.995 |
High |
8.160 |
8.084 |
-0.076 |
-0.9% |
8.995 |
Low |
8.061 |
7.952 |
-0.109 |
-1.4% |
8.150 |
Close |
8.075 |
7.984 |
-0.091 |
-1.1% |
8.238 |
Range |
0.099 |
0.132 |
0.033 |
33.3% |
0.845 |
ATR |
0.170 |
0.167 |
-0.003 |
-1.6% |
0.000 |
Volume |
4,448 |
4,493 |
45 |
1.0% |
18,431 |
|
Daily Pivots for day following 26-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8.403 |
8.325 |
8.057 |
|
R3 |
8.271 |
8.193 |
8.020 |
|
R2 |
8.139 |
8.139 |
8.008 |
|
R1 |
8.061 |
8.061 |
7.996 |
8.034 |
PP |
8.007 |
8.007 |
8.007 |
7.993 |
S1 |
7.929 |
7.929 |
7.972 |
7.902 |
S2 |
7.875 |
7.875 |
7.960 |
|
S3 |
7.743 |
7.797 |
7.948 |
|
S4 |
7.611 |
7.665 |
7.911 |
|
|
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 |
8.732 |
7.952 |
0.780 |
9.8% |
0.176 |
2.2% |
4% |
False |
True |
4,622 |
10 |
9.100 |
7.952 |
1.148 |
14.4% |
0.163 |
2.0% |
3% |
False |
True |
3,691 |
20 |
9.185 |
7.952 |
1.233 |
15.4% |
0.150 |
1.9% |
3% |
False |
True |
2,664 |
40 |
9.290 |
7.952 |
1.338 |
16.8% |
0.144 |
1.8% |
2% |
False |
True |
2,054 |
60 |
9.290 |
7.952 |
1.338 |
16.8% |
0.148 |
1.9% |
2% |
False |
True |
1,751 |
80 |
9.290 |
7.952 |
1.338 |
16.8% |
0.143 |
1.8% |
2% |
False |
True |
1,474 |
100 |
9.290 |
7.952 |
1.338 |
16.8% |
0.144 |
1.8% |
2% |
False |
True |
1,305 |
120 |
9.290 |
7.637 |
1.653 |
20.7% |
0.150 |
1.9% |
21% |
False |
False |
1,184 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8.645 |
2.618 |
8.430 |
1.618 |
8.298 |
1.000 |
8.216 |
0.618 |
8.166 |
HIGH |
8.084 |
0.618 |
8.034 |
0.500 |
8.018 |
0.382 |
8.002 |
LOW |
7.952 |
0.618 |
7.870 |
1.000 |
7.820 |
1.618 |
7.738 |
2.618 |
7.606 |
4.250 |
7.391 |
|
|
Fisher Pivots for day following 26-Jun-2007 |
Pivot |
1 day |
3 day |
R1 |
8.018 |
8.166 |
PP |
8.007 |
8.105 |
S1 |
7.995 |
8.045 |
|