NYMEX Natural Gas Future November 2007
Trading Metrics calculated at close of trading on 28-Jun-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jun-2007 |
28-Jun-2007 |
Change |
Change % |
Previous Week |
Open |
7.950 |
8.040 |
0.090 |
1.1% |
8.995 |
High |
8.100 |
8.040 |
-0.060 |
-0.7% |
8.995 |
Low |
7.889 |
7.630 |
-0.259 |
-3.3% |
8.150 |
Close |
8.076 |
7.707 |
-0.369 |
-4.6% |
8.238 |
Range |
0.211 |
0.410 |
0.199 |
94.3% |
0.845 |
ATR |
0.170 |
0.190 |
0.020 |
11.6% |
0.000 |
Volume |
7,785 |
3,412 |
-4,373 |
-56.2% |
18,431 |
|
Daily Pivots for day following 28-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9.022 |
8.775 |
7.933 |
|
R3 |
8.612 |
8.365 |
7.820 |
|
R2 |
8.202 |
8.202 |
7.782 |
|
R1 |
7.955 |
7.955 |
7.745 |
7.874 |
PP |
7.792 |
7.792 |
7.792 |
7.752 |
S1 |
7.545 |
7.545 |
7.669 |
7.464 |
S2 |
7.382 |
7.382 |
7.632 |
|
S3 |
6.972 |
7.135 |
7.594 |
|
S4 |
6.562 |
6.725 |
7.482 |
|
|
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 |
8.379 |
7.630 |
0.749 |
9.7% |
0.216 |
2.8% |
10% |
False |
True |
5,193 |
10 |
9.100 |
7.630 |
1.470 |
19.1% |
0.198 |
2.6% |
5% |
False |
True |
4,103 |
20 |
9.185 |
7.630 |
1.555 |
20.2% |
0.168 |
2.2% |
5% |
False |
True |
3,041 |
40 |
9.290 |
7.630 |
1.660 |
21.5% |
0.154 |
2.0% |
5% |
False |
True |
2,220 |
60 |
9.290 |
7.630 |
1.660 |
21.5% |
0.152 |
2.0% |
5% |
False |
True |
1,915 |
80 |
9.290 |
7.630 |
1.660 |
21.5% |
0.148 |
1.9% |
5% |
False |
True |
1,608 |
100 |
9.290 |
7.630 |
1.660 |
21.5% |
0.147 |
1.9% |
5% |
False |
True |
1,410 |
120 |
9.290 |
7.630 |
1.660 |
21.5% |
0.154 |
2.0% |
5% |
False |
True |
1,276 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9.783 |
2.618 |
9.113 |
1.618 |
8.703 |
1.000 |
8.450 |
0.618 |
8.293 |
HIGH |
8.040 |
0.618 |
7.883 |
0.500 |
7.835 |
0.382 |
7.787 |
LOW |
7.630 |
0.618 |
7.377 |
1.000 |
7.220 |
1.618 |
6.967 |
2.618 |
6.557 |
4.250 |
5.888 |
|
|
Fisher Pivots for day following 28-Jun-2007 |
Pivot |
1 day |
3 day |
R1 |
7.835 |
7.865 |
PP |
7.792 |
7.812 |
S1 |
7.750 |
7.760 |
|