NYMEX Natural Gas Future November 2007
Trading Metrics calculated at close of trading on 02-Jul-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jun-2007 |
02-Jul-2007 |
Change |
Change % |
Previous Week |
Open |
7.773 |
7.691 |
-0.082 |
-1.1% |
8.150 |
High |
7.817 |
7.832 |
0.015 |
0.2% |
8.160 |
Low |
7.688 |
7.600 |
-0.088 |
-1.1% |
7.630 |
Close |
7.803 |
7.799 |
-0.004 |
-0.1% |
7.803 |
Range |
0.129 |
0.232 |
0.103 |
79.8% |
0.530 |
ATR |
0.186 |
0.189 |
0.003 |
1.8% |
0.000 |
Volume |
3,366 |
2,292 |
-1,074 |
-31.9% |
23,504 |
|
Daily Pivots for day following 02-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8.440 |
8.351 |
7.927 |
|
R3 |
8.208 |
8.119 |
7.863 |
|
R2 |
7.976 |
7.976 |
7.842 |
|
R1 |
7.887 |
7.887 |
7.820 |
7.932 |
PP |
7.744 |
7.744 |
7.744 |
7.766 |
S1 |
7.655 |
7.655 |
7.778 |
7.700 |
S2 |
7.512 |
7.512 |
7.756 |
|
S3 |
7.280 |
7.423 |
7.735 |
|
S4 |
7.048 |
7.191 |
7.671 |
|
|
Weekly Pivots for week ending 29-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9.454 |
9.159 |
8.095 |
|
R3 |
8.924 |
8.629 |
7.949 |
|
R2 |
8.394 |
8.394 |
7.900 |
|
R1 |
8.099 |
8.099 |
7.852 |
7.982 |
PP |
7.864 |
7.864 |
7.864 |
7.806 |
S1 |
7.569 |
7.569 |
7.754 |
7.452 |
S2 |
7.334 |
7.334 |
7.706 |
|
S3 |
6.804 |
7.039 |
7.657 |
|
S4 |
6.274 |
6.509 |
7.512 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
8.100 |
7.600 |
0.500 |
6.4% |
0.223 |
2.9% |
40% |
False |
True |
4,269 |
10 |
8.842 |
7.600 |
1.242 |
15.9% |
0.202 |
2.6% |
16% |
False |
True |
4,192 |
20 |
9.153 |
7.600 |
1.553 |
19.9% |
0.170 |
2.2% |
13% |
False |
True |
3,261 |
40 |
9.290 |
7.600 |
1.690 |
21.7% |
0.150 |
1.9% |
12% |
False |
True |
2,261 |
60 |
9.290 |
7.600 |
1.690 |
21.7% |
0.152 |
2.0% |
12% |
False |
True |
1,980 |
80 |
9.290 |
7.600 |
1.690 |
21.7% |
0.150 |
1.9% |
12% |
False |
True |
1,668 |
100 |
9.290 |
7.600 |
1.690 |
21.7% |
0.148 |
1.9% |
12% |
False |
True |
1,451 |
120 |
9.290 |
7.600 |
1.690 |
21.7% |
0.155 |
2.0% |
12% |
False |
True |
1,319 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8.818 |
2.618 |
8.439 |
1.618 |
8.207 |
1.000 |
8.064 |
0.618 |
7.975 |
HIGH |
7.832 |
0.618 |
7.743 |
0.500 |
7.716 |
0.382 |
7.689 |
LOW |
7.600 |
0.618 |
7.457 |
1.000 |
7.368 |
1.618 |
7.225 |
2.618 |
6.993 |
4.250 |
6.614 |
|
|
Fisher Pivots for day following 02-Jul-2007 |
Pivot |
1 day |
3 day |
R1 |
7.771 |
7.820 |
PP |
7.744 |
7.813 |
S1 |
7.716 |
7.806 |
|