NYMEX Natural Gas Future December 2007
Trading Metrics calculated at close of trading on 01-Jun-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-May-2007 |
01-Jun-2007 |
Change |
Change % |
Previous Week |
Open |
9.635 |
9.570 |
-0.065 |
-0.7% |
9.530 |
High |
9.635 |
9.610 |
-0.025 |
-0.3% |
9.635 |
Low |
9.521 |
9.520 |
-0.001 |
0.0% |
9.424 |
Close |
9.600 |
9.593 |
-0.007 |
-0.1% |
9.593 |
Range |
0.114 |
0.090 |
-0.024 |
-21.1% |
0.211 |
ATR |
0.142 |
0.138 |
-0.004 |
-2.6% |
0.000 |
Volume |
1,509 |
1,676 |
167 |
11.1% |
5,987 |
|
Daily Pivots for day following 01-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9.844 |
9.809 |
9.643 |
|
R3 |
9.754 |
9.719 |
9.618 |
|
R2 |
9.664 |
9.664 |
9.610 |
|
R1 |
9.629 |
9.629 |
9.601 |
9.647 |
PP |
9.574 |
9.574 |
9.574 |
9.583 |
S1 |
9.539 |
9.539 |
9.585 |
9.557 |
S2 |
9.484 |
9.484 |
9.577 |
|
S3 |
9.394 |
9.449 |
9.568 |
|
S4 |
9.304 |
9.359 |
9.544 |
|
|
Weekly Pivots for week ending 01-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10.184 |
10.099 |
9.709 |
|
R3 |
9.973 |
9.888 |
9.651 |
|
R2 |
9.762 |
9.762 |
9.632 |
|
R1 |
9.677 |
9.677 |
9.612 |
9.720 |
PP |
9.551 |
9.551 |
9.551 |
9.572 |
S1 |
9.466 |
9.466 |
9.574 |
9.509 |
S2 |
9.340 |
9.340 |
9.554 |
|
S3 |
9.129 |
9.255 |
9.535 |
|
S4 |
8.918 |
9.044 |
9.477 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
9.635 |
9.420 |
0.215 |
2.2% |
0.124 |
1.3% |
80% |
False |
False |
1,340 |
10 |
9.912 |
9.420 |
0.492 |
5.1% |
0.123 |
1.3% |
35% |
False |
False |
1,150 |
20 |
9.912 |
9.420 |
0.492 |
5.1% |
0.124 |
1.3% |
35% |
False |
False |
994 |
40 |
9.912 |
9.207 |
0.705 |
7.3% |
0.142 |
1.5% |
55% |
False |
False |
979 |
60 |
9.912 |
8.839 |
1.073 |
11.2% |
0.137 |
1.4% |
70% |
False |
False |
887 |
80 |
9.912 |
8.839 |
1.073 |
11.2% |
0.140 |
1.5% |
70% |
False |
False |
843 |
100 |
9.912 |
8.320 |
1.592 |
16.6% |
0.149 |
1.6% |
80% |
False |
False |
814 |
120 |
9.912 |
8.270 |
1.642 |
17.1% |
0.147 |
1.5% |
81% |
False |
False |
735 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9.993 |
2.618 |
9.846 |
1.618 |
9.756 |
1.000 |
9.700 |
0.618 |
9.666 |
HIGH |
9.610 |
0.618 |
9.576 |
0.500 |
9.565 |
0.382 |
9.554 |
LOW |
9.520 |
0.618 |
9.464 |
1.000 |
9.430 |
1.618 |
9.374 |
2.618 |
9.284 |
4.250 |
9.138 |
|
|
Fisher Pivots for day following 01-Jun-2007 |
Pivot |
1 day |
3 day |
R1 |
9.584 |
9.586 |
PP |
9.574 |
9.578 |
S1 |
9.565 |
9.571 |
|