NYMEX Natural Gas Future December 2007
| Trading Metrics calculated at close of trading on 04-Jun-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jun-2007 |
04-Jun-2007 |
Change |
Change % |
Previous Week |
| Open |
9.570 |
9.657 |
0.087 |
0.9% |
9.530 |
| High |
9.610 |
9.838 |
0.228 |
2.4% |
9.635 |
| Low |
9.520 |
9.625 |
0.105 |
1.1% |
9.424 |
| Close |
9.593 |
9.837 |
0.244 |
2.5% |
9.593 |
| Range |
0.090 |
0.213 |
0.123 |
136.7% |
0.211 |
| ATR |
0.138 |
0.146 |
0.008 |
5.5% |
0.000 |
| Volume |
1,676 |
627 |
-1,049 |
-62.6% |
5,987 |
|
| Daily Pivots for day following 04-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10.406 |
10.334 |
9.954 |
|
| R3 |
10.193 |
10.121 |
9.896 |
|
| R2 |
9.980 |
9.980 |
9.876 |
|
| R1 |
9.908 |
9.908 |
9.857 |
9.944 |
| PP |
9.767 |
9.767 |
9.767 |
9.785 |
| S1 |
9.695 |
9.695 |
9.817 |
9.731 |
| S2 |
9.554 |
9.554 |
9.798 |
|
| S3 |
9.341 |
9.482 |
9.778 |
|
| S4 |
9.128 |
9.269 |
9.720 |
|
|
| 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 |
9.838 |
9.424 |
0.414 |
4.2% |
0.133 |
1.4% |
100% |
True |
False |
1,322 |
| 10 |
9.838 |
9.420 |
0.418 |
4.2% |
0.121 |
1.2% |
100% |
True |
False |
1,114 |
| 20 |
9.912 |
9.420 |
0.492 |
5.0% |
0.125 |
1.3% |
85% |
False |
False |
928 |
| 40 |
9.912 |
9.207 |
0.705 |
7.2% |
0.142 |
1.4% |
89% |
False |
False |
970 |
| 60 |
9.912 |
8.839 |
1.073 |
10.9% |
0.140 |
1.4% |
93% |
False |
False |
888 |
| 80 |
9.912 |
8.839 |
1.073 |
10.9% |
0.141 |
1.4% |
93% |
False |
False |
826 |
| 100 |
9.912 |
8.320 |
1.592 |
16.2% |
0.150 |
1.5% |
95% |
False |
False |
816 |
| 120 |
9.912 |
8.270 |
1.642 |
16.7% |
0.147 |
1.5% |
95% |
False |
False |
739 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10.743 |
|
2.618 |
10.396 |
|
1.618 |
10.183 |
|
1.000 |
10.051 |
|
0.618 |
9.970 |
|
HIGH |
9.838 |
|
0.618 |
9.757 |
|
0.500 |
9.732 |
|
0.382 |
9.706 |
|
LOW |
9.625 |
|
0.618 |
9.493 |
|
1.000 |
9.412 |
|
1.618 |
9.280 |
|
2.618 |
9.067 |
|
4.250 |
8.720 |
|
|
| Fisher Pivots for day following 04-Jun-2007 |
| Pivot |
1 day |
3 day |
| R1 |
9.802 |
9.784 |
| PP |
9.767 |
9.732 |
| S1 |
9.732 |
9.679 |
|