NYMEX Natural Gas Future December 2007
| Trading Metrics calculated at close of trading on 05-Jun-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jun-2007 |
05-Jun-2007 |
Change |
Change % |
Previous Week |
| Open |
9.657 |
9.800 |
0.143 |
1.5% |
9.530 |
| High |
9.838 |
9.806 |
-0.032 |
-0.3% |
9.635 |
| Low |
9.625 |
9.702 |
0.077 |
0.8% |
9.424 |
| Close |
9.837 |
9.749 |
-0.088 |
-0.9% |
9.593 |
| Range |
0.213 |
0.104 |
-0.109 |
-51.2% |
0.211 |
| ATR |
0.146 |
0.145 |
-0.001 |
-0.5% |
0.000 |
| Volume |
627 |
1,054 |
427 |
68.1% |
5,987 |
|
| Daily Pivots for day following 05-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10.064 |
10.011 |
9.806 |
|
| R3 |
9.960 |
9.907 |
9.778 |
|
| R2 |
9.856 |
9.856 |
9.768 |
|
| R1 |
9.803 |
9.803 |
9.759 |
9.778 |
| PP |
9.752 |
9.752 |
9.752 |
9.740 |
| S1 |
9.699 |
9.699 |
9.739 |
9.674 |
| S2 |
9.648 |
9.648 |
9.730 |
|
| S3 |
9.544 |
9.595 |
9.720 |
|
| S4 |
9.440 |
9.491 |
9.692 |
|
|
| 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 |
9.506 |
0.332 |
3.4% |
0.128 |
1.3% |
73% |
False |
False |
1,107 |
| 10 |
9.838 |
9.420 |
0.418 |
4.3% |
0.120 |
1.2% |
79% |
False |
False |
1,089 |
| 20 |
9.912 |
9.420 |
0.492 |
5.0% |
0.127 |
1.3% |
67% |
False |
False |
946 |
| 40 |
9.912 |
9.207 |
0.705 |
7.2% |
0.141 |
1.4% |
77% |
False |
False |
972 |
| 60 |
9.912 |
8.839 |
1.073 |
11.0% |
0.139 |
1.4% |
85% |
False |
False |
892 |
| 80 |
9.912 |
8.839 |
1.073 |
11.0% |
0.140 |
1.4% |
85% |
False |
False |
821 |
| 100 |
9.912 |
8.320 |
1.592 |
16.3% |
0.149 |
1.5% |
90% |
False |
False |
821 |
| 120 |
9.912 |
8.270 |
1.642 |
16.8% |
0.147 |
1.5% |
90% |
False |
False |
746 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10.248 |
|
2.618 |
10.078 |
|
1.618 |
9.974 |
|
1.000 |
9.910 |
|
0.618 |
9.870 |
|
HIGH |
9.806 |
|
0.618 |
9.766 |
|
0.500 |
9.754 |
|
0.382 |
9.742 |
|
LOW |
9.702 |
|
0.618 |
9.638 |
|
1.000 |
9.598 |
|
1.618 |
9.534 |
|
2.618 |
9.430 |
|
4.250 |
9.260 |
|
|
| Fisher Pivots for day following 05-Jun-2007 |
| Pivot |
1 day |
3 day |
| R1 |
9.754 |
9.726 |
| PP |
9.752 |
9.702 |
| S1 |
9.751 |
9.679 |
|