NYMEX Natural Gas Future December 2007
| Trading Metrics calculated at close of trading on 06-Jun-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jun-2007 |
06-Jun-2007 |
Change |
Change % |
Previous Week |
| Open |
9.800 |
9.770 |
-0.030 |
-0.3% |
9.530 |
| High |
9.806 |
9.791 |
-0.015 |
-0.2% |
9.635 |
| Low |
9.702 |
9.694 |
-0.008 |
-0.1% |
9.424 |
| Close |
9.749 |
9.751 |
0.002 |
0.0% |
9.593 |
| Range |
0.104 |
0.097 |
-0.007 |
-6.7% |
0.211 |
| ATR |
0.145 |
0.141 |
-0.003 |
-2.4% |
0.000 |
| Volume |
1,054 |
737 |
-317 |
-30.1% |
5,987 |
|
| Daily Pivots for day following 06-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10.036 |
9.991 |
9.804 |
|
| R3 |
9.939 |
9.894 |
9.778 |
|
| R2 |
9.842 |
9.842 |
9.769 |
|
| R1 |
9.797 |
9.797 |
9.760 |
9.771 |
| PP |
9.745 |
9.745 |
9.745 |
9.733 |
| S1 |
9.700 |
9.700 |
9.742 |
9.674 |
| S2 |
9.648 |
9.648 |
9.733 |
|
| S3 |
9.551 |
9.603 |
9.724 |
|
| S4 |
9.454 |
9.506 |
9.698 |
|
|
| 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 |
9.520 |
0.318 |
3.3% |
0.124 |
1.3% |
73% |
False |
False |
1,120 |
| 10 |
9.838 |
9.420 |
0.418 |
4.3% |
0.125 |
1.3% |
79% |
False |
False |
1,118 |
| 20 |
9.912 |
9.420 |
0.492 |
5.0% |
0.129 |
1.3% |
67% |
False |
False |
942 |
| 40 |
9.912 |
9.207 |
0.705 |
7.2% |
0.139 |
1.4% |
77% |
False |
False |
924 |
| 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% |
0.139 |
1.4% |
85% |
False |
False |
811 |
| 100 |
9.912 |
8.320 |
1.592 |
16.3% |
0.149 |
1.5% |
90% |
False |
False |
824 |
| 120 |
9.912 |
8.270 |
1.642 |
16.8% |
0.147 |
1.5% |
90% |
False |
False |
752 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10.203 |
|
2.618 |
10.045 |
|
1.618 |
9.948 |
|
1.000 |
9.888 |
|
0.618 |
9.851 |
|
HIGH |
9.791 |
|
0.618 |
9.754 |
|
0.500 |
9.743 |
|
0.382 |
9.731 |
|
LOW |
9.694 |
|
0.618 |
9.634 |
|
1.000 |
9.597 |
|
1.618 |
9.537 |
|
2.618 |
9.440 |
|
4.250 |
9.282 |
|
|
| Fisher Pivots for day following 06-Jun-2007 |
| Pivot |
1 day |
3 day |
| R1 |
9.748 |
9.745 |
| PP |
9.745 |
9.738 |
| S1 |
9.743 |
9.732 |
|