NYMEX Natural Gas Future December 2007
Trading Metrics calculated at close of trading on 07-Jun-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jun-2007 |
07-Jun-2007 |
Change |
Change % |
Previous Week |
Open |
9.770 |
9.770 |
0.000 |
0.0% |
9.530 |
High |
9.791 |
9.790 |
-0.001 |
0.0% |
9.635 |
Low |
9.694 |
9.582 |
-0.112 |
-1.2% |
9.424 |
Close |
9.751 |
9.587 |
-0.164 |
-1.7% |
9.593 |
Range |
0.097 |
0.208 |
0.111 |
114.4% |
0.211 |
ATR |
0.141 |
0.146 |
0.005 |
3.4% |
0.000 |
Volume |
737 |
664 |
-73 |
-9.9% |
5,987 |
|
Daily Pivots for day following 07-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10.277 |
10.140 |
9.701 |
|
R3 |
10.069 |
9.932 |
9.644 |
|
R2 |
9.861 |
9.861 |
9.625 |
|
R1 |
9.724 |
9.724 |
9.606 |
9.689 |
PP |
9.653 |
9.653 |
9.653 |
9.635 |
S1 |
9.516 |
9.516 |
9.568 |
9.481 |
S2 |
9.445 |
9.445 |
9.549 |
|
S3 |
9.237 |
9.308 |
9.530 |
|
S4 |
9.029 |
9.100 |
9.473 |
|
|
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% |
0.142 |
1.5% |
21% |
False |
False |
951 |
10 |
9.838 |
9.420 |
0.418 |
4.4% |
0.139 |
1.4% |
40% |
False |
False |
1,105 |
20 |
9.912 |
9.420 |
0.492 |
5.1% |
0.133 |
1.4% |
34% |
False |
False |
939 |
40 |
9.912 |
9.207 |
0.705 |
7.4% |
0.141 |
1.5% |
54% |
False |
False |
862 |
60 |
9.912 |
8.860 |
1.052 |
11.0% |
0.141 |
1.5% |
69% |
False |
False |
895 |
80 |
9.912 |
8.839 |
1.073 |
11.2% |
0.139 |
1.5% |
70% |
False |
False |
807 |
100 |
9.912 |
8.320 |
1.592 |
16.6% |
0.148 |
1.5% |
80% |
False |
False |
829 |
120 |
9.912 |
8.270 |
1.642 |
17.1% |
0.148 |
1.5% |
80% |
False |
False |
752 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10.674 |
2.618 |
10.335 |
1.618 |
10.127 |
1.000 |
9.998 |
0.618 |
9.919 |
HIGH |
9.790 |
0.618 |
9.711 |
0.500 |
9.686 |
0.382 |
9.661 |
LOW |
9.582 |
0.618 |
9.453 |
1.000 |
9.374 |
1.618 |
9.245 |
2.618 |
9.037 |
4.250 |
8.698 |
|
|
Fisher Pivots for day following 07-Jun-2007 |
Pivot |
1 day |
3 day |
R1 |
9.686 |
9.694 |
PP |
9.653 |
9.658 |
S1 |
9.620 |
9.623 |
|