NYMEX Natural Gas Future December 2007
| Trading Metrics calculated at close of trading on 11-Jun-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jun-2007 |
11-Jun-2007 |
Change |
Change % |
Previous Week |
| Open |
9.539 |
9.450 |
-0.089 |
-0.9% |
9.657 |
| High |
9.551 |
9.530 |
-0.021 |
-0.2% |
9.838 |
| Low |
9.468 |
9.425 |
-0.043 |
-0.5% |
9.468 |
| Close |
9.482 |
9.467 |
-0.015 |
-0.2% |
9.482 |
| Range |
0.083 |
0.105 |
0.022 |
26.5% |
0.370 |
| ATR |
0.144 |
0.141 |
-0.003 |
-1.9% |
0.000 |
| Volume |
1,688 |
2,137 |
449 |
26.6% |
4,770 |
|
| Daily Pivots for day following 11-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9.789 |
9.733 |
9.525 |
|
| R3 |
9.684 |
9.628 |
9.496 |
|
| R2 |
9.579 |
9.579 |
9.486 |
|
| R1 |
9.523 |
9.523 |
9.477 |
9.551 |
| PP |
9.474 |
9.474 |
9.474 |
9.488 |
| S1 |
9.418 |
9.418 |
9.457 |
9.446 |
| S2 |
9.369 |
9.369 |
9.448 |
|
| S3 |
9.264 |
9.313 |
9.438 |
|
| S4 |
9.159 |
9.208 |
9.409 |
|
|
| Weekly Pivots for week ending 08-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10.706 |
10.464 |
9.686 |
|
| R3 |
10.336 |
10.094 |
9.584 |
|
| R2 |
9.966 |
9.966 |
9.550 |
|
| R1 |
9.724 |
9.724 |
9.516 |
9.660 |
| PP |
9.596 |
9.596 |
9.596 |
9.564 |
| S1 |
9.354 |
9.354 |
9.448 |
9.290 |
| S2 |
9.226 |
9.226 |
9.414 |
|
| S3 |
8.856 |
8.984 |
9.380 |
|
| S4 |
8.486 |
8.614 |
9.279 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
9.806 |
9.425 |
0.381 |
4.0% |
0.119 |
1.3% |
11% |
False |
True |
1,256 |
| 10 |
9.838 |
9.424 |
0.414 |
4.4% |
0.126 |
1.3% |
10% |
False |
False |
1,289 |
| 20 |
9.912 |
9.420 |
0.492 |
5.2% |
0.129 |
1.4% |
10% |
False |
False |
1,026 |
| 40 |
9.912 |
9.207 |
0.705 |
7.4% |
0.139 |
1.5% |
37% |
False |
False |
924 |
| 60 |
9.912 |
8.860 |
1.052 |
11.1% |
0.140 |
1.5% |
58% |
False |
False |
927 |
| 80 |
9.912 |
8.839 |
1.073 |
11.3% |
0.137 |
1.4% |
59% |
False |
False |
836 |
| 100 |
9.912 |
8.465 |
1.447 |
15.3% |
0.147 |
1.6% |
69% |
False |
False |
846 |
| 120 |
9.912 |
8.270 |
1.642 |
17.3% |
0.148 |
1.6% |
73% |
False |
False |
778 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
9.976 |
|
2.618 |
9.805 |
|
1.618 |
9.700 |
|
1.000 |
9.635 |
|
0.618 |
9.595 |
|
HIGH |
9.530 |
|
0.618 |
9.490 |
|
0.500 |
9.478 |
|
0.382 |
9.465 |
|
LOW |
9.425 |
|
0.618 |
9.360 |
|
1.000 |
9.320 |
|
1.618 |
9.255 |
|
2.618 |
9.150 |
|
4.250 |
8.979 |
|
|
| Fisher Pivots for day following 11-Jun-2007 |
| Pivot |
1 day |
3 day |
| R1 |
9.478 |
9.608 |
| PP |
9.474 |
9.561 |
| S1 |
9.471 |
9.514 |
|