NYMEX Natural Gas Future December 2007
| Trading Metrics calculated at close of trading on 12-Jun-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jun-2007 |
12-Jun-2007 |
Change |
Change % |
Previous Week |
| Open |
9.450 |
9.469 |
0.019 |
0.2% |
9.657 |
| High |
9.530 |
9.581 |
0.051 |
0.5% |
9.838 |
| Low |
9.425 |
9.453 |
0.028 |
0.3% |
9.468 |
| Close |
9.467 |
9.534 |
0.067 |
0.7% |
9.482 |
| Range |
0.105 |
0.128 |
0.023 |
21.9% |
0.370 |
| ATR |
0.141 |
0.141 |
-0.001 |
-0.7% |
0.000 |
| Volume |
2,137 |
1,239 |
-898 |
-42.0% |
4,770 |
|
| Daily Pivots for day following 12-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9.907 |
9.848 |
9.604 |
|
| R3 |
9.779 |
9.720 |
9.569 |
|
| R2 |
9.651 |
9.651 |
9.557 |
|
| R1 |
9.592 |
9.592 |
9.546 |
9.622 |
| PP |
9.523 |
9.523 |
9.523 |
9.537 |
| S1 |
9.464 |
9.464 |
9.522 |
9.494 |
| S2 |
9.395 |
9.395 |
9.511 |
|
| S3 |
9.267 |
9.336 |
9.499 |
|
| S4 |
9.139 |
9.208 |
9.464 |
|
|
| 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 |
9.791 |
9.425 |
0.366 |
3.8% |
0.124 |
1.3% |
30% |
False |
False |
1,293 |
| 10 |
9.838 |
9.425 |
0.413 |
4.3% |
0.126 |
1.3% |
26% |
False |
False |
1,200 |
| 20 |
9.912 |
9.420 |
0.492 |
5.2% |
0.130 |
1.4% |
23% |
False |
False |
1,058 |
| 40 |
9.912 |
9.207 |
0.705 |
7.4% |
0.137 |
1.4% |
46% |
False |
False |
944 |
| 60 |
9.912 |
8.860 |
1.052 |
11.0% |
0.140 |
1.5% |
64% |
False |
False |
937 |
| 80 |
9.912 |
8.839 |
1.073 |
11.3% |
0.138 |
1.4% |
65% |
False |
False |
846 |
| 100 |
9.912 |
8.465 |
1.447 |
15.2% |
0.147 |
1.5% |
74% |
False |
False |
840 |
| 120 |
9.912 |
8.270 |
1.642 |
17.2% |
0.147 |
1.5% |
77% |
False |
False |
786 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10.125 |
|
2.618 |
9.916 |
|
1.618 |
9.788 |
|
1.000 |
9.709 |
|
0.618 |
9.660 |
|
HIGH |
9.581 |
|
0.618 |
9.532 |
|
0.500 |
9.517 |
|
0.382 |
9.502 |
|
LOW |
9.453 |
|
0.618 |
9.374 |
|
1.000 |
9.325 |
|
1.618 |
9.246 |
|
2.618 |
9.118 |
|
4.250 |
8.909 |
|
|
| Fisher Pivots for day following 12-Jun-2007 |
| Pivot |
1 day |
3 day |
| R1 |
9.528 |
9.524 |
| PP |
9.523 |
9.513 |
| S1 |
9.517 |
9.503 |
|