NYMEX Natural Gas Future December 2007
| Trading Metrics calculated at close of trading on 13-Jun-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jun-2007 |
13-Jun-2007 |
Change |
Change % |
Previous Week |
| Open |
9.469 |
9.534 |
0.065 |
0.7% |
9.657 |
| High |
9.581 |
9.576 |
-0.005 |
-0.1% |
9.838 |
| Low |
9.453 |
9.501 |
0.048 |
0.5% |
9.468 |
| Close |
9.534 |
9.515 |
-0.019 |
-0.2% |
9.482 |
| Range |
0.128 |
0.075 |
-0.053 |
-41.4% |
0.370 |
| ATR |
0.141 |
0.136 |
-0.005 |
-3.3% |
0.000 |
| Volume |
1,239 |
1,010 |
-229 |
-18.5% |
4,770 |
|
| Daily Pivots for day following 13-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9.756 |
9.710 |
9.556 |
|
| R3 |
9.681 |
9.635 |
9.536 |
|
| R2 |
9.606 |
9.606 |
9.529 |
|
| R1 |
9.560 |
9.560 |
9.522 |
9.546 |
| PP |
9.531 |
9.531 |
9.531 |
9.523 |
| S1 |
9.485 |
9.485 |
9.508 |
9.471 |
| S2 |
9.456 |
9.456 |
9.501 |
|
| S3 |
9.381 |
9.410 |
9.494 |
|
| S4 |
9.306 |
9.335 |
9.474 |
|
|
| 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 |
9.790 |
9.425 |
0.365 |
3.8% |
0.120 |
1.3% |
25% |
False |
False |
1,347 |
| 10 |
9.838 |
9.425 |
0.413 |
4.3% |
0.122 |
1.3% |
22% |
False |
False |
1,234 |
| 20 |
9.912 |
9.420 |
0.492 |
5.2% |
0.129 |
1.4% |
19% |
False |
False |
1,084 |
| 40 |
9.912 |
9.207 |
0.705 |
7.4% |
0.135 |
1.4% |
44% |
False |
False |
959 |
| 60 |
9.912 |
8.908 |
1.004 |
10.6% |
0.140 |
1.5% |
60% |
False |
False |
950 |
| 80 |
9.912 |
8.839 |
1.073 |
11.3% |
0.137 |
1.4% |
63% |
False |
False |
853 |
| 100 |
9.912 |
8.465 |
1.447 |
15.2% |
0.146 |
1.5% |
73% |
False |
False |
835 |
| 120 |
9.912 |
8.270 |
1.642 |
17.3% |
0.147 |
1.5% |
76% |
False |
False |
792 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
9.895 |
|
2.618 |
9.772 |
|
1.618 |
9.697 |
|
1.000 |
9.651 |
|
0.618 |
9.622 |
|
HIGH |
9.576 |
|
0.618 |
9.547 |
|
0.500 |
9.539 |
|
0.382 |
9.530 |
|
LOW |
9.501 |
|
0.618 |
9.455 |
|
1.000 |
9.426 |
|
1.618 |
9.380 |
|
2.618 |
9.305 |
|
4.250 |
9.182 |
|
|
| Fisher Pivots for day following 13-Jun-2007 |
| Pivot |
1 day |
3 day |
| R1 |
9.539 |
9.511 |
| PP |
9.531 |
9.507 |
| S1 |
9.523 |
9.503 |
|