NYMEX Natural Gas Future December 2007
| Trading Metrics calculated at close of trading on 14-Jun-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jun-2007 |
14-Jun-2007 |
Change |
Change % |
Previous Week |
| Open |
9.534 |
9.525 |
-0.009 |
-0.1% |
9.657 |
| High |
9.576 |
9.660 |
0.084 |
0.9% |
9.838 |
| Low |
9.501 |
9.501 |
0.000 |
0.0% |
9.468 |
| Close |
9.515 |
9.661 |
0.146 |
1.5% |
9.482 |
| Range |
0.075 |
0.159 |
0.084 |
112.0% |
0.370 |
| ATR |
0.136 |
0.137 |
0.002 |
1.2% |
0.000 |
| Volume |
1,010 |
2,515 |
1,505 |
149.0% |
4,770 |
|
| Daily Pivots for day following 14-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10.084 |
10.032 |
9.748 |
|
| R3 |
9.925 |
9.873 |
9.705 |
|
| R2 |
9.766 |
9.766 |
9.690 |
|
| R1 |
9.714 |
9.714 |
9.676 |
9.740 |
| PP |
9.607 |
9.607 |
9.607 |
9.621 |
| S1 |
9.555 |
9.555 |
9.646 |
9.581 |
| S2 |
9.448 |
9.448 |
9.632 |
|
| S3 |
9.289 |
9.396 |
9.617 |
|
| S4 |
9.130 |
9.237 |
9.574 |
|
|
| 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 |
9.660 |
9.425 |
0.235 |
2.4% |
0.110 |
1.1% |
100% |
True |
False |
1,717 |
| 10 |
9.838 |
9.425 |
0.413 |
4.3% |
0.126 |
1.3% |
57% |
False |
False |
1,334 |
| 20 |
9.912 |
9.420 |
0.492 |
5.1% |
0.131 |
1.4% |
49% |
False |
False |
1,174 |
| 40 |
9.912 |
9.207 |
0.705 |
7.3% |
0.136 |
1.4% |
64% |
False |
False |
1,008 |
| 60 |
9.912 |
8.920 |
0.992 |
10.3% |
0.142 |
1.5% |
75% |
False |
False |
987 |
| 80 |
9.912 |
8.839 |
1.073 |
11.1% |
0.136 |
1.4% |
77% |
False |
False |
880 |
| 100 |
9.912 |
8.465 |
1.447 |
15.0% |
0.145 |
1.5% |
83% |
False |
False |
853 |
| 120 |
9.912 |
8.270 |
1.642 |
17.0% |
0.147 |
1.5% |
85% |
False |
False |
811 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10.336 |
|
2.618 |
10.076 |
|
1.618 |
9.917 |
|
1.000 |
9.819 |
|
0.618 |
9.758 |
|
HIGH |
9.660 |
|
0.618 |
9.599 |
|
0.500 |
9.581 |
|
0.382 |
9.562 |
|
LOW |
9.501 |
|
0.618 |
9.403 |
|
1.000 |
9.342 |
|
1.618 |
9.244 |
|
2.618 |
9.085 |
|
4.250 |
8.825 |
|
|
| Fisher Pivots for day following 14-Jun-2007 |
| Pivot |
1 day |
3 day |
| R1 |
9.634 |
9.626 |
| PP |
9.607 |
9.591 |
| S1 |
9.581 |
9.557 |
|