NYMEX Natural Gas Future December 2007
| Trading Metrics calculated at close of trading on 15-Jun-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jun-2007 |
15-Jun-2007 |
Change |
Change % |
Previous Week |
| Open |
9.525 |
9.669 |
0.144 |
1.5% |
9.450 |
| High |
9.660 |
9.830 |
0.170 |
1.8% |
9.830 |
| Low |
9.501 |
9.669 |
0.168 |
1.8% |
9.425 |
| Close |
9.661 |
9.765 |
0.104 |
1.1% |
9.765 |
| Range |
0.159 |
0.161 |
0.002 |
1.3% |
0.405 |
| ATR |
0.137 |
0.140 |
0.002 |
1.6% |
0.000 |
| Volume |
2,515 |
1,382 |
-1,133 |
-45.0% |
8,283 |
|
| Daily Pivots for day following 15-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10.238 |
10.162 |
9.854 |
|
| R3 |
10.077 |
10.001 |
9.809 |
|
| R2 |
9.916 |
9.916 |
9.795 |
|
| R1 |
9.840 |
9.840 |
9.780 |
9.878 |
| PP |
9.755 |
9.755 |
9.755 |
9.774 |
| S1 |
9.679 |
9.679 |
9.750 |
9.717 |
| S2 |
9.594 |
9.594 |
9.735 |
|
| S3 |
9.433 |
9.518 |
9.721 |
|
| S4 |
9.272 |
9.357 |
9.676 |
|
|
| Weekly Pivots for week ending 15-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10.888 |
10.732 |
9.988 |
|
| R3 |
10.483 |
10.327 |
9.876 |
|
| R2 |
10.078 |
10.078 |
9.839 |
|
| R1 |
9.922 |
9.922 |
9.802 |
10.000 |
| PP |
9.673 |
9.673 |
9.673 |
9.713 |
| S1 |
9.517 |
9.517 |
9.728 |
9.595 |
| S2 |
9.268 |
9.268 |
9.691 |
|
| S3 |
8.863 |
9.112 |
9.654 |
|
| S4 |
8.458 |
8.707 |
9.542 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
9.830 |
9.425 |
0.405 |
4.1% |
0.126 |
1.3% |
84% |
True |
False |
1,656 |
| 10 |
9.838 |
9.425 |
0.413 |
4.2% |
0.133 |
1.4% |
82% |
False |
False |
1,305 |
| 20 |
9.912 |
9.420 |
0.492 |
5.0% |
0.128 |
1.3% |
70% |
False |
False |
1,227 |
| 40 |
9.912 |
9.220 |
0.692 |
7.1% |
0.135 |
1.4% |
79% |
False |
False |
1,030 |
| 60 |
9.912 |
9.120 |
0.792 |
8.1% |
0.142 |
1.4% |
81% |
False |
False |
1,007 |
| 80 |
9.912 |
8.839 |
1.073 |
11.0% |
0.136 |
1.4% |
86% |
False |
False |
891 |
| 100 |
9.912 |
8.465 |
1.447 |
14.8% |
0.145 |
1.5% |
90% |
False |
False |
852 |
| 120 |
9.912 |
8.270 |
1.642 |
16.8% |
0.148 |
1.5% |
91% |
False |
False |
820 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10.514 |
|
2.618 |
10.251 |
|
1.618 |
10.090 |
|
1.000 |
9.991 |
|
0.618 |
9.929 |
|
HIGH |
9.830 |
|
0.618 |
9.768 |
|
0.500 |
9.750 |
|
0.382 |
9.731 |
|
LOW |
9.669 |
|
0.618 |
9.570 |
|
1.000 |
9.508 |
|
1.618 |
9.409 |
|
2.618 |
9.248 |
|
4.250 |
8.985 |
|
|
| Fisher Pivots for day following 15-Jun-2007 |
| Pivot |
1 day |
3 day |
| R1 |
9.760 |
9.732 |
| PP |
9.755 |
9.699 |
| S1 |
9.750 |
9.666 |
|