NYMEX Natural Gas Future December 2007
| Trading Metrics calculated at close of trading on 18-Jun-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jun-2007 |
18-Jun-2007 |
Change |
Change % |
Previous Week |
| Open |
9.669 |
9.730 |
0.061 |
0.6% |
9.450 |
| High |
9.830 |
9.740 |
-0.090 |
-0.9% |
9.830 |
| Low |
9.669 |
9.594 |
-0.075 |
-0.8% |
9.425 |
| Close |
9.765 |
9.609 |
-0.156 |
-1.6% |
9.765 |
| Range |
0.161 |
0.146 |
-0.015 |
-9.3% |
0.405 |
| ATR |
0.140 |
0.142 |
0.002 |
1.6% |
0.000 |
| Volume |
1,382 |
900 |
-482 |
-34.9% |
8,283 |
|
| Daily Pivots for day following 18-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10.086 |
9.993 |
9.689 |
|
| R3 |
9.940 |
9.847 |
9.649 |
|
| R2 |
9.794 |
9.794 |
9.636 |
|
| R1 |
9.701 |
9.701 |
9.622 |
9.675 |
| PP |
9.648 |
9.648 |
9.648 |
9.634 |
| S1 |
9.555 |
9.555 |
9.596 |
9.529 |
| S2 |
9.502 |
9.502 |
9.582 |
|
| S3 |
9.356 |
9.409 |
9.569 |
|
| S4 |
9.210 |
9.263 |
9.529 |
|
|
| 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 |
9.453 |
0.377 |
3.9% |
0.134 |
1.4% |
41% |
False |
False |
1,409 |
| 10 |
9.830 |
9.425 |
0.405 |
4.2% |
0.127 |
1.3% |
45% |
False |
False |
1,332 |
| 20 |
9.838 |
9.420 |
0.418 |
4.4% |
0.124 |
1.3% |
45% |
False |
False |
1,223 |
| 40 |
9.912 |
9.220 |
0.692 |
7.2% |
0.135 |
1.4% |
56% |
False |
False |
1,039 |
| 60 |
9.912 |
9.207 |
0.705 |
7.3% |
0.141 |
1.5% |
57% |
False |
False |
1,015 |
| 80 |
9.912 |
8.839 |
1.073 |
11.2% |
0.137 |
1.4% |
72% |
False |
False |
896 |
| 100 |
9.912 |
8.655 |
1.257 |
13.1% |
0.144 |
1.5% |
76% |
False |
False |
855 |
| 120 |
9.912 |
8.270 |
1.642 |
17.1% |
0.147 |
1.5% |
82% |
False |
False |
825 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10.361 |
|
2.618 |
10.122 |
|
1.618 |
9.976 |
|
1.000 |
9.886 |
|
0.618 |
9.830 |
|
HIGH |
9.740 |
|
0.618 |
9.684 |
|
0.500 |
9.667 |
|
0.382 |
9.650 |
|
LOW |
9.594 |
|
0.618 |
9.504 |
|
1.000 |
9.448 |
|
1.618 |
9.358 |
|
2.618 |
9.212 |
|
4.250 |
8.974 |
|
|
| Fisher Pivots for day following 18-Jun-2007 |
| Pivot |
1 day |
3 day |
| R1 |
9.667 |
9.666 |
| PP |
9.648 |
9.647 |
| S1 |
9.628 |
9.628 |
|