NYMEX Natural Gas Future December 2007
| Trading Metrics calculated at close of trading on 20-Jun-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jun-2007 |
20-Jun-2007 |
Change |
Change % |
Previous Week |
| Open |
9.620 |
9.485 |
-0.135 |
-1.4% |
9.450 |
| High |
9.620 |
9.518 |
-0.102 |
-1.1% |
9.830 |
| Low |
9.450 |
9.240 |
-0.210 |
-2.2% |
9.425 |
| Close |
9.456 |
9.286 |
-0.170 |
-1.8% |
9.765 |
| Range |
0.170 |
0.278 |
0.108 |
63.5% |
0.405 |
| ATR |
0.144 |
0.154 |
0.010 |
6.7% |
0.000 |
| Volume |
2,692 |
1,996 |
-696 |
-25.9% |
8,283 |
|
| Daily Pivots for day following 20-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10.182 |
10.012 |
9.439 |
|
| R3 |
9.904 |
9.734 |
9.362 |
|
| R2 |
9.626 |
9.626 |
9.337 |
|
| R1 |
9.456 |
9.456 |
9.311 |
9.402 |
| PP |
9.348 |
9.348 |
9.348 |
9.321 |
| S1 |
9.178 |
9.178 |
9.261 |
9.124 |
| S2 |
9.070 |
9.070 |
9.235 |
|
| S3 |
8.792 |
8.900 |
9.210 |
|
| S4 |
8.514 |
8.622 |
9.133 |
|
|
| 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 |
9.240 |
0.590 |
6.4% |
0.183 |
2.0% |
8% |
False |
True |
1,897 |
| 10 |
9.830 |
9.240 |
0.590 |
6.4% |
0.151 |
1.6% |
8% |
False |
True |
1,622 |
| 20 |
9.838 |
9.240 |
0.598 |
6.4% |
0.138 |
1.5% |
8% |
False |
True |
1,370 |
| 40 |
9.912 |
9.240 |
0.672 |
7.2% |
0.136 |
1.5% |
7% |
False |
True |
1,135 |
| 60 |
9.912 |
9.207 |
0.705 |
7.6% |
0.144 |
1.6% |
11% |
False |
False |
1,072 |
| 80 |
9.912 |
8.839 |
1.073 |
11.6% |
0.139 |
1.5% |
42% |
False |
False |
948 |
| 100 |
9.912 |
8.697 |
1.215 |
13.1% |
0.146 |
1.6% |
48% |
False |
False |
893 |
| 120 |
9.912 |
8.310 |
1.602 |
17.3% |
0.149 |
1.6% |
61% |
False |
False |
857 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10.700 |
|
2.618 |
10.246 |
|
1.618 |
9.968 |
|
1.000 |
9.796 |
|
0.618 |
9.690 |
|
HIGH |
9.518 |
|
0.618 |
9.412 |
|
0.500 |
9.379 |
|
0.382 |
9.346 |
|
LOW |
9.240 |
|
0.618 |
9.068 |
|
1.000 |
8.962 |
|
1.618 |
8.790 |
|
2.618 |
8.512 |
|
4.250 |
8.059 |
|
|
| Fisher Pivots for day following 20-Jun-2007 |
| Pivot |
1 day |
3 day |
| R1 |
9.379 |
9.490 |
| PP |
9.348 |
9.422 |
| S1 |
9.317 |
9.354 |
|