NYMEX Natural Gas Future December 2007
| Trading Metrics calculated at close of trading on 22-Jun-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jun-2007 |
22-Jun-2007 |
Change |
Change % |
Previous Week |
| Open |
9.298 |
9.115 |
-0.183 |
-2.0% |
9.730 |
| High |
9.314 |
9.225 |
-0.089 |
-1.0% |
9.740 |
| Low |
9.104 |
8.889 |
-0.215 |
-2.4% |
8.889 |
| Close |
9.137 |
8.973 |
-0.164 |
-1.8% |
8.973 |
| Range |
0.210 |
0.336 |
0.126 |
60.0% |
0.851 |
| ATR |
0.158 |
0.170 |
0.013 |
8.1% |
0.000 |
| Volume |
3,453 |
5,322 |
1,869 |
54.1% |
14,363 |
|
| Daily Pivots for day following 22-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10.037 |
9.841 |
9.158 |
|
| R3 |
9.701 |
9.505 |
9.065 |
|
| R2 |
9.365 |
9.365 |
9.035 |
|
| R1 |
9.169 |
9.169 |
9.004 |
9.099 |
| PP |
9.029 |
9.029 |
9.029 |
8.994 |
| S1 |
8.833 |
8.833 |
8.942 |
8.763 |
| S2 |
8.693 |
8.693 |
8.911 |
|
| S3 |
8.357 |
8.497 |
8.881 |
|
| S4 |
8.021 |
8.161 |
8.788 |
|
|
| Weekly Pivots for week ending 22-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11.754 |
11.214 |
9.441 |
|
| R3 |
10.903 |
10.363 |
9.207 |
|
| R2 |
10.052 |
10.052 |
9.129 |
|
| R1 |
9.512 |
9.512 |
9.051 |
9.357 |
| PP |
9.201 |
9.201 |
9.201 |
9.123 |
| S1 |
8.661 |
8.661 |
8.895 |
8.506 |
| S2 |
8.350 |
8.350 |
8.817 |
|
| S3 |
7.499 |
7.810 |
8.739 |
|
| S4 |
6.648 |
6.959 |
8.505 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
9.740 |
8.889 |
0.851 |
9.5% |
0.228 |
2.5% |
10% |
False |
True |
2,872 |
| 10 |
9.830 |
8.889 |
0.941 |
10.5% |
0.177 |
2.0% |
9% |
False |
True |
2,264 |
| 20 |
9.838 |
8.889 |
0.949 |
10.6% |
0.155 |
1.7% |
9% |
False |
True |
1,705 |
| 40 |
9.912 |
8.889 |
1.023 |
11.4% |
0.144 |
1.6% |
8% |
False |
True |
1,300 |
| 60 |
9.912 |
8.889 |
1.023 |
11.4% |
0.148 |
1.6% |
8% |
False |
True |
1,180 |
| 80 |
9.912 |
8.839 |
1.073 |
12.0% |
0.141 |
1.6% |
12% |
False |
False |
1,042 |
| 100 |
9.912 |
8.830 |
1.082 |
12.1% |
0.147 |
1.6% |
13% |
False |
False |
976 |
| 120 |
9.912 |
8.310 |
1.602 |
17.9% |
0.151 |
1.7% |
41% |
False |
False |
926 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10.653 |
|
2.618 |
10.105 |
|
1.618 |
9.769 |
|
1.000 |
9.561 |
|
0.618 |
9.433 |
|
HIGH |
9.225 |
|
0.618 |
9.097 |
|
0.500 |
9.057 |
|
0.382 |
9.017 |
|
LOW |
8.889 |
|
0.618 |
8.681 |
|
1.000 |
8.553 |
|
1.618 |
8.345 |
|
2.618 |
8.009 |
|
4.250 |
7.461 |
|
|
| Fisher Pivots for day following 22-Jun-2007 |
| Pivot |
1 day |
3 day |
| R1 |
9.057 |
9.204 |
| PP |
9.029 |
9.127 |
| S1 |
9.001 |
9.050 |
|