NYMEX Natural Gas Future December 2007
Trading Metrics calculated at close of trading on 25-Jun-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jun-2007 |
25-Jun-2007 |
Change |
Change % |
Previous Week |
Open |
9.115 |
8.900 |
-0.215 |
-2.4% |
9.730 |
High |
9.225 |
8.967 |
-0.258 |
-2.8% |
9.740 |
Low |
8.889 |
8.776 |
-0.113 |
-1.3% |
8.889 |
Close |
8.973 |
8.800 |
-0.173 |
-1.9% |
8.973 |
Range |
0.336 |
0.191 |
-0.145 |
-43.2% |
0.851 |
ATR |
0.170 |
0.172 |
0.002 |
1.1% |
0.000 |
Volume |
5,322 |
3,525 |
-1,797 |
-33.8% |
14,363 |
|
Daily Pivots for day following 25-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9.421 |
9.301 |
8.905 |
|
R3 |
9.230 |
9.110 |
8.853 |
|
R2 |
9.039 |
9.039 |
8.835 |
|
R1 |
8.919 |
8.919 |
8.818 |
8.884 |
PP |
8.848 |
8.848 |
8.848 |
8.830 |
S1 |
8.728 |
8.728 |
8.782 |
8.693 |
S2 |
8.657 |
8.657 |
8.765 |
|
S3 |
8.466 |
8.537 |
8.747 |
|
S4 |
8.275 |
8.346 |
8.695 |
|
|
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 |
9.620 |
8.776 |
0.844 |
9.6% |
0.237 |
2.7% |
3% |
False |
True |
3,397 |
10 |
9.830 |
8.776 |
1.054 |
12.0% |
0.185 |
2.1% |
2% |
False |
True |
2,403 |
20 |
9.838 |
8.776 |
1.062 |
12.1% |
0.156 |
1.8% |
2% |
False |
True |
1,846 |
40 |
9.912 |
8.776 |
1.136 |
12.9% |
0.143 |
1.6% |
2% |
False |
True |
1,347 |
60 |
9.912 |
8.776 |
1.136 |
12.9% |
0.149 |
1.7% |
2% |
False |
True |
1,211 |
80 |
9.912 |
8.776 |
1.136 |
12.9% |
0.142 |
1.6% |
2% |
False |
True |
1,081 |
100 |
9.912 |
8.776 |
1.136 |
12.9% |
0.146 |
1.7% |
2% |
False |
True |
1,008 |
120 |
9.912 |
8.310 |
1.602 |
18.2% |
0.152 |
1.7% |
31% |
False |
False |
955 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9.779 |
2.618 |
9.467 |
1.618 |
9.276 |
1.000 |
9.158 |
0.618 |
9.085 |
HIGH |
8.967 |
0.618 |
8.894 |
0.500 |
8.872 |
0.382 |
8.849 |
LOW |
8.776 |
0.618 |
8.658 |
1.000 |
8.585 |
1.618 |
8.467 |
2.618 |
8.276 |
4.250 |
7.964 |
|
|
Fisher Pivots for day following 25-Jun-2007 |
Pivot |
1 day |
3 day |
R1 |
8.872 |
9.045 |
PP |
8.848 |
8.963 |
S1 |
8.824 |
8.882 |
|