NYMEX Natural Gas Future December 2007
| Trading Metrics calculated at close of trading on 27-Jun-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jun-2007 |
27-Jun-2007 |
Change |
Change % |
Previous Week |
| Open |
8.760 |
8.660 |
-0.100 |
-1.1% |
9.730 |
| High |
8.791 |
8.801 |
0.010 |
0.1% |
9.740 |
| Low |
8.652 |
8.596 |
-0.056 |
-0.6% |
8.889 |
| Close |
8.687 |
8.786 |
0.099 |
1.1% |
8.973 |
| Range |
0.139 |
0.205 |
0.066 |
47.5% |
0.851 |
| ATR |
0.170 |
0.173 |
0.002 |
1.4% |
0.000 |
| Volume |
9,983 |
5,591 |
-4,392 |
-44.0% |
14,363 |
|
| Daily Pivots for day following 27-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9.343 |
9.269 |
8.899 |
|
| R3 |
9.138 |
9.064 |
8.842 |
|
| R2 |
8.933 |
8.933 |
8.824 |
|
| R1 |
8.859 |
8.859 |
8.805 |
8.896 |
| PP |
8.728 |
8.728 |
8.728 |
8.746 |
| S1 |
8.654 |
8.654 |
8.767 |
8.691 |
| S2 |
8.523 |
8.523 |
8.748 |
|
| S3 |
8.318 |
8.449 |
8.730 |
|
| S4 |
8.113 |
8.244 |
8.673 |
|
|
| 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 |
9.314 |
8.596 |
0.718 |
8.2% |
0.216 |
2.5% |
26% |
False |
True |
5,574 |
| 10 |
9.830 |
8.596 |
1.234 |
14.0% |
0.200 |
2.3% |
15% |
False |
True |
3,735 |
| 20 |
9.838 |
8.596 |
1.242 |
14.1% |
0.161 |
1.8% |
15% |
False |
True |
2,485 |
| 40 |
9.912 |
8.596 |
1.316 |
15.0% |
0.146 |
1.7% |
14% |
False |
True |
1,712 |
| 60 |
9.912 |
8.596 |
1.316 |
15.0% |
0.150 |
1.7% |
14% |
False |
True |
1,450 |
| 80 |
9.912 |
8.596 |
1.316 |
15.0% |
0.144 |
1.6% |
14% |
False |
True |
1,255 |
| 100 |
9.912 |
8.596 |
1.316 |
15.0% |
0.145 |
1.6% |
14% |
False |
True |
1,148 |
| 120 |
9.912 |
8.320 |
1.592 |
18.1% |
0.152 |
1.7% |
29% |
False |
False |
1,072 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
9.672 |
|
2.618 |
9.338 |
|
1.618 |
9.133 |
|
1.000 |
9.006 |
|
0.618 |
8.928 |
|
HIGH |
8.801 |
|
0.618 |
8.723 |
|
0.500 |
8.699 |
|
0.382 |
8.674 |
|
LOW |
8.596 |
|
0.618 |
8.469 |
|
1.000 |
8.391 |
|
1.618 |
8.264 |
|
2.618 |
8.059 |
|
4.250 |
7.725 |
|
|
| Fisher Pivots for day following 27-Jun-2007 |
| Pivot |
1 day |
3 day |
| R1 |
8.757 |
8.785 |
| PP |
8.728 |
8.783 |
| S1 |
8.699 |
8.782 |
|