NYMEX Natural Gas Future December 2007
Trading Metrics calculated at close of trading on 02-Jul-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jun-2007 |
02-Jul-2007 |
Change |
Change % |
Previous Week |
Open |
8.463 |
8.510 |
0.047 |
0.6% |
8.900 |
High |
8.600 |
8.575 |
-0.025 |
-0.3% |
8.967 |
Low |
8.450 |
8.371 |
-0.079 |
-0.9% |
8.390 |
Close |
8.573 |
8.549 |
-0.024 |
-0.3% |
8.573 |
Range |
0.150 |
0.204 |
0.054 |
36.0% |
0.577 |
ATR |
0.187 |
0.188 |
0.001 |
0.6% |
0.000 |
Volume |
8,662 |
1,348 |
-7,314 |
-84.4% |
29,763 |
|
Daily Pivots for day following 02-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9.110 |
9.034 |
8.661 |
|
R3 |
8.906 |
8.830 |
8.605 |
|
R2 |
8.702 |
8.702 |
8.586 |
|
R1 |
8.626 |
8.626 |
8.568 |
8.664 |
PP |
8.498 |
8.498 |
8.498 |
8.518 |
S1 |
8.422 |
8.422 |
8.530 |
8.460 |
S2 |
8.294 |
8.294 |
8.512 |
|
S3 |
8.090 |
8.218 |
8.493 |
|
S4 |
7.886 |
8.014 |
8.437 |
|
|
Weekly Pivots for week ending 29-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10.374 |
10.051 |
8.890 |
|
R3 |
9.797 |
9.474 |
8.732 |
|
R2 |
9.220 |
9.220 |
8.679 |
|
R1 |
8.897 |
8.897 |
8.626 |
8.770 |
PP |
8.643 |
8.643 |
8.643 |
8.580 |
S1 |
8.320 |
8.320 |
8.520 |
8.193 |
S2 |
8.066 |
8.066 |
8.467 |
|
S3 |
7.489 |
7.743 |
8.414 |
|
S4 |
6.912 |
7.166 |
8.256 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
8.801 |
8.371 |
0.430 |
5.0% |
0.222 |
2.6% |
41% |
False |
True |
5,517 |
10 |
9.620 |
8.371 |
1.249 |
14.6% |
0.229 |
2.7% |
14% |
False |
True |
4,457 |
20 |
9.830 |
8.371 |
1.459 |
17.1% |
0.178 |
2.1% |
12% |
False |
True |
2,895 |
40 |
9.912 |
8.371 |
1.541 |
18.0% |
0.152 |
1.8% |
12% |
False |
True |
1,911 |
60 |
9.912 |
8.371 |
1.541 |
18.0% |
0.154 |
1.8% |
12% |
False |
True |
1,611 |
80 |
9.912 |
8.371 |
1.541 |
18.0% |
0.149 |
1.7% |
12% |
False |
True |
1,390 |
100 |
9.912 |
8.371 |
1.541 |
18.0% |
0.148 |
1.7% |
12% |
False |
True |
1,239 |
120 |
9.912 |
8.320 |
1.592 |
18.6% |
0.155 |
1.8% |
14% |
False |
False |
1,163 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9.442 |
2.618 |
9.109 |
1.618 |
8.905 |
1.000 |
8.779 |
0.618 |
8.701 |
HIGH |
8.575 |
0.618 |
8.497 |
0.500 |
8.473 |
0.382 |
8.449 |
LOW |
8.371 |
0.618 |
8.245 |
1.000 |
8.167 |
1.618 |
8.041 |
2.618 |
7.837 |
4.250 |
7.504 |
|
|
Fisher Pivots for day following 02-Jul-2007 |
Pivot |
1 day |
3 day |
R1 |
8.524 |
8.586 |
PP |
8.498 |
8.573 |
S1 |
8.473 |
8.561 |
|