NYMEX Natural Gas Future December 2007
| Trading Metrics calculated at close of trading on 04-Jul-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jul-2007 |
04-Jul-2007 |
Change |
Change % |
Previous Week |
| Open |
8.590 |
8.590 |
0.000 |
0.0% |
8.900 |
| High |
8.620 |
8.620 |
0.000 |
0.0% |
8.967 |
| Low |
8.523 |
8.523 |
0.000 |
0.0% |
8.390 |
| Close |
8.574 |
8.574 |
0.000 |
0.0% |
8.573 |
| Range |
0.097 |
0.097 |
0.000 |
0.0% |
0.577 |
| ATR |
0.182 |
0.176 |
-0.006 |
-3.3% |
0.000 |
| Volume |
1,497 |
1,497 |
0 |
0.0% |
29,763 |
|
| Daily Pivots for day following 04-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8.863 |
8.816 |
8.627 |
|
| R3 |
8.766 |
8.719 |
8.601 |
|
| R2 |
8.669 |
8.669 |
8.592 |
|
| R1 |
8.622 |
8.622 |
8.583 |
8.597 |
| PP |
8.572 |
8.572 |
8.572 |
8.560 |
| S1 |
8.525 |
8.525 |
8.565 |
8.500 |
| S2 |
8.475 |
8.475 |
8.556 |
|
| S3 |
8.378 |
8.428 |
8.547 |
|
| S4 |
8.281 |
8.331 |
8.521 |
|
|
| 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 |
8.800 |
8.371 |
0.429 |
5.0% |
0.192 |
2.2% |
47% |
False |
False |
3,001 |
| 10 |
9.314 |
8.371 |
0.943 |
11.0% |
0.204 |
2.4% |
22% |
False |
False |
4,288 |
| 20 |
9.830 |
8.371 |
1.459 |
17.0% |
0.178 |
2.1% |
14% |
False |
False |
2,955 |
| 40 |
9.912 |
8.371 |
1.541 |
18.0% |
0.153 |
1.8% |
13% |
False |
False |
1,948 |
| 60 |
9.912 |
8.371 |
1.541 |
18.0% |
0.152 |
1.8% |
13% |
False |
False |
1,601 |
| 80 |
9.912 |
8.371 |
1.541 |
18.0% |
0.149 |
1.7% |
13% |
False |
False |
1,407 |
| 100 |
9.912 |
8.371 |
1.541 |
18.0% |
0.147 |
1.7% |
13% |
False |
False |
1,240 |
| 120 |
9.912 |
8.320 |
1.592 |
18.6% |
0.153 |
1.8% |
16% |
False |
False |
1,179 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
9.032 |
|
2.618 |
8.874 |
|
1.618 |
8.777 |
|
1.000 |
8.717 |
|
0.618 |
8.680 |
|
HIGH |
8.620 |
|
0.618 |
8.583 |
|
0.500 |
8.572 |
|
0.382 |
8.560 |
|
LOW |
8.523 |
|
0.618 |
8.463 |
|
1.000 |
8.426 |
|
1.618 |
8.366 |
|
2.618 |
8.269 |
|
4.250 |
8.111 |
|
|
| Fisher Pivots for day following 04-Jul-2007 |
| Pivot |
1 day |
3 day |
| R1 |
8.573 |
8.548 |
| PP |
8.572 |
8.522 |
| S1 |
8.572 |
8.496 |
|