NYMEX Natural Gas Future December 2007
Trading Metrics calculated at close of trading on 05-Jul-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jul-2007 |
05-Jul-2007 |
Change |
Change % |
Previous Week |
Open |
8.590 |
8.600 |
0.010 |
0.1% |
8.900 |
High |
8.620 |
8.600 |
-0.020 |
-0.2% |
8.967 |
Low |
8.523 |
8.425 |
-0.098 |
-1.1% |
8.390 |
Close |
8.574 |
8.477 |
-0.097 |
-1.1% |
8.573 |
Range |
0.097 |
0.175 |
0.078 |
80.4% |
0.577 |
ATR |
0.176 |
0.176 |
0.000 |
0.0% |
0.000 |
Volume |
1,497 |
1,100 |
-397 |
-26.5% |
29,763 |
|
Daily Pivots for day following 05-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9.026 |
8.926 |
8.573 |
|
R3 |
8.851 |
8.751 |
8.525 |
|
R2 |
8.676 |
8.676 |
8.509 |
|
R1 |
8.576 |
8.576 |
8.493 |
8.539 |
PP |
8.501 |
8.501 |
8.501 |
8.482 |
S1 |
8.401 |
8.401 |
8.461 |
8.364 |
S2 |
8.326 |
8.326 |
8.445 |
|
S3 |
8.151 |
8.226 |
8.429 |
|
S4 |
7.976 |
8.051 |
8.381 |
|
|
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 |
8.620 |
8.371 |
0.249 |
2.9% |
0.145 |
1.7% |
43% |
False |
False |
2,820 |
10 |
9.225 |
8.371 |
0.854 |
10.1% |
0.200 |
2.4% |
12% |
False |
False |
4,052 |
20 |
9.830 |
8.371 |
1.459 |
17.2% |
0.176 |
2.1% |
7% |
False |
False |
2,976 |
40 |
9.912 |
8.371 |
1.541 |
18.2% |
0.155 |
1.8% |
7% |
False |
False |
1,958 |
60 |
9.912 |
8.371 |
1.541 |
18.2% |
0.153 |
1.8% |
7% |
False |
False |
1,567 |
80 |
9.912 |
8.371 |
1.541 |
18.2% |
0.150 |
1.8% |
7% |
False |
False |
1,416 |
100 |
9.912 |
8.371 |
1.541 |
18.2% |
0.147 |
1.7% |
7% |
False |
False |
1,241 |
120 |
9.912 |
8.320 |
1.592 |
18.8% |
0.153 |
1.8% |
10% |
False |
False |
1,187 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9.344 |
2.618 |
9.058 |
1.618 |
8.883 |
1.000 |
8.775 |
0.618 |
8.708 |
HIGH |
8.600 |
0.618 |
8.533 |
0.500 |
8.513 |
0.382 |
8.492 |
LOW |
8.425 |
0.618 |
8.317 |
1.000 |
8.250 |
1.618 |
8.142 |
2.618 |
7.967 |
4.250 |
7.681 |
|
|
Fisher Pivots for day following 05-Jul-2007 |
Pivot |
1 day |
3 day |
R1 |
8.513 |
8.523 |
PP |
8.501 |
8.507 |
S1 |
8.489 |
8.492 |
|