NYMEX Natural Gas Future December 2007
Trading Metrics calculated at close of trading on 06-Jul-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jul-2007 |
06-Jul-2007 |
Change |
Change % |
Previous Week |
Open |
8.600 |
8.485 |
-0.115 |
-1.3% |
8.510 |
High |
8.600 |
8.485 |
-0.115 |
-1.3% |
8.620 |
Low |
8.425 |
8.220 |
-0.205 |
-2.4% |
8.220 |
Close |
8.477 |
8.301 |
-0.176 |
-2.1% |
8.301 |
Range |
0.175 |
0.265 |
0.090 |
51.4% |
0.400 |
ATR |
0.176 |
0.182 |
0.006 |
3.6% |
0.000 |
Volume |
1,100 |
1,422 |
322 |
29.3% |
6,864 |
|
Daily Pivots for day following 06-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9.130 |
8.981 |
8.447 |
|
R3 |
8.865 |
8.716 |
8.374 |
|
R2 |
8.600 |
8.600 |
8.350 |
|
R1 |
8.451 |
8.451 |
8.325 |
8.393 |
PP |
8.335 |
8.335 |
8.335 |
8.307 |
S1 |
8.186 |
8.186 |
8.277 |
8.128 |
S2 |
8.070 |
8.070 |
8.252 |
|
S3 |
7.805 |
7.921 |
8.228 |
|
S4 |
7.540 |
7.656 |
8.155 |
|
|
Weekly Pivots for week ending 06-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9.580 |
9.341 |
8.521 |
|
R3 |
9.180 |
8.941 |
8.411 |
|
R2 |
8.780 |
8.780 |
8.374 |
|
R1 |
8.541 |
8.541 |
8.338 |
8.461 |
PP |
8.380 |
8.380 |
8.380 |
8.340 |
S1 |
8.141 |
8.141 |
8.264 |
8.061 |
S2 |
7.980 |
7.980 |
8.228 |
|
S3 |
7.580 |
7.741 |
8.191 |
|
S4 |
7.180 |
7.341 |
8.081 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
8.620 |
8.220 |
0.400 |
4.8% |
0.168 |
2.0% |
20% |
False |
True |
1,372 |
10 |
8.967 |
8.220 |
0.747 |
9.0% |
0.193 |
2.3% |
11% |
False |
True |
3,662 |
20 |
9.830 |
8.220 |
1.610 |
19.4% |
0.185 |
2.2% |
5% |
False |
True |
2,963 |
40 |
9.912 |
8.220 |
1.692 |
20.4% |
0.159 |
1.9% |
5% |
False |
True |
1,957 |
60 |
9.912 |
8.220 |
1.692 |
20.4% |
0.155 |
1.9% |
5% |
False |
True |
1,579 |
80 |
9.912 |
8.220 |
1.692 |
20.4% |
0.151 |
1.8% |
5% |
False |
True |
1,416 |
100 |
9.912 |
8.220 |
1.692 |
20.4% |
0.148 |
1.8% |
5% |
False |
True |
1,248 |
120 |
9.912 |
8.220 |
1.692 |
20.4% |
0.154 |
1.9% |
5% |
False |
True |
1,198 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9.611 |
2.618 |
9.179 |
1.618 |
8.914 |
1.000 |
8.750 |
0.618 |
8.649 |
HIGH |
8.485 |
0.618 |
8.384 |
0.500 |
8.353 |
0.382 |
8.321 |
LOW |
8.220 |
0.618 |
8.056 |
1.000 |
7.955 |
1.618 |
7.791 |
2.618 |
7.526 |
4.250 |
7.094 |
|
|
Fisher Pivots for day following 06-Jul-2007 |
Pivot |
1 day |
3 day |
R1 |
8.353 |
8.420 |
PP |
8.335 |
8.380 |
S1 |
8.318 |
8.341 |
|