NYMEX Natural Gas Future November 2007
Trading Metrics calculated at close of trading on 19-Jun-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jun-2007 |
19-Jun-2007 |
Change |
Change % |
Previous Week |
Open |
8.995 |
8.842 |
-0.153 |
-1.7% |
8.720 |
High |
8.995 |
8.842 |
-0.153 |
-1.7% |
9.100 |
Low |
8.830 |
8.684 |
-0.146 |
-1.7% |
8.688 |
Close |
8.839 |
8.681 |
-0.158 |
-1.8% |
9.031 |
Range |
0.165 |
0.158 |
-0.007 |
-4.2% |
0.412 |
ATR |
0.154 |
0.155 |
0.000 |
0.2% |
0.000 |
Volume |
2,304 |
1,955 |
-349 |
-15.1% |
13,758 |
|
Daily Pivots for day following 19-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9.210 |
9.103 |
8.768 |
|
R3 |
9.052 |
8.945 |
8.724 |
|
R2 |
8.894 |
8.894 |
8.710 |
|
R1 |
8.787 |
8.787 |
8.695 |
8.762 |
PP |
8.736 |
8.736 |
8.736 |
8.723 |
S1 |
8.629 |
8.629 |
8.667 |
8.604 |
S2 |
8.578 |
8.578 |
8.652 |
|
S3 |
8.420 |
8.471 |
8.638 |
|
S4 |
8.262 |
8.313 |
8.594 |
|
|
Weekly Pivots for week ending 15-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10.176 |
10.015 |
9.258 |
|
R3 |
9.764 |
9.603 |
9.144 |
|
R2 |
9.352 |
9.352 |
9.107 |
|
R1 |
9.191 |
9.191 |
9.069 |
9.272 |
PP |
8.940 |
8.940 |
8.940 |
8.980 |
S1 |
8.779 |
8.779 |
8.993 |
8.860 |
S2 |
8.528 |
8.528 |
8.955 |
|
S3 |
8.116 |
8.367 |
8.918 |
|
S4 |
7.704 |
7.955 |
8.804 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
9.100 |
8.684 |
0.416 |
4.8% |
0.150 |
1.7% |
-1% |
False |
True |
2,759 |
10 |
9.153 |
8.684 |
0.469 |
5.4% |
0.141 |
1.6% |
-1% |
False |
True |
2,383 |
20 |
9.185 |
8.684 |
0.501 |
5.8% |
0.137 |
1.6% |
-1% |
False |
True |
1,784 |
40 |
9.290 |
8.650 |
0.640 |
7.4% |
0.143 |
1.6% |
5% |
False |
False |
1,649 |
60 |
9.290 |
8.577 |
0.713 |
8.2% |
0.144 |
1.7% |
15% |
False |
False |
1,464 |
80 |
9.290 |
8.190 |
1.100 |
12.7% |
0.141 |
1.6% |
45% |
False |
False |
1,225 |
100 |
9.290 |
8.120 |
1.170 |
13.5% |
0.146 |
1.7% |
48% |
False |
False |
1,111 |
120 |
9.290 |
7.637 |
1.653 |
19.0% |
0.149 |
1.7% |
63% |
False |
False |
1,001 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9.514 |
2.618 |
9.256 |
1.618 |
9.098 |
1.000 |
9.000 |
0.618 |
8.940 |
HIGH |
8.842 |
0.618 |
8.782 |
0.500 |
8.763 |
0.382 |
8.744 |
LOW |
8.684 |
0.618 |
8.586 |
1.000 |
8.526 |
1.618 |
8.428 |
2.618 |
8.270 |
4.250 |
8.013 |
|
|
Fisher Pivots for day following 19-Jun-2007 |
Pivot |
1 day |
3 day |
R1 |
8.763 |
8.892 |
PP |
8.736 |
8.822 |
S1 |
8.708 |
8.751 |
|