NYMEX Natural Gas Future November 2007
| Trading Metrics calculated at close of trading on 01-Jun-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-May-2007 |
01-Jun-2007 |
Change |
Change % |
Previous Week |
| Open |
8.960 |
8.906 |
-0.054 |
-0.6% |
8.801 |
| High |
8.960 |
8.937 |
-0.023 |
-0.3% |
8.960 |
| Low |
8.840 |
8.840 |
0.000 |
0.0% |
8.690 |
| Close |
8.925 |
8.903 |
-0.022 |
-0.2% |
8.903 |
| Range |
0.120 |
0.097 |
-0.023 |
-19.2% |
0.270 |
| ATR |
0.150 |
0.146 |
-0.004 |
-2.5% |
0.000 |
| Volume |
2,854 |
677 |
-2,177 |
-76.3% |
5,865 |
|
| Daily Pivots for day following 01-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9.184 |
9.141 |
8.956 |
|
| R3 |
9.087 |
9.044 |
8.930 |
|
| R2 |
8.990 |
8.990 |
8.921 |
|
| R1 |
8.947 |
8.947 |
8.912 |
8.920 |
| PP |
8.893 |
8.893 |
8.893 |
8.880 |
| S1 |
8.850 |
8.850 |
8.894 |
8.823 |
| S2 |
8.796 |
8.796 |
8.885 |
|
| S3 |
8.699 |
8.753 |
8.876 |
|
| S4 |
8.602 |
8.656 |
8.850 |
|
|
| Weekly Pivots for week ending 01-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9.661 |
9.552 |
9.052 |
|
| R3 |
9.391 |
9.282 |
8.977 |
|
| R2 |
9.121 |
9.121 |
8.953 |
|
| R1 |
9.012 |
9.012 |
8.928 |
9.067 |
| PP |
8.851 |
8.851 |
8.851 |
8.878 |
| S1 |
8.742 |
8.742 |
8.878 |
8.797 |
| S2 |
8.581 |
8.581 |
8.854 |
|
| S3 |
8.311 |
8.472 |
8.829 |
|
| S4 |
8.041 |
8.202 |
8.755 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
8.960 |
8.690 |
0.270 |
3.0% |
0.136 |
1.5% |
79% |
False |
False |
1,440 |
| 10 |
9.290 |
8.690 |
0.600 |
6.7% |
0.132 |
1.5% |
36% |
False |
False |
1,398 |
| 20 |
9.290 |
8.690 |
0.600 |
6.7% |
0.126 |
1.4% |
36% |
False |
False |
1,352 |
| 40 |
9.290 |
8.577 |
0.713 |
8.0% |
0.143 |
1.6% |
46% |
False |
False |
1,358 |
| 60 |
9.290 |
8.190 |
1.100 |
12.4% |
0.141 |
1.6% |
65% |
False |
False |
1,137 |
| 80 |
9.290 |
8.190 |
1.100 |
12.4% |
0.141 |
1.6% |
65% |
False |
False |
1,005 |
| 100 |
9.290 |
7.637 |
1.653 |
18.6% |
0.150 |
1.7% |
77% |
False |
False |
927 |
| 120 |
9.290 |
7.637 |
1.653 |
18.6% |
0.145 |
1.6% |
77% |
False |
False |
819 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
9.349 |
|
2.618 |
9.191 |
|
1.618 |
9.094 |
|
1.000 |
9.034 |
|
0.618 |
8.997 |
|
HIGH |
8.937 |
|
0.618 |
8.900 |
|
0.500 |
8.889 |
|
0.382 |
8.877 |
|
LOW |
8.840 |
|
0.618 |
8.780 |
|
1.000 |
8.743 |
|
1.618 |
8.683 |
|
2.618 |
8.586 |
|
4.250 |
8.428 |
|
|
| Fisher Pivots for day following 01-Jun-2007 |
| Pivot |
1 day |
3 day |
| R1 |
8.898 |
8.900 |
| PP |
8.893 |
8.896 |
| S1 |
8.889 |
8.893 |
|