NYMEX Natural Gas Future November 2007
| Trading Metrics calculated at close of trading on 08-Jun-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jun-2007 |
08-Jun-2007 |
Change |
Change % |
Previous Week |
| Open |
9.100 |
8.835 |
-0.265 |
-2.9% |
8.983 |
| High |
9.117 |
8.840 |
-0.277 |
-3.0% |
9.185 |
| Low |
8.870 |
8.750 |
-0.120 |
-1.4% |
8.750 |
| Close |
8.882 |
8.757 |
-0.125 |
-1.4% |
8.757 |
| Range |
0.247 |
0.090 |
-0.157 |
-63.6% |
0.435 |
| ATR |
0.160 |
0.158 |
-0.002 |
-1.2% |
0.000 |
| Volume |
1,496 |
3,295 |
1,799 |
120.3% |
7,830 |
|
| Daily Pivots for day following 08-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9.052 |
8.995 |
8.807 |
|
| R3 |
8.962 |
8.905 |
8.782 |
|
| R2 |
8.872 |
8.872 |
8.774 |
|
| R1 |
8.815 |
8.815 |
8.765 |
8.799 |
| PP |
8.782 |
8.782 |
8.782 |
8.774 |
| S1 |
8.725 |
8.725 |
8.749 |
8.709 |
| S2 |
8.692 |
8.692 |
8.741 |
|
| S3 |
8.602 |
8.635 |
8.732 |
|
| S4 |
8.512 |
8.545 |
8.708 |
|
|
| Weekly Pivots for week ending 08-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10.202 |
9.915 |
8.996 |
|
| R3 |
9.767 |
9.480 |
8.877 |
|
| R2 |
9.332 |
9.332 |
8.837 |
|
| R1 |
9.045 |
9.045 |
8.797 |
8.971 |
| PP |
8.897 |
8.897 |
8.897 |
8.861 |
| S1 |
8.610 |
8.610 |
8.717 |
8.536 |
| S2 |
8.462 |
8.462 |
8.677 |
|
| S3 |
8.027 |
8.175 |
8.637 |
|
| S4 |
7.592 |
7.740 |
8.518 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
9.185 |
8.750 |
0.435 |
5.0% |
0.164 |
1.9% |
2% |
False |
True |
1,566 |
| 10 |
9.185 |
8.690 |
0.495 |
5.7% |
0.150 |
1.7% |
14% |
False |
False |
1,503 |
| 20 |
9.290 |
8.690 |
0.600 |
6.9% |
0.140 |
1.6% |
11% |
False |
False |
1,430 |
| 40 |
9.290 |
8.577 |
0.713 |
8.1% |
0.146 |
1.7% |
25% |
False |
False |
1,376 |
| 60 |
9.290 |
8.190 |
1.100 |
12.6% |
0.141 |
1.6% |
52% |
False |
False |
1,206 |
| 80 |
9.290 |
8.190 |
1.100 |
12.6% |
0.141 |
1.6% |
52% |
False |
False |
1,062 |
| 100 |
9.290 |
7.637 |
1.653 |
18.9% |
0.150 |
1.7% |
68% |
False |
False |
972 |
| 120 |
9.290 |
7.637 |
1.653 |
18.9% |
0.148 |
1.7% |
68% |
False |
False |
867 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
9.223 |
|
2.618 |
9.076 |
|
1.618 |
8.986 |
|
1.000 |
8.930 |
|
0.618 |
8.896 |
|
HIGH |
8.840 |
|
0.618 |
8.806 |
|
0.500 |
8.795 |
|
0.382 |
8.784 |
|
LOW |
8.750 |
|
0.618 |
8.694 |
|
1.000 |
8.660 |
|
1.618 |
8.604 |
|
2.618 |
8.514 |
|
4.250 |
8.368 |
|
|
| Fisher Pivots for day following 08-Jun-2007 |
| Pivot |
1 day |
3 day |
| R1 |
8.795 |
8.952 |
| PP |
8.782 |
8.887 |
| S1 |
8.770 |
8.822 |
|