NYMEX Natural Gas Future November 2007
| Trading Metrics calculated at close of trading on 12-Jun-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jun-2007 |
12-Jun-2007 |
Change |
Change % |
Previous Week |
| Open |
8.720 |
8.739 |
0.019 |
0.2% |
8.983 |
| High |
8.790 |
8.806 |
0.016 |
0.2% |
9.185 |
| Low |
8.688 |
8.708 |
0.020 |
0.2% |
8.750 |
| Close |
8.727 |
8.804 |
0.077 |
0.9% |
8.757 |
| Range |
0.102 |
0.098 |
-0.004 |
-3.9% |
0.435 |
| ATR |
0.154 |
0.150 |
-0.004 |
-2.6% |
0.000 |
| Volume |
1,740 |
2,479 |
739 |
42.5% |
7,830 |
|
| Daily Pivots for day following 12-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9.067 |
9.033 |
8.858 |
|
| R3 |
8.969 |
8.935 |
8.831 |
|
| R2 |
8.871 |
8.871 |
8.822 |
|
| R1 |
8.837 |
8.837 |
8.813 |
8.854 |
| PP |
8.773 |
8.773 |
8.773 |
8.781 |
| S1 |
8.739 |
8.739 |
8.795 |
8.756 |
| S2 |
8.675 |
8.675 |
8.786 |
|
| S3 |
8.577 |
8.641 |
8.777 |
|
| S4 |
8.479 |
8.543 |
8.750 |
|
|
| 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 |
9.153 |
8.688 |
0.465 |
5.3% |
0.132 |
1.5% |
25% |
False |
False |
2,007 |
| 10 |
9.185 |
8.688 |
0.497 |
5.6% |
0.136 |
1.5% |
23% |
False |
False |
1,638 |
| 20 |
9.290 |
8.688 |
0.602 |
6.8% |
0.135 |
1.5% |
19% |
False |
False |
1,546 |
| 40 |
9.290 |
8.577 |
0.713 |
8.1% |
0.142 |
1.6% |
32% |
False |
False |
1,422 |
| 60 |
9.290 |
8.190 |
1.100 |
12.5% |
0.142 |
1.6% |
56% |
False |
False |
1,263 |
| 80 |
9.290 |
8.190 |
1.100 |
12.5% |
0.141 |
1.6% |
56% |
False |
False |
1,101 |
| 100 |
9.290 |
7.983 |
1.307 |
14.8% |
0.148 |
1.7% |
63% |
False |
False |
1,003 |
| 120 |
9.290 |
7.637 |
1.653 |
18.8% |
0.147 |
1.7% |
71% |
False |
False |
893 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
9.223 |
|
2.618 |
9.063 |
|
1.618 |
8.965 |
|
1.000 |
8.904 |
|
0.618 |
8.867 |
|
HIGH |
8.806 |
|
0.618 |
8.769 |
|
0.500 |
8.757 |
|
0.382 |
8.745 |
|
LOW |
8.708 |
|
0.618 |
8.647 |
|
1.000 |
8.610 |
|
1.618 |
8.549 |
|
2.618 |
8.451 |
|
4.250 |
8.292 |
|
|
| Fisher Pivots for day following 12-Jun-2007 |
| Pivot |
1 day |
3 day |
| R1 |
8.788 |
8.791 |
| PP |
8.773 |
8.777 |
| S1 |
8.757 |
8.764 |
|