NYMEX Natural Gas Future November 2007
| Trading Metrics calculated at close of trading on 14-Jun-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jun-2007 |
14-Jun-2007 |
Change |
Change % |
Previous Week |
| Open |
8.804 |
8.779 |
-0.025 |
-0.3% |
8.983 |
| High |
8.865 |
8.925 |
0.060 |
0.7% |
9.185 |
| Low |
8.747 |
8.775 |
0.028 |
0.3% |
8.750 |
| Close |
8.760 |
8.921 |
0.161 |
1.8% |
8.757 |
| Range |
0.118 |
0.150 |
0.032 |
27.1% |
0.435 |
| ATR |
0.147 |
0.149 |
0.001 |
0.9% |
0.000 |
| Volume |
2,481 |
4,589 |
2,108 |
85.0% |
7,830 |
|
| Daily Pivots for day following 14-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9.324 |
9.272 |
9.004 |
|
| R3 |
9.174 |
9.122 |
8.962 |
|
| R2 |
9.024 |
9.024 |
8.949 |
|
| R1 |
8.972 |
8.972 |
8.935 |
8.998 |
| PP |
8.874 |
8.874 |
8.874 |
8.887 |
| S1 |
8.822 |
8.822 |
8.907 |
8.848 |
| S2 |
8.724 |
8.724 |
8.894 |
|
| S3 |
8.574 |
8.672 |
8.880 |
|
| S4 |
8.424 |
8.522 |
8.839 |
|
|
| 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 |
8.925 |
8.688 |
0.237 |
2.7% |
0.112 |
1.3% |
98% |
True |
False |
2,916 |
| 10 |
9.185 |
8.688 |
0.497 |
5.6% |
0.138 |
1.6% |
47% |
False |
False |
1,979 |
| 20 |
9.290 |
8.688 |
0.602 |
6.7% |
0.141 |
1.6% |
39% |
False |
False |
1,759 |
| 40 |
9.290 |
8.577 |
0.713 |
8.0% |
0.143 |
1.6% |
48% |
False |
False |
1,551 |
| 60 |
9.290 |
8.280 |
1.010 |
11.3% |
0.145 |
1.6% |
63% |
False |
False |
1,376 |
| 80 |
9.290 |
8.190 |
1.100 |
12.3% |
0.140 |
1.6% |
66% |
False |
False |
1,168 |
| 100 |
9.290 |
7.983 |
1.307 |
14.7% |
0.147 |
1.6% |
72% |
False |
False |
1,057 |
| 120 |
9.290 |
7.637 |
1.653 |
18.5% |
0.148 |
1.7% |
78% |
False |
False |
949 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
9.563 |
|
2.618 |
9.318 |
|
1.618 |
9.168 |
|
1.000 |
9.075 |
|
0.618 |
9.018 |
|
HIGH |
8.925 |
|
0.618 |
8.868 |
|
0.500 |
8.850 |
|
0.382 |
8.832 |
|
LOW |
8.775 |
|
0.618 |
8.682 |
|
1.000 |
8.625 |
|
1.618 |
8.532 |
|
2.618 |
8.382 |
|
4.250 |
8.138 |
|
|
| Fisher Pivots for day following 14-Jun-2007 |
| Pivot |
1 day |
3 day |
| R1 |
8.897 |
8.886 |
| PP |
8.874 |
8.851 |
| S1 |
8.850 |
8.817 |
|