NYMEX Natural Gas Future November 2007
| Trading Metrics calculated at close of trading on 15-Jun-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jun-2007 |
15-Jun-2007 |
Change |
Change % |
Previous Week |
| Open |
8.779 |
8.993 |
0.214 |
2.4% |
8.720 |
| High |
8.925 |
9.100 |
0.175 |
2.0% |
9.100 |
| Low |
8.775 |
8.943 |
0.168 |
1.9% |
8.688 |
| Close |
8.921 |
9.031 |
0.110 |
1.2% |
9.031 |
| Range |
0.150 |
0.157 |
0.007 |
4.7% |
0.412 |
| ATR |
0.149 |
0.151 |
0.002 |
1.5% |
0.000 |
| Volume |
4,589 |
2,469 |
-2,120 |
-46.2% |
13,758 |
|
| Daily Pivots for day following 15-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9.496 |
9.420 |
9.117 |
|
| R3 |
9.339 |
9.263 |
9.074 |
|
| R2 |
9.182 |
9.182 |
9.060 |
|
| R1 |
9.106 |
9.106 |
9.045 |
9.144 |
| PP |
9.025 |
9.025 |
9.025 |
9.044 |
| S1 |
8.949 |
8.949 |
9.017 |
8.987 |
| S2 |
8.868 |
8.868 |
9.002 |
|
| S3 |
8.711 |
8.792 |
8.988 |
|
| S4 |
8.554 |
8.635 |
8.945 |
|
|
| 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 |
8.688 |
0.412 |
4.6% |
0.125 |
1.4% |
83% |
True |
False |
2,751 |
| 10 |
9.185 |
8.688 |
0.497 |
5.5% |
0.144 |
1.6% |
69% |
False |
False |
2,158 |
| 20 |
9.290 |
8.688 |
0.602 |
6.7% |
0.138 |
1.5% |
57% |
False |
False |
1,778 |
| 40 |
9.290 |
8.577 |
0.713 |
7.9% |
0.143 |
1.6% |
64% |
False |
False |
1,599 |
| 60 |
9.290 |
8.484 |
0.806 |
8.9% |
0.144 |
1.6% |
68% |
False |
False |
1,414 |
| 80 |
9.290 |
8.190 |
1.100 |
12.2% |
0.140 |
1.6% |
76% |
False |
False |
1,194 |
| 100 |
9.290 |
7.983 |
1.307 |
14.5% |
0.147 |
1.6% |
80% |
False |
False |
1,077 |
| 120 |
9.290 |
7.637 |
1.653 |
18.3% |
0.148 |
1.6% |
84% |
False |
False |
968 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
9.767 |
|
2.618 |
9.511 |
|
1.618 |
9.354 |
|
1.000 |
9.257 |
|
0.618 |
9.197 |
|
HIGH |
9.100 |
|
0.618 |
9.040 |
|
0.500 |
9.022 |
|
0.382 |
9.003 |
|
LOW |
8.943 |
|
0.618 |
8.846 |
|
1.000 |
8.786 |
|
1.618 |
8.689 |
|
2.618 |
8.532 |
|
4.250 |
8.276 |
|
|
| Fisher Pivots for day following 15-Jun-2007 |
| Pivot |
1 day |
3 day |
| R1 |
9.028 |
8.995 |
| PP |
9.025 |
8.959 |
| S1 |
9.022 |
8.924 |
|