NYMEX Natural Gas Future November 2007
| Trading Metrics calculated at close of trading on 29-Jun-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jun-2007 |
29-Jun-2007 |
Change |
Change % |
Previous Week |
| Open |
8.040 |
7.773 |
-0.267 |
-3.3% |
8.150 |
| High |
8.040 |
7.817 |
-0.223 |
-2.8% |
8.160 |
| Low |
7.630 |
7.688 |
0.058 |
0.8% |
7.630 |
| Close |
7.707 |
7.803 |
0.096 |
1.2% |
7.803 |
| Range |
0.410 |
0.129 |
-0.281 |
-68.5% |
0.530 |
| ATR |
0.190 |
0.186 |
-0.004 |
-2.3% |
0.000 |
| Volume |
3,412 |
3,366 |
-46 |
-1.3% |
23,504 |
|
| Daily Pivots for day following 29-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8.156 |
8.109 |
7.874 |
|
| R3 |
8.027 |
7.980 |
7.838 |
|
| R2 |
7.898 |
7.898 |
7.827 |
|
| R1 |
7.851 |
7.851 |
7.815 |
7.875 |
| PP |
7.769 |
7.769 |
7.769 |
7.781 |
| S1 |
7.722 |
7.722 |
7.791 |
7.746 |
| S2 |
7.640 |
7.640 |
7.779 |
|
| S3 |
7.511 |
7.593 |
7.768 |
|
| S4 |
7.382 |
7.464 |
7.732 |
|
|
| Weekly Pivots for week ending 29-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9.454 |
9.159 |
8.095 |
|
| R3 |
8.924 |
8.629 |
7.949 |
|
| R2 |
8.394 |
8.394 |
7.900 |
|
| R1 |
8.099 |
8.099 |
7.852 |
7.982 |
| PP |
7.864 |
7.864 |
7.864 |
7.806 |
| S1 |
7.569 |
7.569 |
7.754 |
7.452 |
| S2 |
7.334 |
7.334 |
7.706 |
|
| S3 |
6.804 |
7.039 |
7.657 |
|
| S4 |
6.274 |
6.509 |
7.512 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
8.160 |
7.630 |
0.530 |
6.8% |
0.196 |
2.5% |
33% |
False |
False |
4,700 |
| 10 |
8.995 |
7.630 |
1.365 |
17.5% |
0.195 |
2.5% |
13% |
False |
False |
4,193 |
| 20 |
9.185 |
7.630 |
1.555 |
19.9% |
0.170 |
2.2% |
11% |
False |
False |
3,176 |
| 40 |
9.290 |
7.630 |
1.660 |
21.3% |
0.148 |
1.9% |
10% |
False |
False |
2,264 |
| 60 |
9.290 |
7.630 |
1.660 |
21.3% |
0.152 |
1.9% |
10% |
False |
False |
1,964 |
| 80 |
9.290 |
7.630 |
1.660 |
21.3% |
0.148 |
1.9% |
10% |
False |
False |
1,647 |
| 100 |
9.290 |
7.630 |
1.660 |
21.3% |
0.147 |
1.9% |
10% |
False |
False |
1,439 |
| 120 |
9.290 |
7.630 |
1.660 |
21.3% |
0.153 |
2.0% |
10% |
False |
False |
1,301 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
8.365 |
|
2.618 |
8.155 |
|
1.618 |
8.026 |
|
1.000 |
7.946 |
|
0.618 |
7.897 |
|
HIGH |
7.817 |
|
0.618 |
7.768 |
|
0.500 |
7.753 |
|
0.382 |
7.737 |
|
LOW |
7.688 |
|
0.618 |
7.608 |
|
1.000 |
7.559 |
|
1.618 |
7.479 |
|
2.618 |
7.350 |
|
4.250 |
7.140 |
|
|
| Fisher Pivots for day following 29-Jun-2007 |
| Pivot |
1 day |
3 day |
| R1 |
7.786 |
7.865 |
| PP |
7.769 |
7.844 |
| S1 |
7.753 |
7.824 |
|