NYMEX Natural Gas Future December 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 |
9.770 |
9.539 |
-0.231 |
-2.4% |
9.657 |
High |
9.790 |
9.551 |
-0.239 |
-2.4% |
9.838 |
Low |
9.582 |
9.468 |
-0.114 |
-1.2% |
9.468 |
Close |
9.587 |
9.482 |
-0.105 |
-1.1% |
9.482 |
Range |
0.208 |
0.083 |
-0.125 |
-60.1% |
0.370 |
ATR |
0.146 |
0.144 |
-0.002 |
-1.3% |
0.000 |
Volume |
664 |
1,688 |
1,024 |
154.2% |
4,770 |
|
Daily Pivots for day following 08-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9.749 |
9.699 |
9.528 |
|
R3 |
9.666 |
9.616 |
9.505 |
|
R2 |
9.583 |
9.583 |
9.497 |
|
R1 |
9.533 |
9.533 |
9.490 |
9.517 |
PP |
9.500 |
9.500 |
9.500 |
9.492 |
S1 |
9.450 |
9.450 |
9.474 |
9.434 |
S2 |
9.417 |
9.417 |
9.467 |
|
S3 |
9.334 |
9.367 |
9.459 |
|
S4 |
9.251 |
9.284 |
9.436 |
|
|
Weekly Pivots for week ending 08-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10.706 |
10.464 |
9.686 |
|
R3 |
10.336 |
10.094 |
9.584 |
|
R2 |
9.966 |
9.966 |
9.550 |
|
R1 |
9.724 |
9.724 |
9.516 |
9.660 |
PP |
9.596 |
9.596 |
9.596 |
9.564 |
S1 |
9.354 |
9.354 |
9.448 |
9.290 |
S2 |
9.226 |
9.226 |
9.414 |
|
S3 |
8.856 |
8.984 |
9.380 |
|
S4 |
8.486 |
8.614 |
9.279 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
9.838 |
9.468 |
0.370 |
3.9% |
0.141 |
1.5% |
4% |
False |
True |
954 |
10 |
9.838 |
9.420 |
0.418 |
4.4% |
0.133 |
1.4% |
15% |
False |
False |
1,147 |
20 |
9.912 |
9.420 |
0.492 |
5.2% |
0.133 |
1.4% |
13% |
False |
False |
951 |
40 |
9.912 |
9.207 |
0.705 |
7.4% |
0.140 |
1.5% |
39% |
False |
False |
887 |
60 |
9.912 |
8.860 |
1.052 |
11.1% |
0.140 |
1.5% |
59% |
False |
False |
900 |
80 |
9.912 |
8.839 |
1.073 |
11.3% |
0.139 |
1.5% |
60% |
False |
False |
820 |
100 |
9.912 |
8.320 |
1.592 |
16.8% |
0.147 |
1.6% |
73% |
False |
False |
845 |
120 |
9.912 |
8.270 |
1.642 |
17.3% |
0.148 |
1.6% |
74% |
False |
False |
762 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9.904 |
2.618 |
9.768 |
1.618 |
9.685 |
1.000 |
9.634 |
0.618 |
9.602 |
HIGH |
9.551 |
0.618 |
9.519 |
0.500 |
9.510 |
0.382 |
9.500 |
LOW |
9.468 |
0.618 |
9.417 |
1.000 |
9.385 |
1.618 |
9.334 |
2.618 |
9.251 |
4.250 |
9.115 |
|
|
Fisher Pivots for day following 08-Jun-2007 |
Pivot |
1 day |
3 day |
R1 |
9.510 |
9.630 |
PP |
9.500 |
9.580 |
S1 |
9.491 |
9.531 |
|