NYMEX Natural Gas Future December 2007
| Trading Metrics calculated at close of trading on 19-Jun-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jun-2007 |
19-Jun-2007 |
Change |
Change % |
Previous Week |
| Open |
9.730 |
9.620 |
-0.110 |
-1.1% |
9.450 |
| High |
9.740 |
9.620 |
-0.120 |
-1.2% |
9.830 |
| Low |
9.594 |
9.450 |
-0.144 |
-1.5% |
9.425 |
| Close |
9.609 |
9.456 |
-0.153 |
-1.6% |
9.765 |
| Range |
0.146 |
0.170 |
0.024 |
16.4% |
0.405 |
| ATR |
0.142 |
0.144 |
0.002 |
1.4% |
0.000 |
| Volume |
900 |
2,692 |
1,792 |
199.1% |
8,283 |
|
| Daily Pivots for day following 19-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10.019 |
9.907 |
9.550 |
|
| R3 |
9.849 |
9.737 |
9.503 |
|
| R2 |
9.679 |
9.679 |
9.487 |
|
| R1 |
9.567 |
9.567 |
9.472 |
9.538 |
| PP |
9.509 |
9.509 |
9.509 |
9.494 |
| S1 |
9.397 |
9.397 |
9.440 |
9.368 |
| S2 |
9.339 |
9.339 |
9.425 |
|
| S3 |
9.169 |
9.227 |
9.409 |
|
| S4 |
8.999 |
9.057 |
9.363 |
|
|
| Weekly Pivots for week ending 15-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10.888 |
10.732 |
9.988 |
|
| R3 |
10.483 |
10.327 |
9.876 |
|
| R2 |
10.078 |
10.078 |
9.839 |
|
| R1 |
9.922 |
9.922 |
9.802 |
10.000 |
| PP |
9.673 |
9.673 |
9.673 |
9.713 |
| S1 |
9.517 |
9.517 |
9.728 |
9.595 |
| S2 |
9.268 |
9.268 |
9.691 |
|
| S3 |
8.863 |
9.112 |
9.654 |
|
| S4 |
8.458 |
8.707 |
9.542 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
9.830 |
9.450 |
0.380 |
4.0% |
0.142 |
1.5% |
2% |
False |
True |
1,699 |
| 10 |
9.830 |
9.425 |
0.405 |
4.3% |
0.133 |
1.4% |
8% |
False |
False |
1,496 |
| 20 |
9.838 |
9.420 |
0.418 |
4.4% |
0.127 |
1.3% |
9% |
False |
False |
1,292 |
| 40 |
9.912 |
9.402 |
0.510 |
5.4% |
0.133 |
1.4% |
11% |
False |
False |
1,097 |
| 60 |
9.912 |
9.207 |
0.705 |
7.5% |
0.142 |
1.5% |
35% |
False |
False |
1,045 |
| 80 |
9.912 |
8.839 |
1.073 |
11.3% |
0.137 |
1.5% |
58% |
False |
False |
926 |
| 100 |
9.912 |
8.685 |
1.227 |
13.0% |
0.145 |
1.5% |
63% |
False |
False |
876 |
| 120 |
9.912 |
8.310 |
1.602 |
16.9% |
0.147 |
1.6% |
72% |
False |
False |
843 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10.343 |
|
2.618 |
10.065 |
|
1.618 |
9.895 |
|
1.000 |
9.790 |
|
0.618 |
9.725 |
|
HIGH |
9.620 |
|
0.618 |
9.555 |
|
0.500 |
9.535 |
|
0.382 |
9.515 |
|
LOW |
9.450 |
|
0.618 |
9.345 |
|
1.000 |
9.280 |
|
1.618 |
9.175 |
|
2.618 |
9.005 |
|
4.250 |
8.728 |
|
|
| Fisher Pivots for day following 19-Jun-2007 |
| Pivot |
1 day |
3 day |
| R1 |
9.535 |
9.640 |
| PP |
9.509 |
9.579 |
| S1 |
9.482 |
9.517 |
|