NYMEX Natural Gas Future December 2007
| Trading Metrics calculated at close of trading on 21-Jun-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jun-2007 |
21-Jun-2007 |
Change |
Change % |
Previous Week |
| Open |
9.485 |
9.298 |
-0.187 |
-2.0% |
9.450 |
| High |
9.518 |
9.314 |
-0.204 |
-2.1% |
9.830 |
| Low |
9.240 |
9.104 |
-0.136 |
-1.5% |
9.425 |
| Close |
9.286 |
9.137 |
-0.149 |
-1.6% |
9.765 |
| Range |
0.278 |
0.210 |
-0.068 |
-24.5% |
0.405 |
| ATR |
0.154 |
0.158 |
0.004 |
2.6% |
0.000 |
| Volume |
1,996 |
3,453 |
1,457 |
73.0% |
8,283 |
|
| Daily Pivots for day following 21-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9.815 |
9.686 |
9.253 |
|
| R3 |
9.605 |
9.476 |
9.195 |
|
| R2 |
9.395 |
9.395 |
9.176 |
|
| R1 |
9.266 |
9.266 |
9.156 |
9.226 |
| PP |
9.185 |
9.185 |
9.185 |
9.165 |
| S1 |
9.056 |
9.056 |
9.118 |
9.016 |
| S2 |
8.975 |
8.975 |
9.099 |
|
| S3 |
8.765 |
8.846 |
9.079 |
|
| S4 |
8.555 |
8.636 |
9.022 |
|
|
| 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 |
9.104 |
0.726 |
7.9% |
0.193 |
2.1% |
5% |
False |
True |
2,084 |
| 10 |
9.830 |
9.104 |
0.726 |
7.9% |
0.152 |
1.7% |
5% |
False |
True |
1,901 |
| 20 |
9.838 |
9.104 |
0.734 |
8.0% |
0.145 |
1.6% |
4% |
False |
True |
1,503 |
| 40 |
9.912 |
9.104 |
0.808 |
8.8% |
0.139 |
1.5% |
4% |
False |
True |
1,187 |
| 60 |
9.912 |
9.104 |
0.808 |
8.8% |
0.144 |
1.6% |
4% |
False |
True |
1,110 |
| 80 |
9.912 |
8.839 |
1.073 |
11.7% |
0.138 |
1.5% |
28% |
False |
False |
986 |
| 100 |
9.912 |
8.830 |
1.082 |
11.8% |
0.145 |
1.6% |
28% |
False |
False |
926 |
| 120 |
9.912 |
8.310 |
1.602 |
17.5% |
0.149 |
1.6% |
52% |
False |
False |
884 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10.207 |
|
2.618 |
9.864 |
|
1.618 |
9.654 |
|
1.000 |
9.524 |
|
0.618 |
9.444 |
|
HIGH |
9.314 |
|
0.618 |
9.234 |
|
0.500 |
9.209 |
|
0.382 |
9.184 |
|
LOW |
9.104 |
|
0.618 |
8.974 |
|
1.000 |
8.894 |
|
1.618 |
8.764 |
|
2.618 |
8.554 |
|
4.250 |
8.212 |
|
|
| Fisher Pivots for day following 21-Jun-2007 |
| Pivot |
1 day |
3 day |
| R1 |
9.209 |
9.362 |
| PP |
9.185 |
9.287 |
| S1 |
9.161 |
9.212 |
|