NYMEX Natural Gas Future December 2007
| Trading Metrics calculated at close of trading on 28-Jun-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jun-2007 |
28-Jun-2007 |
Change |
Change % |
Previous Week |
| Open |
8.660 |
8.800 |
0.140 |
1.6% |
9.730 |
| High |
8.801 |
8.800 |
-0.001 |
0.0% |
9.740 |
| Low |
8.596 |
8.390 |
-0.206 |
-2.4% |
8.889 |
| Close |
8.786 |
8.482 |
-0.304 |
-3.5% |
8.973 |
| Range |
0.205 |
0.410 |
0.205 |
100.0% |
0.851 |
| ATR |
0.173 |
0.190 |
0.017 |
9.8% |
0.000 |
| Volume |
5,591 |
2,002 |
-3,589 |
-64.2% |
14,363 |
|
| Daily Pivots for day following 28-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9.787 |
9.545 |
8.708 |
|
| R3 |
9.377 |
9.135 |
8.595 |
|
| R2 |
8.967 |
8.967 |
8.557 |
|
| R1 |
8.725 |
8.725 |
8.520 |
8.641 |
| PP |
8.557 |
8.557 |
8.557 |
8.516 |
| S1 |
8.315 |
8.315 |
8.444 |
8.231 |
| S2 |
8.147 |
8.147 |
8.407 |
|
| S3 |
7.737 |
7.905 |
8.369 |
|
| S4 |
7.327 |
7.495 |
8.257 |
|
|
| Weekly Pivots for week ending 22-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11.754 |
11.214 |
9.441 |
|
| R3 |
10.903 |
10.363 |
9.207 |
|
| R2 |
10.052 |
10.052 |
9.129 |
|
| R1 |
9.512 |
9.512 |
9.051 |
9.357 |
| PP |
9.201 |
9.201 |
9.201 |
9.123 |
| S1 |
8.661 |
8.661 |
8.895 |
8.506 |
| S2 |
8.350 |
8.350 |
8.817 |
|
| S3 |
7.499 |
7.810 |
8.739 |
|
| S4 |
6.648 |
6.959 |
8.505 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
9.225 |
8.390 |
0.835 |
9.8% |
0.256 |
3.0% |
11% |
False |
True |
5,284 |
| 10 |
9.830 |
8.390 |
1.440 |
17.0% |
0.225 |
2.6% |
6% |
False |
True |
3,684 |
| 20 |
9.838 |
8.390 |
1.448 |
17.1% |
0.175 |
2.1% |
6% |
False |
True |
2,509 |
| 40 |
9.912 |
8.390 |
1.522 |
17.9% |
0.154 |
1.8% |
6% |
False |
True |
1,738 |
| 60 |
9.912 |
8.390 |
1.522 |
17.9% |
0.154 |
1.8% |
6% |
False |
True |
1,471 |
| 80 |
9.912 |
8.390 |
1.522 |
17.9% |
0.147 |
1.7% |
6% |
False |
True |
1,278 |
| 100 |
9.912 |
8.390 |
1.522 |
17.9% |
0.148 |
1.7% |
6% |
False |
True |
1,164 |
| 120 |
9.912 |
8.320 |
1.592 |
18.8% |
0.155 |
1.8% |
10% |
False |
False |
1,088 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10.543 |
|
2.618 |
9.873 |
|
1.618 |
9.463 |
|
1.000 |
9.210 |
|
0.618 |
9.053 |
|
HIGH |
8.800 |
|
0.618 |
8.643 |
|
0.500 |
8.595 |
|
0.382 |
8.547 |
|
LOW |
8.390 |
|
0.618 |
8.137 |
|
1.000 |
7.980 |
|
1.618 |
7.727 |
|
2.618 |
7.317 |
|
4.250 |
6.648 |
|
|
| Fisher Pivots for day following 28-Jun-2007 |
| Pivot |
1 day |
3 day |
| R1 |
8.595 |
8.596 |
| PP |
8.557 |
8.558 |
| S1 |
8.520 |
8.520 |
|