NYMEX Natural Gas Future December 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 |
8.800 |
8.463 |
-0.337 |
-3.8% |
8.900 |
High |
8.800 |
8.600 |
-0.200 |
-2.3% |
8.967 |
Low |
8.390 |
8.450 |
0.060 |
0.7% |
8.390 |
Close |
8.482 |
8.573 |
0.091 |
1.1% |
8.573 |
Range |
0.410 |
0.150 |
-0.260 |
-63.4% |
0.577 |
ATR |
0.190 |
0.187 |
-0.003 |
-1.5% |
0.000 |
Volume |
2,002 |
8,662 |
6,660 |
332.7% |
29,763 |
|
Daily Pivots for day following 29-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8.991 |
8.932 |
8.656 |
|
R3 |
8.841 |
8.782 |
8.614 |
|
R2 |
8.691 |
8.691 |
8.601 |
|
R1 |
8.632 |
8.632 |
8.587 |
8.662 |
PP |
8.541 |
8.541 |
8.541 |
8.556 |
S1 |
8.482 |
8.482 |
8.559 |
8.512 |
S2 |
8.391 |
8.391 |
8.546 |
|
S3 |
8.241 |
8.332 |
8.532 |
|
S4 |
8.091 |
8.182 |
8.491 |
|
|
Weekly Pivots for week ending 29-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10.374 |
10.051 |
8.890 |
|
R3 |
9.797 |
9.474 |
8.732 |
|
R2 |
9.220 |
9.220 |
8.679 |
|
R1 |
8.897 |
8.897 |
8.626 |
8.770 |
PP |
8.643 |
8.643 |
8.643 |
8.580 |
S1 |
8.320 |
8.320 |
8.520 |
8.193 |
S2 |
8.066 |
8.066 |
8.467 |
|
S3 |
7.489 |
7.743 |
8.414 |
|
S4 |
6.912 |
7.166 |
8.256 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
8.967 |
8.390 |
0.577 |
6.7% |
0.219 |
2.6% |
32% |
False |
False |
5,952 |
10 |
9.740 |
8.390 |
1.350 |
15.7% |
0.224 |
2.6% |
14% |
False |
False |
4,412 |
20 |
9.838 |
8.390 |
1.448 |
16.9% |
0.178 |
2.1% |
13% |
False |
False |
2,858 |
40 |
9.912 |
8.390 |
1.522 |
17.8% |
0.151 |
1.8% |
12% |
False |
False |
1,926 |
60 |
9.912 |
8.390 |
1.522 |
17.8% |
0.154 |
1.8% |
12% |
False |
False |
1,606 |
80 |
9.912 |
8.390 |
1.522 |
17.8% |
0.148 |
1.7% |
12% |
False |
False |
1,380 |
100 |
9.912 |
8.390 |
1.522 |
17.8% |
0.148 |
1.7% |
12% |
False |
False |
1,246 |
120 |
9.912 |
8.320 |
1.592 |
18.6% |
0.154 |
1.8% |
16% |
False |
False |
1,155 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9.238 |
2.618 |
8.993 |
1.618 |
8.843 |
1.000 |
8.750 |
0.618 |
8.693 |
HIGH |
8.600 |
0.618 |
8.543 |
0.500 |
8.525 |
0.382 |
8.507 |
LOW |
8.450 |
0.618 |
8.357 |
1.000 |
8.300 |
1.618 |
8.207 |
2.618 |
8.057 |
4.250 |
7.813 |
|
|
Fisher Pivots for day following 29-Jun-2007 |
Pivot |
1 day |
3 day |
R1 |
8.557 |
8.596 |
PP |
8.541 |
8.588 |
S1 |
8.525 |
8.581 |
|