NYMEX Natural Gas Future November 2007
Trading Metrics calculated at close of trading on 03-Jul-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jul-2007 |
03-Jul-2007 |
Change |
Change % |
Previous Week |
Open |
7.691 |
7.860 |
0.169 |
2.2% |
8.150 |
High |
7.832 |
7.860 |
0.028 |
0.4% |
8.160 |
Low |
7.600 |
7.755 |
0.155 |
2.0% |
7.630 |
Close |
7.799 |
7.814 |
0.015 |
0.2% |
7.803 |
Range |
0.232 |
0.105 |
-0.127 |
-54.7% |
0.530 |
ATR |
0.189 |
0.183 |
-0.006 |
-3.2% |
0.000 |
Volume |
2,292 |
1,592 |
-700 |
-30.5% |
23,504 |
|
Daily Pivots for day following 03-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8.125 |
8.074 |
7.872 |
|
R3 |
8.020 |
7.969 |
7.843 |
|
R2 |
7.915 |
7.915 |
7.833 |
|
R1 |
7.864 |
7.864 |
7.824 |
7.837 |
PP |
7.810 |
7.810 |
7.810 |
7.796 |
S1 |
7.759 |
7.759 |
7.804 |
7.732 |
S2 |
7.705 |
7.705 |
7.795 |
|
S3 |
7.600 |
7.654 |
7.785 |
|
S4 |
7.495 |
7.549 |
7.756 |
|
|
Weekly Pivots for week ending 29-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9.454 |
9.159 |
8.095 |
|
R3 |
8.924 |
8.629 |
7.949 |
|
R2 |
8.394 |
8.394 |
7.900 |
|
R1 |
8.099 |
8.099 |
7.852 |
7.982 |
PP |
7.864 |
7.864 |
7.864 |
7.806 |
S1 |
7.569 |
7.569 |
7.754 |
7.452 |
S2 |
7.334 |
7.334 |
7.706 |
|
S3 |
6.804 |
7.039 |
7.657 |
|
S4 |
6.274 |
6.509 |
7.512 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
8.100 |
7.600 |
0.500 |
6.4% |
0.217 |
2.8% |
43% |
False |
False |
3,689 |
10 |
8.732 |
7.600 |
1.132 |
14.5% |
0.197 |
2.5% |
19% |
False |
False |
4,156 |
20 |
9.153 |
7.600 |
1.553 |
19.9% |
0.169 |
2.2% |
14% |
False |
False |
3,269 |
40 |
9.290 |
7.600 |
1.690 |
21.6% |
0.151 |
1.9% |
13% |
False |
False |
2,276 |
60 |
9.290 |
7.600 |
1.690 |
21.6% |
0.152 |
2.0% |
13% |
False |
False |
1,983 |
80 |
9.290 |
7.600 |
1.690 |
21.6% |
0.149 |
1.9% |
13% |
False |
False |
1,676 |
100 |
9.290 |
7.600 |
1.690 |
21.6% |
0.148 |
1.9% |
13% |
False |
False |
1,460 |
120 |
9.290 |
7.600 |
1.690 |
21.6% |
0.154 |
2.0% |
13% |
False |
False |
1,324 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8.306 |
2.618 |
8.135 |
1.618 |
8.030 |
1.000 |
7.965 |
0.618 |
7.925 |
HIGH |
7.860 |
0.618 |
7.820 |
0.500 |
7.808 |
0.382 |
7.795 |
LOW |
7.755 |
0.618 |
7.690 |
1.000 |
7.650 |
1.618 |
7.585 |
2.618 |
7.480 |
4.250 |
7.309 |
|
|
Fisher Pivots for day following 03-Jul-2007 |
Pivot |
1 day |
3 day |
R1 |
7.812 |
7.786 |
PP |
7.810 |
7.758 |
S1 |
7.808 |
7.730 |
|