NYMEX Natural Gas Future November 2007
Trading Metrics calculated at close of trading on 05-Jul-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jul-2007 |
05-Jul-2007 |
Change |
Change % |
Previous Week |
Open |
7.811 |
7.811 |
0.000 |
0.0% |
8.150 |
High |
7.811 |
7.811 |
0.000 |
0.0% |
8.160 |
Low |
7.760 |
7.655 |
-0.105 |
-1.4% |
7.630 |
Close |
7.760 |
7.702 |
-0.058 |
-0.7% |
7.803 |
Range |
0.051 |
0.156 |
0.105 |
205.9% |
0.530 |
ATR |
0.174 |
0.173 |
-0.001 |
-0.7% |
0.000 |
Volume |
1,592 |
1,966 |
374 |
23.5% |
23,504 |
|
Daily Pivots for day following 05-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8.191 |
8.102 |
7.788 |
|
R3 |
8.035 |
7.946 |
7.745 |
|
R2 |
7.879 |
7.879 |
7.731 |
|
R1 |
7.790 |
7.790 |
7.716 |
7.757 |
PP |
7.723 |
7.723 |
7.723 |
7.706 |
S1 |
7.634 |
7.634 |
7.688 |
7.601 |
S2 |
7.567 |
7.567 |
7.673 |
|
S3 |
7.411 |
7.478 |
7.659 |
|
S4 |
7.255 |
7.322 |
7.616 |
|
|
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 |
7.860 |
7.600 |
0.260 |
3.4% |
0.135 |
1.7% |
39% |
False |
False |
2,161 |
10 |
8.379 |
7.600 |
0.779 |
10.1% |
0.175 |
2.3% |
13% |
False |
False |
3,677 |
20 |
9.100 |
7.600 |
1.500 |
19.5% |
0.161 |
2.1% |
7% |
False |
False |
3,321 |
40 |
9.290 |
7.600 |
1.690 |
21.9% |
0.150 |
1.9% |
6% |
False |
False |
2,318 |
60 |
9.290 |
7.600 |
1.690 |
21.9% |
0.151 |
2.0% |
6% |
False |
False |
1,992 |
80 |
9.290 |
7.600 |
1.690 |
21.9% |
0.147 |
1.9% |
6% |
False |
False |
1,701 |
100 |
9.290 |
7.600 |
1.690 |
21.9% |
0.146 |
1.9% |
6% |
False |
False |
1,483 |
120 |
9.290 |
7.600 |
1.690 |
21.9% |
0.153 |
2.0% |
6% |
False |
False |
1,341 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8.474 |
2.618 |
8.219 |
1.618 |
8.063 |
1.000 |
7.967 |
0.618 |
7.907 |
HIGH |
7.811 |
0.618 |
7.751 |
0.500 |
7.733 |
0.382 |
7.715 |
LOW |
7.655 |
0.618 |
7.559 |
1.000 |
7.499 |
1.618 |
7.403 |
2.618 |
7.247 |
4.250 |
6.992 |
|
|
Fisher Pivots for day following 05-Jul-2007 |
Pivot |
1 day |
3 day |
R1 |
7.733 |
7.758 |
PP |
7.723 |
7.739 |
S1 |
7.712 |
7.721 |
|