NYMEX Natural Gas Future November 2007
Trading Metrics calculated at close of trading on 06-Jul-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jul-2007 |
06-Jul-2007 |
Change |
Change % |
Previous Week |
Open |
7.811 |
7.710 |
-0.101 |
-1.3% |
7.691 |
High |
7.811 |
7.710 |
-0.101 |
-1.3% |
7.860 |
Low |
7.655 |
7.445 |
-0.210 |
-2.7% |
7.445 |
Close |
7.702 |
7.529 |
-0.173 |
-2.2% |
7.529 |
Range |
0.156 |
0.265 |
0.109 |
69.9% |
0.415 |
ATR |
0.173 |
0.179 |
0.007 |
3.8% |
0.000 |
Volume |
1,966 |
2,322 |
356 |
18.1% |
9,764 |
|
Daily Pivots for day following 06-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8.356 |
8.208 |
7.675 |
|
R3 |
8.091 |
7.943 |
7.602 |
|
R2 |
7.826 |
7.826 |
7.578 |
|
R1 |
7.678 |
7.678 |
7.553 |
7.620 |
PP |
7.561 |
7.561 |
7.561 |
7.532 |
S1 |
7.413 |
7.413 |
7.505 |
7.355 |
S2 |
7.296 |
7.296 |
7.480 |
|
S3 |
7.031 |
7.148 |
7.456 |
|
S4 |
6.766 |
6.883 |
7.383 |
|
|
Weekly Pivots for week ending 06-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8.856 |
8.608 |
7.757 |
|
R3 |
8.441 |
8.193 |
7.643 |
|
R2 |
8.026 |
8.026 |
7.605 |
|
R1 |
7.778 |
7.778 |
7.567 |
7.695 |
PP |
7.611 |
7.611 |
7.611 |
7.570 |
S1 |
7.363 |
7.363 |
7.491 |
7.280 |
S2 |
7.196 |
7.196 |
7.453 |
|
S3 |
6.781 |
6.948 |
7.415 |
|
S4 |
6.366 |
6.533 |
7.301 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7.860 |
7.445 |
0.415 |
5.5% |
0.162 |
2.1% |
20% |
False |
True |
1,952 |
10 |
8.160 |
7.445 |
0.715 |
9.5% |
0.179 |
2.4% |
12% |
False |
True |
3,326 |
20 |
9.100 |
7.445 |
1.655 |
22.0% |
0.169 |
2.2% |
5% |
False |
True |
3,272 |
40 |
9.290 |
7.445 |
1.845 |
24.5% |
0.154 |
2.1% |
5% |
False |
True |
2,351 |
60 |
9.290 |
7.445 |
1.845 |
24.5% |
0.153 |
2.0% |
5% |
False |
True |
2,008 |
80 |
9.290 |
7.445 |
1.845 |
24.5% |
0.148 |
2.0% |
5% |
False |
True |
1,722 |
100 |
9.290 |
7.445 |
1.845 |
24.5% |
0.147 |
2.0% |
5% |
False |
True |
1,504 |
120 |
9.290 |
7.445 |
1.845 |
24.5% |
0.153 |
2.0% |
5% |
False |
True |
1,355 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8.836 |
2.618 |
8.404 |
1.618 |
8.139 |
1.000 |
7.975 |
0.618 |
7.874 |
HIGH |
7.710 |
0.618 |
7.609 |
0.500 |
7.578 |
0.382 |
7.546 |
LOW |
7.445 |
0.618 |
7.281 |
1.000 |
7.180 |
1.618 |
7.016 |
2.618 |
6.751 |
4.250 |
6.319 |
|
|
Fisher Pivots for day following 06-Jul-2007 |
Pivot |
1 day |
3 day |
R1 |
7.578 |
7.628 |
PP |
7.561 |
7.595 |
S1 |
7.545 |
7.562 |
|