NYMEX Natural Gas Future November 2007
Trading Metrics calculated at close of trading on 09-Jul-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jul-2007 |
09-Jul-2007 |
Change |
Change % |
Previous Week |
Open |
7.710 |
7.578 |
-0.132 |
-1.7% |
7.691 |
High |
7.710 |
7.676 |
-0.034 |
-0.4% |
7.860 |
Low |
7.445 |
7.480 |
0.035 |
0.5% |
7.445 |
Close |
7.529 |
7.503 |
-0.026 |
-0.3% |
7.529 |
Range |
0.265 |
0.196 |
-0.069 |
-26.0% |
0.415 |
ATR |
0.179 |
0.180 |
0.001 |
0.7% |
0.000 |
Volume |
2,322 |
3,077 |
755 |
32.5% |
9,764 |
|
Daily Pivots for day following 09-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8.141 |
8.018 |
7.611 |
|
R3 |
7.945 |
7.822 |
7.557 |
|
R2 |
7.749 |
7.749 |
7.539 |
|
R1 |
7.626 |
7.626 |
7.521 |
7.590 |
PP |
7.553 |
7.553 |
7.553 |
7.535 |
S1 |
7.430 |
7.430 |
7.485 |
7.394 |
S2 |
7.357 |
7.357 |
7.467 |
|
S3 |
7.161 |
7.234 |
7.449 |
|
S4 |
6.965 |
7.038 |
7.395 |
|
|
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% |
0.155 |
2.1% |
14% |
False |
False |
2,109 |
10 |
8.100 |
7.445 |
0.655 |
8.7% |
0.189 |
2.5% |
9% |
False |
False |
3,189 |
20 |
9.100 |
7.445 |
1.655 |
22.1% |
0.174 |
2.3% |
4% |
False |
False |
3,339 |
40 |
9.290 |
7.445 |
1.845 |
24.6% |
0.154 |
2.1% |
3% |
False |
False |
2,402 |
60 |
9.290 |
7.445 |
1.845 |
24.6% |
0.154 |
2.1% |
3% |
False |
False |
2,030 |
80 |
9.290 |
7.445 |
1.845 |
24.6% |
0.149 |
2.0% |
3% |
False |
False |
1,758 |
100 |
9.290 |
7.445 |
1.845 |
24.6% |
0.148 |
2.0% |
3% |
False |
False |
1,533 |
120 |
9.290 |
7.445 |
1.845 |
24.6% |
0.153 |
2.0% |
3% |
False |
False |
1,375 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8.509 |
2.618 |
8.189 |
1.618 |
7.993 |
1.000 |
7.872 |
0.618 |
7.797 |
HIGH |
7.676 |
0.618 |
7.601 |
0.500 |
7.578 |
0.382 |
7.555 |
LOW |
7.480 |
0.618 |
7.359 |
1.000 |
7.284 |
1.618 |
7.163 |
2.618 |
6.967 |
4.250 |
6.647 |
|
|
Fisher Pivots for day following 09-Jul-2007 |
Pivot |
1 day |
3 day |
R1 |
7.578 |
7.628 |
PP |
7.553 |
7.586 |
S1 |
7.528 |
7.545 |
|