NYMEX Natural Gas Future November 2007
Trading Metrics calculated at close of trading on 11-Jul-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jul-2007 |
11-Jul-2007 |
Change |
Change % |
Previous Week |
Open |
7.610 |
7.765 |
0.155 |
2.0% |
7.691 |
High |
7.769 |
7.853 |
0.084 |
1.1% |
7.860 |
Low |
7.546 |
7.625 |
0.079 |
1.0% |
7.445 |
Close |
7.744 |
7.637 |
-0.107 |
-1.4% |
7.529 |
Range |
0.223 |
0.228 |
0.005 |
2.2% |
0.415 |
ATR |
0.186 |
0.189 |
0.003 |
1.6% |
0.000 |
Volume |
2,939 |
3,344 |
405 |
13.8% |
9,764 |
|
Daily Pivots for day following 11-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8.389 |
8.241 |
7.762 |
|
R3 |
8.161 |
8.013 |
7.700 |
|
R2 |
7.933 |
7.933 |
7.679 |
|
R1 |
7.785 |
7.785 |
7.658 |
7.745 |
PP |
7.705 |
7.705 |
7.705 |
7.685 |
S1 |
7.557 |
7.557 |
7.616 |
7.517 |
S2 |
7.477 |
7.477 |
7.595 |
|
S3 |
7.249 |
7.329 |
7.574 |
|
S4 |
7.021 |
7.101 |
7.512 |
|
|
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 |
7.853 |
7.445 |
0.408 |
5.3% |
0.214 |
2.8% |
47% |
True |
False |
2,729 |
10 |
8.040 |
7.445 |
0.595 |
7.8% |
0.200 |
2.6% |
32% |
False |
False |
2,590 |
20 |
9.100 |
7.445 |
1.655 |
21.7% |
0.186 |
2.4% |
12% |
False |
False |
3,405 |
40 |
9.290 |
7.445 |
1.845 |
24.2% |
0.162 |
2.1% |
10% |
False |
False |
2,516 |
60 |
9.290 |
7.445 |
1.845 |
24.2% |
0.157 |
2.1% |
10% |
False |
False |
2,112 |
80 |
9.290 |
7.445 |
1.845 |
24.2% |
0.154 |
2.0% |
10% |
False |
False |
1,827 |
100 |
9.290 |
7.445 |
1.845 |
24.2% |
0.150 |
2.0% |
10% |
False |
False |
1,577 |
120 |
9.290 |
7.445 |
1.845 |
24.2% |
0.153 |
2.0% |
10% |
False |
False |
1,413 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8.822 |
2.618 |
8.450 |
1.618 |
8.222 |
1.000 |
8.081 |
0.618 |
7.994 |
HIGH |
7.853 |
0.618 |
7.766 |
0.500 |
7.739 |
0.382 |
7.712 |
LOW |
7.625 |
0.618 |
7.484 |
1.000 |
7.397 |
1.618 |
7.256 |
2.618 |
7.028 |
4.250 |
6.656 |
|
|
Fisher Pivots for day following 11-Jul-2007 |
Pivot |
1 day |
3 day |
R1 |
7.739 |
7.667 |
PP |
7.705 |
7.657 |
S1 |
7.671 |
7.647 |
|