NYMEX Natural Gas Future November 2007
Trading Metrics calculated at close of trading on 12-Jul-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jul-2007 |
12-Jul-2007 |
Change |
Change % |
Previous Week |
Open |
7.765 |
7.600 |
-0.165 |
-2.1% |
7.691 |
High |
7.853 |
7.644 |
-0.209 |
-2.7% |
7.860 |
Low |
7.625 |
7.380 |
-0.245 |
-3.2% |
7.445 |
Close |
7.637 |
7.567 |
-0.070 |
-0.9% |
7.529 |
Range |
0.228 |
0.264 |
0.036 |
15.8% |
0.415 |
ATR |
0.189 |
0.195 |
0.005 |
2.8% |
0.000 |
Volume |
3,344 |
2,887 |
-457 |
-13.7% |
9,764 |
|
Daily Pivots for day following 12-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8.322 |
8.209 |
7.712 |
|
R3 |
8.058 |
7.945 |
7.640 |
|
R2 |
7.794 |
7.794 |
7.615 |
|
R1 |
7.681 |
7.681 |
7.591 |
7.606 |
PP |
7.530 |
7.530 |
7.530 |
7.493 |
S1 |
7.417 |
7.417 |
7.543 |
7.342 |
S2 |
7.266 |
7.266 |
7.519 |
|
S3 |
7.002 |
7.153 |
7.494 |
|
S4 |
6.738 |
6.889 |
7.422 |
|
|
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 |
7.380 |
0.473 |
6.3% |
0.235 |
3.1% |
40% |
False |
True |
2,913 |
10 |
7.860 |
7.380 |
0.480 |
6.3% |
0.185 |
2.4% |
39% |
False |
True |
2,537 |
20 |
9.100 |
7.380 |
1.720 |
22.7% |
0.191 |
2.5% |
11% |
False |
True |
3,320 |
40 |
9.290 |
7.380 |
1.910 |
25.2% |
0.166 |
2.2% |
10% |
False |
True |
2,540 |
60 |
9.290 |
7.380 |
1.910 |
25.2% |
0.159 |
2.1% |
10% |
False |
True |
2,141 |
80 |
9.290 |
7.380 |
1.910 |
25.2% |
0.156 |
2.1% |
10% |
False |
True |
1,862 |
100 |
9.290 |
7.380 |
1.910 |
25.2% |
0.151 |
2.0% |
10% |
False |
True |
1,598 |
120 |
9.290 |
7.380 |
1.910 |
25.2% |
0.154 |
2.0% |
10% |
False |
True |
1,434 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8.766 |
2.618 |
8.335 |
1.618 |
8.071 |
1.000 |
7.908 |
0.618 |
7.807 |
HIGH |
7.644 |
0.618 |
7.543 |
0.500 |
7.512 |
0.382 |
7.481 |
LOW |
7.380 |
0.618 |
7.217 |
1.000 |
7.116 |
1.618 |
6.953 |
2.618 |
6.689 |
4.250 |
6.258 |
|
|
Fisher Pivots for day following 12-Jul-2007 |
Pivot |
1 day |
3 day |
R1 |
7.549 |
7.617 |
PP |
7.530 |
7.600 |
S1 |
7.512 |
7.584 |
|