NYMEX Natural Gas Future November 2007
Trading Metrics calculated at close of trading on 16-Jul-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jul-2007 |
16-Jul-2007 |
Change |
Change % |
Previous Week |
Open |
7.646 |
7.586 |
-0.060 |
-0.8% |
7.578 |
High |
7.782 |
7.610 |
-0.172 |
-2.2% |
7.853 |
Low |
7.634 |
7.410 |
-0.224 |
-2.9% |
7.380 |
Close |
7.721 |
7.457 |
-0.264 |
-3.4% |
7.721 |
Range |
0.148 |
0.200 |
0.052 |
35.1% |
0.473 |
ATR |
0.196 |
0.204 |
0.008 |
4.2% |
0.000 |
Volume |
5,956 |
2,388 |
-3,568 |
-59.9% |
18,203 |
|
Daily Pivots for day following 16-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8.092 |
7.975 |
7.567 |
|
R3 |
7.892 |
7.775 |
7.512 |
|
R2 |
7.692 |
7.692 |
7.494 |
|
R1 |
7.575 |
7.575 |
7.475 |
7.534 |
PP |
7.492 |
7.492 |
7.492 |
7.472 |
S1 |
7.375 |
7.375 |
7.439 |
7.334 |
S2 |
7.292 |
7.292 |
7.420 |
|
S3 |
7.092 |
7.175 |
7.402 |
|
S4 |
6.892 |
6.975 |
7.347 |
|
|
Weekly Pivots for week ending 13-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9.070 |
8.869 |
7.981 |
|
R3 |
8.597 |
8.396 |
7.851 |
|
R2 |
8.124 |
8.124 |
7.808 |
|
R1 |
7.923 |
7.923 |
7.764 |
8.024 |
PP |
7.651 |
7.651 |
7.651 |
7.702 |
S1 |
7.450 |
7.450 |
7.678 |
7.551 |
S2 |
7.178 |
7.178 |
7.634 |
|
S3 |
6.705 |
6.977 |
7.591 |
|
S4 |
6.232 |
6.504 |
7.461 |
|
|
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% |
0.213 |
2.9% |
16% |
False |
False |
3,502 |
10 |
7.860 |
7.380 |
0.480 |
6.4% |
0.184 |
2.5% |
16% |
False |
False |
2,806 |
20 |
8.842 |
7.380 |
1.462 |
19.6% |
0.193 |
2.6% |
5% |
False |
False |
3,499 |
40 |
9.185 |
7.380 |
1.805 |
24.2% |
0.164 |
2.2% |
4% |
False |
False |
2,659 |
60 |
9.290 |
7.380 |
1.910 |
25.6% |
0.161 |
2.2% |
4% |
False |
False |
2,247 |
80 |
9.290 |
7.380 |
1.910 |
25.6% |
0.156 |
2.1% |
4% |
False |
False |
1,960 |
100 |
9.290 |
7.380 |
1.910 |
25.6% |
0.151 |
2.0% |
4% |
False |
False |
1,665 |
120 |
9.290 |
7.380 |
1.910 |
25.6% |
0.154 |
2.1% |
4% |
False |
False |
1,496 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8.460 |
2.618 |
8.134 |
1.618 |
7.934 |
1.000 |
7.810 |
0.618 |
7.734 |
HIGH |
7.610 |
0.618 |
7.534 |
0.500 |
7.510 |
0.382 |
7.486 |
LOW |
7.410 |
0.618 |
7.286 |
1.000 |
7.210 |
1.618 |
7.086 |
2.618 |
6.886 |
4.250 |
6.560 |
|
|
Fisher Pivots for day following 16-Jul-2007 |
Pivot |
1 day |
3 day |
R1 |
7.510 |
7.581 |
PP |
7.492 |
7.540 |
S1 |
7.475 |
7.498 |
|