NYMEX Natural Gas Future November 2007
Trading Metrics calculated at close of trading on 18-Jul-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jul-2007 |
18-Jul-2007 |
Change |
Change % |
Previous Week |
Open |
7.455 |
7.420 |
-0.035 |
-0.5% |
7.578 |
High |
7.556 |
7.650 |
0.094 |
1.2% |
7.853 |
Low |
7.340 |
7.340 |
0.000 |
0.0% |
7.380 |
Close |
7.392 |
7.621 |
0.229 |
3.1% |
7.721 |
Range |
0.216 |
0.310 |
0.094 |
43.5% |
0.473 |
ATR |
0.205 |
0.213 |
0.007 |
3.6% |
0.000 |
Volume |
3,309 |
4,444 |
1,135 |
34.3% |
18,203 |
|
Daily Pivots for day following 18-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8.467 |
8.354 |
7.792 |
|
R3 |
8.157 |
8.044 |
7.706 |
|
R2 |
7.847 |
7.847 |
7.678 |
|
R1 |
7.734 |
7.734 |
7.649 |
7.791 |
PP |
7.537 |
7.537 |
7.537 |
7.565 |
S1 |
7.424 |
7.424 |
7.593 |
7.481 |
S2 |
7.227 |
7.227 |
7.564 |
|
S3 |
6.917 |
7.114 |
7.536 |
|
S4 |
6.607 |
6.804 |
7.451 |
|
|
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 |
7.782 |
7.340 |
0.442 |
5.8% |
0.228 |
3.0% |
64% |
False |
True |
3,796 |
10 |
7.853 |
7.340 |
0.513 |
6.7% |
0.221 |
2.9% |
55% |
False |
True |
3,263 |
20 |
8.557 |
7.340 |
1.217 |
16.0% |
0.198 |
2.6% |
23% |
False |
True |
3,615 |
40 |
9.185 |
7.340 |
1.845 |
24.2% |
0.172 |
2.3% |
15% |
False |
True |
2,763 |
60 |
9.290 |
7.340 |
1.950 |
25.6% |
0.163 |
2.1% |
14% |
False |
True |
2,356 |
80 |
9.290 |
7.340 |
1.950 |
25.6% |
0.160 |
2.1% |
14% |
False |
True |
2,036 |
100 |
9.290 |
7.340 |
1.950 |
25.6% |
0.153 |
2.0% |
14% |
False |
True |
1,733 |
120 |
9.290 |
7.340 |
1.950 |
25.6% |
0.155 |
2.0% |
14% |
False |
True |
1,555 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8.968 |
2.618 |
8.462 |
1.618 |
8.152 |
1.000 |
7.960 |
0.618 |
7.842 |
HIGH |
7.650 |
0.618 |
7.532 |
0.500 |
7.495 |
0.382 |
7.458 |
LOW |
7.340 |
0.618 |
7.148 |
1.000 |
7.030 |
1.618 |
6.838 |
2.618 |
6.528 |
4.250 |
6.023 |
|
|
Fisher Pivots for day following 18-Jul-2007 |
Pivot |
1 day |
3 day |
R1 |
7.579 |
7.579 |
PP |
7.537 |
7.537 |
S1 |
7.495 |
7.495 |
|