NYMEX Natural Gas Future November 2007
Trading Metrics calculated at close of trading on 19-Jul-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jul-2007 |
19-Jul-2007 |
Change |
Change % |
Previous Week |
Open |
7.420 |
7.621 |
0.201 |
2.7% |
7.578 |
High |
7.650 |
7.840 |
0.190 |
2.5% |
7.853 |
Low |
7.340 |
7.621 |
0.281 |
3.8% |
7.380 |
Close |
7.621 |
7.813 |
0.192 |
2.5% |
7.721 |
Range |
0.310 |
0.219 |
-0.091 |
-29.4% |
0.473 |
ATR |
0.213 |
0.213 |
0.000 |
0.2% |
0.000 |
Volume |
4,444 |
2,784 |
-1,660 |
-37.4% |
18,203 |
|
Daily Pivots for day following 19-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8.415 |
8.333 |
7.933 |
|
R3 |
8.196 |
8.114 |
7.873 |
|
R2 |
7.977 |
7.977 |
7.853 |
|
R1 |
7.895 |
7.895 |
7.833 |
7.936 |
PP |
7.758 |
7.758 |
7.758 |
7.779 |
S1 |
7.676 |
7.676 |
7.793 |
7.717 |
S2 |
7.539 |
7.539 |
7.773 |
|
S3 |
7.320 |
7.457 |
7.753 |
|
S4 |
7.101 |
7.238 |
7.693 |
|
|
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 |
7.840 |
7.340 |
0.500 |
6.4% |
0.219 |
2.8% |
95% |
True |
False |
3,776 |
10 |
7.853 |
7.340 |
0.513 |
6.6% |
0.227 |
2.9% |
92% |
False |
False |
3,345 |
20 |
8.379 |
7.340 |
1.039 |
13.3% |
0.201 |
2.6% |
46% |
False |
False |
3,511 |
40 |
9.185 |
7.340 |
1.845 |
23.6% |
0.175 |
2.2% |
26% |
False |
False |
2,821 |
60 |
9.290 |
7.340 |
1.950 |
25.0% |
0.164 |
2.1% |
24% |
False |
False |
2,362 |
80 |
9.290 |
7.340 |
1.950 |
25.0% |
0.161 |
2.1% |
24% |
False |
False |
2,049 |
100 |
9.290 |
7.340 |
1.950 |
25.0% |
0.154 |
2.0% |
24% |
False |
False |
1,758 |
120 |
9.290 |
7.340 |
1.950 |
25.0% |
0.155 |
2.0% |
24% |
False |
False |
1,576 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8.771 |
2.618 |
8.413 |
1.618 |
8.194 |
1.000 |
8.059 |
0.618 |
7.975 |
HIGH |
7.840 |
0.618 |
7.756 |
0.500 |
7.731 |
0.382 |
7.705 |
LOW |
7.621 |
0.618 |
7.486 |
1.000 |
7.402 |
1.618 |
7.267 |
2.618 |
7.048 |
4.250 |
6.690 |
|
|
Fisher Pivots for day following 19-Jul-2007 |
Pivot |
1 day |
3 day |
R1 |
7.786 |
7.739 |
PP |
7.758 |
7.664 |
S1 |
7.731 |
7.590 |
|