NYMEX Natural Gas Future November 2007
Trading Metrics calculated at close of trading on 20-Jul-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jul-2007 |
20-Jul-2007 |
Change |
Change % |
Previous Week |
Open |
7.621 |
7.844 |
0.223 |
2.9% |
7.586 |
High |
7.840 |
7.844 |
0.004 |
0.1% |
7.844 |
Low |
7.621 |
7.520 |
-0.101 |
-1.3% |
7.340 |
Close |
7.813 |
7.576 |
-0.237 |
-3.0% |
7.576 |
Range |
0.219 |
0.324 |
0.105 |
47.9% |
0.504 |
ATR |
0.213 |
0.221 |
0.008 |
3.7% |
0.000 |
Volume |
2,784 |
2,242 |
-542 |
-19.5% |
15,167 |
|
Daily Pivots for day following 20-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8.619 |
8.421 |
7.754 |
|
R3 |
8.295 |
8.097 |
7.665 |
|
R2 |
7.971 |
7.971 |
7.635 |
|
R1 |
7.773 |
7.773 |
7.606 |
7.710 |
PP |
7.647 |
7.647 |
7.647 |
7.615 |
S1 |
7.449 |
7.449 |
7.546 |
7.386 |
S2 |
7.323 |
7.323 |
7.517 |
|
S3 |
6.999 |
7.125 |
7.487 |
|
S4 |
6.675 |
6.801 |
7.398 |
|
|
Weekly Pivots for week ending 20-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9.099 |
8.841 |
7.853 |
|
R3 |
8.595 |
8.337 |
7.715 |
|
R2 |
8.091 |
8.091 |
7.668 |
|
R1 |
7.833 |
7.833 |
7.622 |
7.710 |
PP |
7.587 |
7.587 |
7.587 |
7.525 |
S1 |
7.329 |
7.329 |
7.530 |
7.206 |
S2 |
7.083 |
7.083 |
7.484 |
|
S3 |
6.579 |
6.825 |
7.437 |
|
S4 |
6.075 |
6.321 |
7.299 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7.844 |
7.340 |
0.504 |
6.7% |
0.254 |
3.4% |
47% |
True |
False |
3,033 |
10 |
7.853 |
7.340 |
0.513 |
6.8% |
0.233 |
3.1% |
46% |
False |
False |
3,337 |
20 |
8.160 |
7.340 |
0.820 |
10.8% |
0.206 |
2.7% |
29% |
False |
False |
3,331 |
40 |
9.185 |
7.340 |
1.845 |
24.4% |
0.180 |
2.4% |
13% |
False |
False |
2,846 |
60 |
9.290 |
7.340 |
1.950 |
25.7% |
0.168 |
2.2% |
12% |
False |
False |
2,369 |
80 |
9.290 |
7.340 |
1.950 |
25.7% |
0.162 |
2.1% |
12% |
False |
False |
2,069 |
100 |
9.290 |
7.340 |
1.950 |
25.7% |
0.156 |
2.1% |
12% |
False |
False |
1,774 |
120 |
9.290 |
7.340 |
1.950 |
25.7% |
0.156 |
2.1% |
12% |
False |
False |
1,587 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9.221 |
2.618 |
8.692 |
1.618 |
8.368 |
1.000 |
8.168 |
0.618 |
8.044 |
HIGH |
7.844 |
0.618 |
7.720 |
0.500 |
7.682 |
0.382 |
7.644 |
LOW |
7.520 |
0.618 |
7.320 |
1.000 |
7.196 |
1.618 |
6.996 |
2.618 |
6.672 |
4.250 |
6.143 |
|
|
Fisher Pivots for day following 20-Jul-2007 |
Pivot |
1 day |
3 day |
R1 |
7.682 |
7.592 |
PP |
7.647 |
7.587 |
S1 |
7.611 |
7.581 |
|