NYMEX Natural Gas Future November 2007
Trading Metrics calculated at close of trading on 23-Jul-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jul-2007 |
23-Jul-2007 |
Change |
Change % |
Previous Week |
Open |
7.844 |
7.460 |
-0.384 |
-4.9% |
7.586 |
High |
7.844 |
7.460 |
-0.384 |
-4.9% |
7.844 |
Low |
7.520 |
7.208 |
-0.312 |
-4.1% |
7.340 |
Close |
7.576 |
7.229 |
-0.347 |
-4.6% |
7.576 |
Range |
0.324 |
0.252 |
-0.072 |
-22.2% |
0.504 |
ATR |
0.221 |
0.232 |
0.010 |
4.7% |
0.000 |
Volume |
2,242 |
3,422 |
1,180 |
52.6% |
15,167 |
|
Daily Pivots for day following 23-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8.055 |
7.894 |
7.368 |
|
R3 |
7.803 |
7.642 |
7.298 |
|
R2 |
7.551 |
7.551 |
7.275 |
|
R1 |
7.390 |
7.390 |
7.252 |
7.345 |
PP |
7.299 |
7.299 |
7.299 |
7.276 |
S1 |
7.138 |
7.138 |
7.206 |
7.093 |
S2 |
7.047 |
7.047 |
7.183 |
|
S3 |
6.795 |
6.886 |
7.160 |
|
S4 |
6.543 |
6.634 |
7.090 |
|
|
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 |
7.208 |
0.636 |
8.8% |
0.264 |
3.7% |
3% |
False |
True |
3,240 |
10 |
7.853 |
7.208 |
0.645 |
8.9% |
0.238 |
3.3% |
3% |
False |
True |
3,371 |
20 |
8.100 |
7.208 |
0.892 |
12.3% |
0.214 |
3.0% |
2% |
False |
True |
3,280 |
40 |
9.185 |
7.208 |
1.977 |
27.3% |
0.182 |
2.5% |
1% |
False |
True |
2,898 |
60 |
9.290 |
7.208 |
2.082 |
28.8% |
0.168 |
2.3% |
1% |
False |
True |
2,407 |
80 |
9.290 |
7.208 |
2.082 |
28.8% |
0.164 |
2.3% |
1% |
False |
True |
2,087 |
100 |
9.290 |
7.208 |
2.082 |
28.8% |
0.157 |
2.2% |
1% |
False |
True |
1,803 |
120 |
9.290 |
7.208 |
2.082 |
28.8% |
0.156 |
2.2% |
1% |
False |
True |
1,606 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8.531 |
2.618 |
8.120 |
1.618 |
7.868 |
1.000 |
7.712 |
0.618 |
7.616 |
HIGH |
7.460 |
0.618 |
7.364 |
0.500 |
7.334 |
0.382 |
7.304 |
LOW |
7.208 |
0.618 |
7.052 |
1.000 |
6.956 |
1.618 |
6.800 |
2.618 |
6.548 |
4.250 |
6.137 |
|
|
Fisher Pivots for day following 23-Jul-2007 |
Pivot |
1 day |
3 day |
R1 |
7.334 |
7.526 |
PP |
7.299 |
7.427 |
S1 |
7.264 |
7.328 |
|