NYMEX Natural Gas Future November 2007
Trading Metrics calculated at close of trading on 25-Jul-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jul-2007 |
25-Jul-2007 |
Change |
Change % |
Previous Week |
Open |
7.200 |
7.051 |
-0.149 |
-2.1% |
7.586 |
High |
7.200 |
7.272 |
0.072 |
1.0% |
7.844 |
Low |
7.025 |
7.000 |
-0.025 |
-0.4% |
7.340 |
Close |
7.078 |
7.228 |
0.150 |
2.1% |
7.576 |
Range |
0.175 |
0.272 |
0.097 |
55.4% |
0.504 |
ATR |
0.230 |
0.233 |
0.003 |
1.3% |
0.000 |
Volume |
7,480 |
4,188 |
-3,292 |
-44.0% |
15,167 |
|
Daily Pivots for day following 25-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7.983 |
7.877 |
7.378 |
|
R3 |
7.711 |
7.605 |
7.303 |
|
R2 |
7.439 |
7.439 |
7.278 |
|
R1 |
7.333 |
7.333 |
7.253 |
7.386 |
PP |
7.167 |
7.167 |
7.167 |
7.193 |
S1 |
7.061 |
7.061 |
7.203 |
7.114 |
S2 |
6.895 |
6.895 |
7.178 |
|
S3 |
6.623 |
6.789 |
7.153 |
|
S4 |
6.351 |
6.517 |
7.078 |
|
|
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 |
7.000 |
0.844 |
11.7% |
0.248 |
3.4% |
27% |
False |
True |
4,023 |
10 |
7.844 |
7.000 |
0.844 |
11.7% |
0.238 |
3.3% |
27% |
False |
True |
3,910 |
20 |
8.040 |
7.000 |
1.040 |
14.4% |
0.219 |
3.0% |
22% |
False |
True |
3,250 |
40 |
9.185 |
7.000 |
2.185 |
30.2% |
0.186 |
2.6% |
10% |
False |
True |
3,131 |
60 |
9.290 |
7.000 |
2.290 |
31.7% |
0.170 |
2.4% |
10% |
False |
True |
2,553 |
80 |
9.290 |
7.000 |
2.290 |
31.7% |
0.166 |
2.3% |
10% |
False |
True |
2,218 |
100 |
9.290 |
7.000 |
2.290 |
31.7% |
0.159 |
2.2% |
10% |
False |
True |
1,904 |
120 |
9.290 |
7.000 |
2.290 |
31.7% |
0.157 |
2.2% |
10% |
False |
True |
1,691 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8.428 |
2.618 |
7.984 |
1.618 |
7.712 |
1.000 |
7.544 |
0.618 |
7.440 |
HIGH |
7.272 |
0.618 |
7.168 |
0.500 |
7.136 |
0.382 |
7.104 |
LOW |
7.000 |
0.618 |
6.832 |
1.000 |
6.728 |
1.618 |
6.560 |
2.618 |
6.288 |
4.250 |
5.844 |
|
|
Fisher Pivots for day following 25-Jul-2007 |
Pivot |
1 day |
3 day |
R1 |
7.197 |
7.230 |
PP |
7.167 |
7.229 |
S1 |
7.136 |
7.229 |
|