NYMEX Natural Gas Future November 2007
Trading Metrics calculated at close of trading on 27-Jul-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jul-2007 |
27-Jul-2007 |
Change |
Change % |
Previous Week |
Open |
7.250 |
7.281 |
0.031 |
0.4% |
7.460 |
High |
7.355 |
7.461 |
0.106 |
1.4% |
7.461 |
Low |
7.204 |
7.272 |
0.068 |
0.9% |
7.000 |
Close |
7.281 |
7.411 |
0.130 |
1.8% |
7.411 |
Range |
0.151 |
0.189 |
0.038 |
25.2% |
0.461 |
ATR |
0.227 |
0.224 |
-0.003 |
-1.2% |
0.000 |
Volume |
3,189 |
4,516 |
1,327 |
41.6% |
22,795 |
|
Daily Pivots for day following 27-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7.948 |
7.869 |
7.515 |
|
R3 |
7.759 |
7.680 |
7.463 |
|
R2 |
7.570 |
7.570 |
7.446 |
|
R1 |
7.491 |
7.491 |
7.428 |
7.531 |
PP |
7.381 |
7.381 |
7.381 |
7.401 |
S1 |
7.302 |
7.302 |
7.394 |
7.342 |
S2 |
7.192 |
7.192 |
7.376 |
|
S3 |
7.003 |
7.113 |
7.359 |
|
S4 |
6.814 |
6.924 |
7.307 |
|
|
Weekly Pivots for week ending 27-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8.674 |
8.503 |
7.665 |
|
R3 |
8.213 |
8.042 |
7.538 |
|
R2 |
7.752 |
7.752 |
7.496 |
|
R1 |
7.581 |
7.581 |
7.453 |
7.436 |
PP |
7.291 |
7.291 |
7.291 |
7.218 |
S1 |
7.120 |
7.120 |
7.369 |
6.975 |
S2 |
6.830 |
6.830 |
7.326 |
|
S3 |
6.369 |
6.659 |
7.284 |
|
S4 |
5.908 |
6.198 |
7.157 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7.461 |
7.000 |
0.461 |
6.2% |
0.208 |
2.8% |
89% |
True |
False |
4,559 |
10 |
7.844 |
7.000 |
0.844 |
11.4% |
0.231 |
3.1% |
49% |
False |
False |
3,796 |
20 |
7.860 |
7.000 |
0.860 |
11.6% |
0.209 |
2.8% |
48% |
False |
False |
3,296 |
40 |
9.185 |
7.000 |
2.185 |
29.5% |
0.189 |
2.6% |
19% |
False |
False |
3,236 |
60 |
9.290 |
7.000 |
2.290 |
30.9% |
0.168 |
2.3% |
18% |
False |
False |
2,608 |
80 |
9.290 |
7.000 |
2.290 |
30.9% |
0.166 |
2.2% |
18% |
False |
False |
2,297 |
100 |
9.290 |
7.000 |
2.290 |
30.9% |
0.160 |
2.2% |
18% |
False |
False |
1,977 |
120 |
9.290 |
7.000 |
2.290 |
30.9% |
0.157 |
2.1% |
18% |
False |
False |
1,749 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8.264 |
2.618 |
7.956 |
1.618 |
7.767 |
1.000 |
7.650 |
0.618 |
7.578 |
HIGH |
7.461 |
0.618 |
7.389 |
0.500 |
7.367 |
0.382 |
7.344 |
LOW |
7.272 |
0.618 |
7.155 |
1.000 |
7.083 |
1.618 |
6.966 |
2.618 |
6.777 |
4.250 |
6.469 |
|
|
Fisher Pivots for day following 27-Jul-2007 |
Pivot |
1 day |
3 day |
R1 |
7.396 |
7.351 |
PP |
7.381 |
7.291 |
S1 |
7.367 |
7.231 |
|