NYMEX Natural Gas Future November 2007
Trading Metrics calculated at close of trading on 30-Jul-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jul-2007 |
30-Jul-2007 |
Change |
Change % |
Previous Week |
Open |
7.281 |
7.480 |
0.199 |
2.7% |
7.460 |
High |
7.461 |
7.700 |
0.239 |
3.2% |
7.461 |
Low |
7.272 |
7.480 |
0.208 |
2.9% |
7.000 |
Close |
7.411 |
7.659 |
0.248 |
3.3% |
7.411 |
Range |
0.189 |
0.220 |
0.031 |
16.4% |
0.461 |
ATR |
0.224 |
0.229 |
0.005 |
2.1% |
0.000 |
Volume |
4,516 |
5,348 |
832 |
18.4% |
22,795 |
|
Daily Pivots for day following 30-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8.273 |
8.186 |
7.780 |
|
R3 |
8.053 |
7.966 |
7.720 |
|
R2 |
7.833 |
7.833 |
7.699 |
|
R1 |
7.746 |
7.746 |
7.679 |
7.790 |
PP |
7.613 |
7.613 |
7.613 |
7.635 |
S1 |
7.526 |
7.526 |
7.639 |
7.570 |
S2 |
7.393 |
7.393 |
7.619 |
|
S3 |
7.173 |
7.306 |
7.599 |
|
S4 |
6.953 |
7.086 |
7.538 |
|
|
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 |
7.700 |
7.000 |
0.700 |
9.1% |
0.201 |
2.6% |
94% |
True |
False |
4,944 |
10 |
7.844 |
7.000 |
0.844 |
11.0% |
0.233 |
3.0% |
78% |
False |
False |
4,092 |
20 |
7.860 |
7.000 |
0.860 |
11.2% |
0.208 |
2.7% |
77% |
False |
False |
3,449 |
40 |
9.153 |
7.000 |
2.153 |
28.1% |
0.189 |
2.5% |
31% |
False |
False |
3,355 |
60 |
9.290 |
7.000 |
2.290 |
29.9% |
0.169 |
2.2% |
29% |
False |
False |
2,657 |
80 |
9.290 |
7.000 |
2.290 |
29.9% |
0.166 |
2.2% |
29% |
False |
False |
2,347 |
100 |
9.290 |
7.000 |
2.290 |
29.9% |
0.161 |
2.1% |
29% |
False |
False |
2,024 |
120 |
9.290 |
7.000 |
2.290 |
29.9% |
0.158 |
2.1% |
29% |
False |
False |
1,784 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8.635 |
2.618 |
8.276 |
1.618 |
8.056 |
1.000 |
7.920 |
0.618 |
7.836 |
HIGH |
7.700 |
0.618 |
7.616 |
0.500 |
7.590 |
0.382 |
7.564 |
LOW |
7.480 |
0.618 |
7.344 |
1.000 |
7.260 |
1.618 |
7.124 |
2.618 |
6.904 |
4.250 |
6.545 |
|
|
Fisher Pivots for day following 30-Jul-2007 |
Pivot |
1 day |
3 day |
R1 |
7.636 |
7.590 |
PP |
7.613 |
7.521 |
S1 |
7.590 |
7.452 |
|