NYMEX Natural Gas Future November 2007
Trading Metrics calculated at close of trading on 31-Jul-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jul-2007 |
31-Jul-2007 |
Change |
Change % |
Previous Week |
Open |
7.480 |
7.758 |
0.278 |
3.7% |
7.460 |
High |
7.700 |
7.800 |
0.100 |
1.3% |
7.461 |
Low |
7.480 |
7.348 |
-0.132 |
-1.8% |
7.000 |
Close |
7.659 |
7.374 |
-0.285 |
-3.7% |
7.411 |
Range |
0.220 |
0.452 |
0.232 |
105.5% |
0.461 |
ATR |
0.229 |
0.245 |
0.016 |
7.0% |
0.000 |
Volume |
5,348 |
7,680 |
2,332 |
43.6% |
22,795 |
|
Daily Pivots for day following 31-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8.863 |
8.571 |
7.623 |
|
R3 |
8.411 |
8.119 |
7.498 |
|
R2 |
7.959 |
7.959 |
7.457 |
|
R1 |
7.667 |
7.667 |
7.415 |
7.587 |
PP |
7.507 |
7.507 |
7.507 |
7.468 |
S1 |
7.215 |
7.215 |
7.333 |
7.135 |
S2 |
7.055 |
7.055 |
7.291 |
|
S3 |
6.603 |
6.763 |
7.250 |
|
S4 |
6.151 |
6.311 |
7.125 |
|
|
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 |
7.800 |
7.000 |
0.800 |
10.8% |
0.257 |
3.5% |
47% |
True |
False |
4,984 |
10 |
7.844 |
7.000 |
0.844 |
11.4% |
0.256 |
3.5% |
44% |
False |
False |
4,529 |
20 |
7.853 |
7.000 |
0.853 |
11.6% |
0.226 |
3.1% |
44% |
False |
False |
3,753 |
40 |
9.153 |
7.000 |
2.153 |
29.2% |
0.197 |
2.7% |
17% |
False |
False |
3,511 |
60 |
9.290 |
7.000 |
2.290 |
31.1% |
0.176 |
2.4% |
16% |
False |
False |
2,768 |
80 |
9.290 |
7.000 |
2.290 |
31.1% |
0.171 |
2.3% |
16% |
False |
False |
2,426 |
100 |
9.290 |
7.000 |
2.290 |
31.1% |
0.164 |
2.2% |
16% |
False |
False |
2,091 |
120 |
9.290 |
7.000 |
2.290 |
31.1% |
0.161 |
2.2% |
16% |
False |
False |
1,842 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9.721 |
2.618 |
8.983 |
1.618 |
8.531 |
1.000 |
8.252 |
0.618 |
8.079 |
HIGH |
7.800 |
0.618 |
7.627 |
0.500 |
7.574 |
0.382 |
7.521 |
LOW |
7.348 |
0.618 |
7.069 |
1.000 |
6.896 |
1.618 |
6.617 |
2.618 |
6.165 |
4.250 |
5.427 |
|
|
Fisher Pivots for day following 31-Jul-2007 |
Pivot |
1 day |
3 day |
R1 |
7.574 |
7.536 |
PP |
7.507 |
7.482 |
S1 |
7.441 |
7.428 |
|