NYMEX Natural Gas Future November 2007
Trading Metrics calculated at close of trading on 02-Aug-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Aug-2007 |
02-Aug-2007 |
Change |
Change % |
Previous Week |
Open |
7.367 |
7.520 |
0.153 |
2.1% |
7.460 |
High |
7.601 |
7.550 |
-0.051 |
-0.7% |
7.461 |
Low |
7.346 |
7.206 |
-0.140 |
-1.9% |
7.000 |
Close |
7.484 |
7.241 |
-0.243 |
-3.2% |
7.411 |
Range |
0.255 |
0.344 |
0.089 |
34.9% |
0.461 |
ATR |
0.245 |
0.252 |
0.007 |
2.9% |
0.000 |
Volume |
7,373 |
8,225 |
852 |
11.6% |
22,795 |
|
Daily Pivots for day following 02-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8.364 |
8.147 |
7.430 |
|
R3 |
8.020 |
7.803 |
7.336 |
|
R2 |
7.676 |
7.676 |
7.304 |
|
R1 |
7.459 |
7.459 |
7.273 |
7.396 |
PP |
7.332 |
7.332 |
7.332 |
7.301 |
S1 |
7.115 |
7.115 |
7.209 |
7.052 |
S2 |
6.988 |
6.988 |
7.178 |
|
S3 |
6.644 |
6.771 |
7.146 |
|
S4 |
6.300 |
6.427 |
7.052 |
|
|
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 |
7.206 |
0.594 |
8.2% |
0.292 |
4.0% |
6% |
False |
True |
6,628 |
10 |
7.844 |
7.000 |
0.844 |
11.7% |
0.263 |
3.6% |
29% |
False |
False |
5,366 |
20 |
7.853 |
7.000 |
0.853 |
11.8% |
0.245 |
3.4% |
28% |
False |
False |
4,355 |
40 |
9.100 |
7.000 |
2.100 |
29.0% |
0.203 |
2.8% |
11% |
False |
False |
3,838 |
60 |
9.290 |
7.000 |
2.290 |
31.6% |
0.182 |
2.5% |
11% |
False |
False |
2,997 |
80 |
9.290 |
7.000 |
2.290 |
31.6% |
0.175 |
2.4% |
11% |
False |
False |
2,583 |
100 |
9.290 |
7.000 |
2.290 |
31.6% |
0.166 |
2.3% |
11% |
False |
False |
2,232 |
120 |
9.290 |
7.000 |
2.290 |
31.6% |
0.162 |
2.2% |
11% |
False |
False |
1,961 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9.012 |
2.618 |
8.451 |
1.618 |
8.107 |
1.000 |
7.894 |
0.618 |
7.763 |
HIGH |
7.550 |
0.618 |
7.419 |
0.500 |
7.378 |
0.382 |
7.337 |
LOW |
7.206 |
0.618 |
6.993 |
1.000 |
6.862 |
1.618 |
6.649 |
2.618 |
6.305 |
4.250 |
5.744 |
|
|
Fisher Pivots for day following 02-Aug-2007 |
Pivot |
1 day |
3 day |
R1 |
7.378 |
7.503 |
PP |
7.332 |
7.416 |
S1 |
7.287 |
7.328 |
|