NYMEX Natural Gas Future November 2007
Trading Metrics calculated at close of trading on 07-Aug-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Aug-2007 |
07-Aug-2007 |
Change |
Change % |
Previous Week |
Open |
7.220 |
7.289 |
0.069 |
1.0% |
7.480 |
High |
7.269 |
7.387 |
0.118 |
1.6% |
7.800 |
Low |
7.045 |
7.207 |
0.162 |
2.3% |
7.139 |
Close |
7.228 |
7.285 |
0.057 |
0.8% |
7.182 |
Range |
0.224 |
0.180 |
-0.044 |
-19.6% |
0.661 |
ATR |
0.250 |
0.245 |
-0.005 |
-2.0% |
0.000 |
Volume |
5,968 |
7,887 |
1,919 |
32.2% |
37,430 |
|
Daily Pivots for day following 07-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7.833 |
7.739 |
7.384 |
|
R3 |
7.653 |
7.559 |
7.335 |
|
R2 |
7.473 |
7.473 |
7.318 |
|
R1 |
7.379 |
7.379 |
7.302 |
7.336 |
PP |
7.293 |
7.293 |
7.293 |
7.272 |
S1 |
7.199 |
7.199 |
7.269 |
7.156 |
S2 |
7.113 |
7.113 |
7.252 |
|
S3 |
6.933 |
7.019 |
7.236 |
|
S4 |
6.753 |
6.839 |
7.186 |
|
|
Weekly Pivots for week ending 03-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9.357 |
8.930 |
7.546 |
|
R3 |
8.696 |
8.269 |
7.364 |
|
R2 |
8.035 |
8.035 |
7.303 |
|
R1 |
7.608 |
7.608 |
7.243 |
7.491 |
PP |
7.374 |
7.374 |
7.374 |
7.315 |
S1 |
6.947 |
6.947 |
7.121 |
6.830 |
S2 |
6.713 |
6.713 |
7.061 |
|
S3 |
6.052 |
6.286 |
7.000 |
|
S4 |
5.391 |
5.625 |
6.818 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7.601 |
7.045 |
0.556 |
7.6% |
0.250 |
3.4% |
43% |
False |
False |
7,651 |
10 |
7.800 |
7.000 |
0.800 |
11.0% |
0.253 |
3.5% |
36% |
False |
False |
6,317 |
20 |
7.853 |
7.000 |
0.853 |
11.7% |
0.244 |
3.3% |
33% |
False |
False |
5,071 |
40 |
9.100 |
7.000 |
2.100 |
28.8% |
0.212 |
2.9% |
14% |
False |
False |
4,217 |
60 |
9.290 |
7.000 |
2.290 |
31.4% |
0.186 |
2.6% |
12% |
False |
False |
3,327 |
80 |
9.290 |
7.000 |
2.290 |
31.4% |
0.177 |
2.4% |
12% |
False |
False |
2,819 |
100 |
9.290 |
7.000 |
2.290 |
31.4% |
0.170 |
2.3% |
12% |
False |
False |
2,444 |
120 |
9.290 |
7.000 |
2.290 |
31.4% |
0.165 |
2.3% |
12% |
False |
False |
2,139 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8.152 |
2.618 |
7.858 |
1.618 |
7.678 |
1.000 |
7.567 |
0.618 |
7.498 |
HIGH |
7.387 |
0.618 |
7.318 |
0.500 |
7.297 |
0.382 |
7.276 |
LOW |
7.207 |
0.618 |
7.096 |
1.000 |
7.027 |
1.618 |
6.916 |
2.618 |
6.736 |
4.250 |
6.442 |
|
|
Fisher Pivots for day following 07-Aug-2007 |
Pivot |
1 day |
3 day |
R1 |
7.297 |
7.262 |
PP |
7.293 |
7.239 |
S1 |
7.289 |
7.216 |
|