NYMEX Natural Gas Future November 2007
Trading Metrics calculated at close of trading on 10-Aug-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Aug-2007 |
10-Aug-2007 |
Change |
Change % |
Previous Week |
Open |
7.387 |
7.630 |
0.243 |
3.3% |
7.220 |
High |
7.675 |
7.916 |
0.241 |
3.1% |
7.916 |
Low |
7.383 |
7.541 |
0.158 |
2.1% |
7.045 |
Close |
7.656 |
7.854 |
0.198 |
2.6% |
7.854 |
Range |
0.292 |
0.375 |
0.083 |
28.4% |
0.871 |
ATR |
0.244 |
0.253 |
0.009 |
3.9% |
0.000 |
Volume |
30,350 |
25,708 |
-4,642 |
-15.3% |
90,402 |
|
Daily Pivots for day following 10-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8.895 |
8.750 |
8.060 |
|
R3 |
8.520 |
8.375 |
7.957 |
|
R2 |
8.145 |
8.145 |
7.923 |
|
R1 |
8.000 |
8.000 |
7.888 |
8.073 |
PP |
7.770 |
7.770 |
7.770 |
7.807 |
S1 |
7.625 |
7.625 |
7.820 |
7.698 |
S2 |
7.395 |
7.395 |
7.785 |
|
S3 |
7.020 |
7.250 |
7.751 |
|
S4 |
6.645 |
6.875 |
7.648 |
|
|
Weekly Pivots for week ending 10-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10.218 |
9.907 |
8.333 |
|
R3 |
9.347 |
9.036 |
8.094 |
|
R2 |
8.476 |
8.476 |
8.014 |
|
R1 |
8.165 |
8.165 |
7.934 |
8.321 |
PP |
7.605 |
7.605 |
7.605 |
7.683 |
S1 |
7.294 |
7.294 |
7.774 |
7.450 |
S2 |
6.734 |
6.734 |
7.694 |
|
S3 |
5.863 |
6.423 |
7.614 |
|
S4 |
4.992 |
5.552 |
7.375 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7.916 |
7.045 |
0.871 |
11.1% |
0.248 |
3.2% |
93% |
True |
False |
18,080 |
10 |
7.916 |
7.045 |
0.871 |
11.1% |
0.276 |
3.5% |
93% |
True |
False |
12,783 |
20 |
7.916 |
7.000 |
0.916 |
11.7% |
0.253 |
3.2% |
93% |
True |
False |
8,289 |
40 |
8.995 |
7.000 |
1.995 |
25.4% |
0.222 |
2.8% |
43% |
False |
False |
5,892 |
60 |
9.290 |
7.000 |
2.290 |
29.2% |
0.194 |
2.5% |
37% |
False |
False |
4,521 |
80 |
9.290 |
7.000 |
2.290 |
29.2% |
0.183 |
2.3% |
37% |
False |
False |
3,745 |
100 |
9.290 |
7.000 |
2.290 |
29.2% |
0.175 |
2.2% |
37% |
False |
False |
3,205 |
120 |
9.290 |
7.000 |
2.290 |
29.2% |
0.168 |
2.1% |
37% |
False |
False |
2,760 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9.510 |
2.618 |
8.898 |
1.618 |
8.523 |
1.000 |
8.291 |
0.618 |
8.148 |
HIGH |
7.916 |
0.618 |
7.773 |
0.500 |
7.729 |
0.382 |
7.684 |
LOW |
7.541 |
0.618 |
7.309 |
1.000 |
7.166 |
1.618 |
6.934 |
2.618 |
6.559 |
4.250 |
5.947 |
|
|
Fisher Pivots for day following 10-Aug-2007 |
Pivot |
1 day |
3 day |
R1 |
7.812 |
7.760 |
PP |
7.770 |
7.666 |
S1 |
7.729 |
7.573 |
|