NYMEX Natural Gas Future November 2007
Trading Metrics calculated at close of trading on 13-Aug-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Aug-2007 |
13-Aug-2007 |
Change |
Change % |
Previous Week |
Open |
7.630 |
7.865 |
0.235 |
3.1% |
7.220 |
High |
7.916 |
8.108 |
0.192 |
2.4% |
7.916 |
Low |
7.541 |
7.798 |
0.257 |
3.4% |
7.045 |
Close |
7.854 |
7.849 |
-0.005 |
-0.1% |
7.854 |
Range |
0.375 |
0.310 |
-0.065 |
-17.3% |
0.871 |
ATR |
0.253 |
0.257 |
0.004 |
1.6% |
0.000 |
Volume |
25,708 |
24,779 |
-929 |
-3.6% |
90,402 |
|
Daily Pivots for day following 13-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8.848 |
8.659 |
8.020 |
|
R3 |
8.538 |
8.349 |
7.934 |
|
R2 |
8.228 |
8.228 |
7.906 |
|
R1 |
8.039 |
8.039 |
7.877 |
7.979 |
PP |
7.918 |
7.918 |
7.918 |
7.888 |
S1 |
7.729 |
7.729 |
7.821 |
7.669 |
S2 |
7.608 |
7.608 |
7.792 |
|
S3 |
7.298 |
7.419 |
7.764 |
|
S4 |
6.988 |
7.109 |
7.679 |
|
|
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 |
8.108 |
7.207 |
0.901 |
11.5% |
0.265 |
3.4% |
71% |
True |
False |
21,842 |
10 |
8.108 |
7.045 |
1.063 |
13.5% |
0.285 |
3.6% |
76% |
True |
False |
14,726 |
20 |
8.108 |
7.000 |
1.108 |
14.1% |
0.259 |
3.3% |
77% |
True |
False |
9,409 |
40 |
8.842 |
7.000 |
1.842 |
23.5% |
0.226 |
2.9% |
46% |
False |
False |
6,454 |
60 |
9.185 |
7.000 |
2.185 |
27.8% |
0.195 |
2.5% |
39% |
False |
False |
4,909 |
80 |
9.290 |
7.000 |
2.290 |
29.2% |
0.185 |
2.4% |
37% |
False |
False |
4,037 |
100 |
9.290 |
7.000 |
2.290 |
29.2% |
0.176 |
2.2% |
37% |
False |
False |
3,450 |
120 |
9.290 |
7.000 |
2.290 |
29.2% |
0.169 |
2.2% |
37% |
False |
False |
2,956 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9.426 |
2.618 |
8.920 |
1.618 |
8.610 |
1.000 |
8.418 |
0.618 |
8.300 |
HIGH |
8.108 |
0.618 |
7.990 |
0.500 |
7.953 |
0.382 |
7.916 |
LOW |
7.798 |
0.618 |
7.606 |
1.000 |
7.488 |
1.618 |
7.296 |
2.618 |
6.986 |
4.250 |
6.481 |
|
|
Fisher Pivots for day following 13-Aug-2007 |
Pivot |
1 day |
3 day |
R1 |
7.953 |
7.815 |
PP |
7.918 |
7.780 |
S1 |
7.884 |
7.746 |
|