NYMEX Natural Gas Future November 2007
Trading Metrics calculated at close of trading on 14-Aug-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Aug-2007 |
14-Aug-2007 |
Change |
Change % |
Previous Week |
Open |
7.865 |
7.830 |
-0.035 |
-0.4% |
7.220 |
High |
8.108 |
8.024 |
-0.084 |
-1.0% |
7.916 |
Low |
7.798 |
7.757 |
-0.041 |
-0.5% |
7.045 |
Close |
7.849 |
7.935 |
0.086 |
1.1% |
7.854 |
Range |
0.310 |
0.267 |
-0.043 |
-13.9% |
0.871 |
ATR |
0.257 |
0.258 |
0.001 |
0.3% |
0.000 |
Volume |
24,779 |
25,679 |
900 |
3.6% |
90,402 |
|
Daily Pivots for day following 14-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8.706 |
8.588 |
8.082 |
|
R3 |
8.439 |
8.321 |
8.008 |
|
R2 |
8.172 |
8.172 |
7.984 |
|
R1 |
8.054 |
8.054 |
7.959 |
8.113 |
PP |
7.905 |
7.905 |
7.905 |
7.935 |
S1 |
7.787 |
7.787 |
7.911 |
7.846 |
S2 |
7.638 |
7.638 |
7.886 |
|
S3 |
7.371 |
7.520 |
7.862 |
|
S4 |
7.104 |
7.253 |
7.788 |
|
|
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 |
7.229 |
0.879 |
11.1% |
0.283 |
3.6% |
80% |
False |
False |
25,401 |
10 |
8.108 |
7.045 |
1.063 |
13.4% |
0.266 |
3.4% |
84% |
False |
False |
16,526 |
20 |
8.108 |
7.000 |
1.108 |
14.0% |
0.261 |
3.3% |
84% |
False |
False |
10,527 |
40 |
8.732 |
7.000 |
1.732 |
21.8% |
0.229 |
2.9% |
54% |
False |
False |
7,047 |
60 |
9.185 |
7.000 |
2.185 |
27.5% |
0.198 |
2.5% |
43% |
False |
False |
5,293 |
80 |
9.290 |
7.000 |
2.290 |
28.9% |
0.186 |
2.3% |
41% |
False |
False |
4,348 |
100 |
9.290 |
7.000 |
2.290 |
28.9% |
0.178 |
2.2% |
41% |
False |
False |
3,697 |
120 |
9.290 |
7.000 |
2.290 |
28.9% |
0.170 |
2.1% |
41% |
False |
False |
3,166 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9.159 |
2.618 |
8.723 |
1.618 |
8.456 |
1.000 |
8.291 |
0.618 |
8.189 |
HIGH |
8.024 |
0.618 |
7.922 |
0.500 |
7.891 |
0.382 |
7.859 |
LOW |
7.757 |
0.618 |
7.592 |
1.000 |
7.490 |
1.618 |
7.325 |
2.618 |
7.058 |
4.250 |
6.622 |
|
|
Fisher Pivots for day following 14-Aug-2007 |
Pivot |
1 day |
3 day |
R1 |
7.920 |
7.898 |
PP |
7.905 |
7.861 |
S1 |
7.891 |
7.825 |
|