NYMEX Natural Gas Future November 2007
Trading Metrics calculated at close of trading on 15-Aug-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Aug-2007 |
15-Aug-2007 |
Change |
Change % |
Previous Week |
Open |
7.830 |
8.075 |
0.245 |
3.1% |
7.220 |
High |
8.024 |
8.115 |
0.091 |
1.1% |
7.916 |
Low |
7.757 |
7.721 |
-0.036 |
-0.5% |
7.045 |
Close |
7.935 |
7.837 |
-0.098 |
-1.2% |
7.854 |
Range |
0.267 |
0.394 |
0.127 |
47.6% |
0.871 |
ATR |
0.258 |
0.268 |
0.010 |
3.8% |
0.000 |
Volume |
25,679 |
8,584 |
-17,095 |
-66.6% |
90,402 |
|
Daily Pivots for day following 15-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9.073 |
8.849 |
8.054 |
|
R3 |
8.679 |
8.455 |
7.945 |
|
R2 |
8.285 |
8.285 |
7.909 |
|
R1 |
8.061 |
8.061 |
7.873 |
7.976 |
PP |
7.891 |
7.891 |
7.891 |
7.849 |
S1 |
7.667 |
7.667 |
7.801 |
7.582 |
S2 |
7.497 |
7.497 |
7.765 |
|
S3 |
7.103 |
7.273 |
7.729 |
|
S4 |
6.709 |
6.879 |
7.620 |
|
|
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 |
8.115 |
7.383 |
0.732 |
9.3% |
0.328 |
4.2% |
62% |
True |
False |
23,020 |
10 |
8.115 |
7.045 |
1.070 |
13.7% |
0.280 |
3.6% |
74% |
True |
False |
16,647 |
20 |
8.115 |
7.000 |
1.115 |
14.2% |
0.266 |
3.4% |
75% |
True |
False |
10,734 |
40 |
8.557 |
7.000 |
1.557 |
19.9% |
0.232 |
3.0% |
54% |
False |
False |
7,174 |
60 |
9.185 |
7.000 |
2.185 |
27.9% |
0.203 |
2.6% |
38% |
False |
False |
5,420 |
80 |
9.290 |
7.000 |
2.290 |
29.2% |
0.188 |
2.4% |
37% |
False |
False |
4,450 |
100 |
9.290 |
7.000 |
2.290 |
29.2% |
0.181 |
2.3% |
37% |
False |
False |
3,775 |
120 |
9.290 |
7.000 |
2.290 |
29.2% |
0.172 |
2.2% |
37% |
False |
False |
3,234 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9.790 |
2.618 |
9.146 |
1.618 |
8.752 |
1.000 |
8.509 |
0.618 |
8.358 |
HIGH |
8.115 |
0.618 |
7.964 |
0.500 |
7.918 |
0.382 |
7.872 |
LOW |
7.721 |
0.618 |
7.478 |
1.000 |
7.327 |
1.618 |
7.084 |
2.618 |
6.690 |
4.250 |
6.047 |
|
|
Fisher Pivots for day following 15-Aug-2007 |
Pivot |
1 day |
3 day |
R1 |
7.918 |
7.918 |
PP |
7.891 |
7.891 |
S1 |
7.864 |
7.864 |
|